1 and CSI 1000 indices are compiled by CSI Index Co., Ltd., and its constituent shares consist of 1000 shares. In addition to the sample stocks of CSI 800 Index, in addition to the samples of CSI 300 and CSI 500, they are also small in scale and have good liquidity. Average Market Value and Average Market Value The median market value of the components of the CSI 1000 index is smaller than that of the SME board index, the GEM index and the CSI 500 index, which can more comprehensively reflect the overall situation of small-cap companies in Shanghai and Shenzhen stock markets.
2. In order to reflect the overall performance of stocks with different scale characteristics in the market, CSI Index Co., Ltd. established a scale index system based on the Shanghai and Shenzhen 300 Index, including large, medium, small, medium, large, medium and small indexes, which provided rich analytical tools and performance benchmarks for the market and provided a basis for the research and development of index products and other indicators.
3. Select the sample stocks of CSI 1000 index according to the following steps:
(1) After deducting the sample stocks of CSI 800 Index and the top 300 stocks, the daily average total market value of the stocks in the sample space in the latest year;
(2) Rank the stocks according to the average daily turnover in the latest year (since the listing of new shares), and cancel the recent 20% average daily turnover.
(3) Rank the remaining stocks according to the daily average market value from high to low, and select the top 1000 stocks as the sample stocks of the CSI 1000 index.
4. When calculating the Shanghai and Shenzhen 300 Index, CSI Index Co., Ltd. adopts the grading method, that is, according to the ratio of free-floating share capital to total share capital (that is, the free-floating ratio), a certain proportion of total share capital is given to ensure the relative stability of index share capital.
5. Free circulation ratio = free circulation shares/total share capital.
6. Adjusted share capital = total share capital × weighted ratio.