(1) Comprehensive index: Shenzhen Composite Index, Shenzhen A-share Index and Shenzhen B-share Index.
(2) constituent stock indexes: including Shenzhen constituent stock index, A-share constituent stock index, B-share constituent stock index, industrial index, business index, financial index, real estate index, public utility index and comprehensive enterprise index.
(3) Shenzhen Stock Exchange Fund Index
2. Base date and base date index
(1) The Shenzhen Composite Index was released on April 3rd. 199 1. The benchmark index is 100.
(2) The Shenzhen A-share index was released on April 3rd, 199 1. The benchmark index is set to 100.
(3) Shenzhen B-share index is based on February 28th 1992, and released on February 6th 1992. The benchmark index is set to 100.
(4) The base date of component index is1July 20th, 994, and the release date is1June 23rd, 995. The benchmark index is set to 1000.
(5) The fund index of Shenzhen Stock Exchange was released on July 3, 2000, with June 30, 2000 as the base date. The benchmark index is set to 1000.
3. Calculation range
(1) The stocks included in the index calculation range are called index stocks.
(2) Index stocks of composite index refer to all stocks listed on Shenzhen Stock Exchange. All stocks are used to calculate the Shenzhen Composite Index, among which A shares are used to calculate the Shenzhen A-share index; B shares are used to calculate the Shenzhen B share index.
(3) Index stocks of constituent stock index (i.e. constituent stocks) are 40 stocks selected from listed companies. Among the constituent stocks, both A shares and B shares are used to calculate the Shenzhen Stock Exchange Index, in which A shares are used to calculate the constituent A shares index and B shares are used to calculate the constituent B shares index. Component stocks are classified by industry, and their A shares are used to calculate the industry classification index.
4. Calculation method
(1) Both the composite index and the constituent stock index are Paige weighted price indexes, that is, the number of shares on the index stock calculation date is used as the weight for weighted calculation.
(2) The weights of the two types of indices are:
Comprehensive index category: number of shares = total share capital of all listed companies.
Component stock index category: number of shares = number of circulating share capital of component shares.
(3) The index calculation formula is
Today's index = (total market value of today's index stocks/total market value of benchmark index stocks) × benchmark index.
(4) B shares in the index stocks will be converted into RMB at the average exchange rate adjusted by foreign exchange last week, which will be used to calculate the Shenzhen Composite Index and Shenzhen Component Index. Shenzhen B-share index and component B-share index are still calculated in Hong Kong dollars.
(5) After the end of call auction on each trading day, calculate the opening index based on the opening price of stocks generated by call auction (if there is no transaction, take yesterday's closing price), and then calculate the real-time index in a chain way until the close.
Calculation formula of daily chain ratio:
Today's real-time index = closing index of the previous day × (total market value of today's real-time index stocks/adjusted total market value of the previous day's index stocks)
Total market value of index stocks = total market value of index stocks A shares+total market value of index stocks B shares.
Total market value of index A shares = ∑ (share price of index A shares × number of index A shares).
Total market value of index B shares = ∑ (share price of index B shares × number of index B shares) × average exchange rate of foreign exchange adjustment last week.
(6) The fund index is calculated in the same way as the constituent stock index, with the number of new fund shares directly listed on the Shenzhen Stock Exchange (that is, the number of circulating fund shares) as the weight.
Attachment: Deep evidence becomes a finger
In order to ensure the objectivity and fairness of the sample of constituent stocks, constituent stocks do not engage in tenure. The Shenzhen Stock Exchange regularly checks the representativeness of constituent stocks, promptly replaces companies with reduced representativeness, and selects more representative companies. Of course, the change will not be too frequent, and the inspection time is 1 month, May and September every year.
According to the basic principle of adjusting constituent stocks and referring to international practice, Shenzhen Stock Exchange has formulated scientific standards and a method of selecting constituent stock samples step by step, that is, the shortlisted companies are determined from all listed companies according to the primary selection criteria, and then the selected constituent stock samples are determined from the shortlisted companies. 1. Confirm the shortlisted companies. The criteria for determining the shortlisted companies include three requirements: time to market, market size and liquidity:
(1) has a certain listing date, which should generally be more than 3 months.
(2) It has a certain listing scale. The market value of listed companies accounts for the market proportion (3-month average) in descending order, and the shortlisted companies are among the 90%.
(3) Having certain market liquidity. The transaction amount of listed companies in the market share (3-month average) is arranged and accumulated in descending order, and the shortlisted companies are among 90%.
2. Determine the sample of constituent stocks. After the shortlisted companies are determined according to the above criteria, the selected sample of constituent stocks is determined by combining the following factors:
(1) circulating market value and turnover of the company;
(2) the industry representativeness of the company and its growth;
(3) the company's financial status and operating performance (review of the past three years);
(4) Standardized operation of the company within two years. By giving scientific weight to the above factors and quantifying them, the sample of constituent stocks in various industries is selected.
List of constituent stocks of Shenzhen Stock Exchange and their weight in the index
On June 8th, Shenzhen Stock Exchange made the latest adjustment to the sample of constituent stock index, 1999, 165438.
The weight of constituent stocks in the index refers to the proportion of the circulating market value of each constituent stock to the total circulating market value of all constituent stock samples, reflecting the influence of each constituent stock on the index. The weight of constituent stocks often changes with the change of share price and circulating market value of constituent stocks. According to the average circulating market value from August 5th 1999 to June 5th 1 1999, the adjusted weight of constituent stocks in the index is as follows:
Industries (23, accounting for 42.976 1%) (002 1) Ji Shen A accounted for 4.6952%, and Wuliangye accounted for 3.2200%.
(0800) FAW Car accounts for 3.2 163%, and (0682) Dongfang Electronics accounts for 3.0 173%.
(0730) environmental protection shares accounted for 2.9466%, and (0063) ZTE accounted for 2.8030%.
(0527) Yuemei A accounts for 2.6904%, and (0729) Yanjing Beer accounts for 2.0676%.
(00 16) Shenkonka A accounts for 1.9859%, and (0878) Yunnan Copper accounts for 1.8750%.
(057 1) Sundiro A accounts for 1.575 1%, and (0520) Wufenghuang A accounts for 1.5636%.
(0557) Yinguangxia A accounts for 1.3988%, and (0799) Xiangjiugui accounts for 1.3 1.72%.
(056 1) Shaanxi Changling a accounts for 1.295 1%, and (0529) Guangdong Meiya A accounts for 1.2604%.
(0709) Tanggang shares1.11%,(04 18) Little Swan A shares 1.0 13%.
(075 1) zinc industry shares accounted for 1.0090%, and (0059) liaotong chemical industry accounted for 0.6237%.
(0570) Su A accounted for 0.6469% (00 12) Shenzhen A accounted for 0.6237%.
(0550) jiangling motors accounts for 0.5942%.
Commercial (3 companies, accounting for 3.555 1%) (005 1) Zhou Su Material Trade A 1.3535% (0564) Xi Anminsheng1.120.
Commercial (3, accounting for 3.555 1%)
(055 1) Ewu merchants a accounted for 1.0747%.
Finance (1, accounting for 2 1.6605438+0%)
(000 1) SDB A accounts for 2 1. 1%.
Real estate (4, accounting for 6.8809%)
(0002) Shenzhen Vanke A accounts for 2.9548%, and (0006) Shenzhen Ye Zhen A accounts for 1.5406%.
(0573) Guangdong Hongyuan A accounts for 1.4393%, and (0042) Shenzhen Great Wall A accounts for 0.9462%.
Public utilities (5, accounting for 9.25 18%)
(0027) Shenneng A accounts for 2.4064%, and (0089) Shenzhen Airport accounts for 2. 1650%.
(0539) Guangdong Electric Power A accounts for 1.90 16%, and (09 17) radio and television industry accounts for 1.3937%.
(0548) Hunan investment ratio 1.438+0%.
Comprehensive enterprises (4, accounting for 12.3339%)
(093 1) Zhongguancun accounts for 6. 1680%, and (0839) citic guoan accounts for 2.5784%.
(0009)ST Shen Baoan accounts for 2. 1698%, (0758) Zhong Jian Construction accounts for 1.4 177%.
B shares (7 companies, accounting for 3.3420%, have been included in the above 40 constituent stocks)
(2002) Shenzhen Vanke B accounted for 0.36 16%, (2550) Jiangxi Jiangling B accounted for 0.5369%.
(24 18) cygnet B accounts for 0.3579%, and (2570) Su B accounts for 0.2942%.
(20 16) Shenkangjia B accounts for 0.2833%, and (20 12) Shennanbo B accounts for 0.2554%.
(2539) Guangdong Electric Power B accounts for 1.2527%.