国证ESG评价方法
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深交所发布ESG评价方法和ESG指数
Xin Hua Wang· 2025-08-12 06:20
Core Viewpoint - Shenzhen Stock Exchange (SZSE) has launched the National ESG Evaluation Method and corresponding ESG benchmark indices to enhance the capital market's role in supporting sustainable development and meet diverse ESG investment needs [1][2]. Group 1: ESG Evaluation Method - The National ESG Evaluation Method provides a tailored ESG evaluation tool for the Chinese market, covering 15 themes, 32 fields, and over 200 indicators across environmental, social responsibility, and corporate governance dimensions [2]. - The evaluation method is based on local conditions while referencing international practices, focusing on national strategic goals such as carbon neutrality and rural revitalization [2]. Group 2: ESG Indices - The ESG benchmark indices include the Shenzhen Component ESG Index, ChiNext ESG Index, and Shenzhen 100 ESG Index, which are constructed by excluding the bottom 20% of stocks based on ESG scores within their respective industries [3]. - The ESG leading indices highlight high-quality ESG investment targets, selecting the top 200 stocks for the Shenzhen Component ESG Leading Index and the top 50 for the ChiNext and Shenzhen 100 ESG Leading Indices [3]. Group 3: Performance Metrics - From June 29, 2018, to June 30, 2022, the annualized returns for the Shenzhen Component ESG, ChiNext ESG, and Shenzhen 100 ESG indices were 9.4%, 17.0%, and 11.7%, respectively, showing a slight performance advantage over their parent indices [4]. - The annualized returns for the leading indices were 9.8%, 17.5%, and 14.0%, with excess returns of 1.5%, 2.5%, and 2.5% compared to their parent indices [4]. Group 4: Future Developments - The SZSE aims to enhance the sustainable finance regulatory framework and build a low-carbon sustainable investment and financing product platform to meet the diverse allocation needs of medium- and long-term funds [4]. - The exchange will continue to promote the application of ESG evaluation results and guide financial resources towards low-carbon sectors, contributing to high-quality economic development [4].