2) Strengthen the selection criteria for investment:
2 stocks that cannot be opened according to the index standard weight due to poor liquidity;
3 stocks that are suspected of major violations and are investigated by the regulatory authorities;
⑤ Other special stocks, such as those that are not expected to be included in the index.
For the following stocks, the Fund will consider including them in the investment portfolio or increasing the investment weight:
(2) Stocks selected as substitutes due to difficulties in opening positions of other constituent stocks;
(4) Other special stocks, such as those expected to be included in the index. The Fund focuses on indexed investment, supplemented by strengthened investment. In order to control the deviation of the portfolio from the standard index structure caused by enhanced investment, the Fund chose to track the deviation degree as the standard and restrain the active investment behavior to control the deviation risk of the fund's relative index.
Where: = I-day fund portfolio return-I-day benchmark return.
N is the calculation interval, and the fund selection is 30 trading days.
In addition, the fund's other restrictions on strengthening investment include:
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