The Shanghai-Shenzhen 300 Index selects 300 A-share stocks from Shanghai and Shenzhen stock markets according to liquidity and market value, and its sample space is A-share stocks excluding the following stocks: stocks listed for less than one quarter (except large-cap stocks), stocks suspended from listing, stocks with abnormal or serious losses in recent operating conditions, stocks with abnormal market prices and other stocks that the expert committee thinks should be excluded. The sample of the Shanghai and Shenzhen 300 Index covers about 60% of the market value of the Shanghai and Shenzhen markets, which has a good market representation.