金融界5月12日消息，上证指数高开高走，中证ECPI ESG 80指数 (ESG 80，931148)报1903.98点。 数据统计显示，中证ECPI ESG 80指数近一个月上涨2.74%，近三个月上涨0.15%，年至今下跌2.90%。 据了解，中证ECPI ESG 80指数从沪深300样本中选取ESG评分在E+以上、过去6个月波动率最低的80只 证券作为指数样本，采用波动率倒数加权，为投资者提供更多样化的投资标的。该指数以2011年06月30 日为基日，以1000.0点为基点。 从指数持仓来看，中证ECPI ESG 80指数十大权重分别为：国泰海通（2.82%）、长江电力（2.09%）、 大秦铁路（2.08%）、浦发银行（2.04%）、成都银行（2.04%）、上海银行（1.96%）、农业银行 （1.8%）、民生银行（1.8%）、光大银行（1.73%）、北京银行（1.65%）。 从中证ECPI ESG 80指数持仓的市场板块来看，上海证券交易所占比73.30%、深圳证券交易所占比 26.70%。 从中证ECPI ESG 80指数持仓样本的行业来看，金融占比34.22%、工业占比22.32%、原材料占比 11 ...

Core Viewpoint - The China Securities Index ESG 80 Index has shown a decline in recent months, indicating potential challenges in the ESG investment landscape [2][3]. Group 1: Index Performance - The China Securities Index ESG 80 Index reported a value of 1881.55 points, with a decrease of 2.70% over the past month, 0.32% over the past three months, and 4.05% year-to-date [1][2]. - The index is based on a sample of 80 securities selected from the CSI 300, focusing on those with an ESG score of E+ or higher and the lowest volatility over the past six months [2]. Group 2: Index Composition - The top ten holdings of the China Securities Index ESG 80 Index include Guotai Junan (2.78%), Daqin Railway (2.15%), and Changjiang Power (2.12%), among others [2]. - The index is heavily weighted towards the Shanghai Stock Exchange, which accounts for 73.04% of the holdings, while the Shenzhen Stock Exchange represents 26.96% [2]. Group 3: Sector Allocation - The sector allocation of the index shows that finance constitutes 33.86%, followed by industrials at 22.50%, and materials at 11.46% [3]. - Other sectors include consumer discretionary (7.50%), utilities (6.53%), consumer staples (6.23%), healthcare (5.90%), information technology (3.09%), energy (1.60%), and communication services (1.35%) [3]. Group 4: Index Adjustment Mechanism - The index samples are adjusted biannually, with changes implemented on the next trading day following the second Friday of June and December [3]. - Weight factors are generally fixed until the next scheduled adjustment, with provisions for temporary adjustments in special circumstances such as delisting or corporate actions [3].