Also known as: 创业板50指数 · SZ399673 Index (Bloomberg) · 399673 (CNI code)
At a glance
- Review frequencySemi-annual
- Constituent count50
- Buffer70 / 130
| Field | Value | Source text | Reading (model) |
|---|---|---|---|
| M1 Identity, objective, classification · 6 fields | |||
| Index name | SZSE ChiNext 50 Index | 英文名称：SZSE ChiNext 50 Index英文简称：ChiNext 50指数代码：399673Open p.1 ↗ |
The official English index name is SZSE ChiNext 50 Index. |
| Index short name | ChiNext 50 | 英文名称：SZSE ChiNext 50 Index英文简称：ChiNext 50指数代码：399673Open p.1 ↗ |
The English short name is ChiNext 50. |
| Local index name | 创业板50 指数 | 指数名称：创业板50 指数指数简称：创业板50英文名称：SZSE ChiNext 50 Index英文简称：ChiNext 50指数代码：399673Open p.1 ↗ |
The local-language index name is 创业板50 指数. |
| Index code | 399673 | 英文名称：SZSE ChiNext 50 Index英文简称：ChiNext 50指数代码：399673Open p.1 ↗ |
The index code is 399673. |
| Base date | 2010-05-31 | 指数的基日为2010 年5 月31 日，基点为1000。Open p.1 ↗ |
The base date is May 31, 2010. |
| Base value | 1,000 | 指数的基日为2010 年5 月31 日，基点为1000。Open p.1 ↗ |
The base value is 1000. |
| M2 Universe · 2 fields | |||
| Eligible universe | 创业板指数样本股 | 创业板指数样本股。Open p.1 ↗ |
The eligible universe is the sample stocks of the ChiNext Index. |
| Parent universe index | 创业板指数 | 创业板指数样本股。Open p.1 ↗ |
The selection universe consists of constituents of the ChiNext Index. |
| M4 Selection and constituent count · 4 fields | |||
| Selection method | Rank by metric | 考察选样空间股票最近6 个月的日均成交金额，结合行业覆盖情况选取排名靠前的50 只股票组成指数样本股。Open p.1 ↗ |
The index selects the highest-ranked stocks based on liquidity while considering industry coverage. |
| Ranking metrics | Name: 日均成交金额; Window: 6 months; Direction: Descending; Step order: 1 | 考察选样空间股票最近6 个月的日均成交金额，结合行业覆盖情况选取排名靠前的50 只股票组成指数样本股。Open p.1 ↗ |
Stocks are evaluated by average daily trading value over the most recent six months, with higher-ranked stocks preferred. |
| Target constituent count | 50 securities | 考察选样空间股票最近6 个月的日均成交金额，结合行业覆盖情况选取排名靠前的50 只股票组成指数样本股。Open p.1 ↗ |
The index sample consists of 50 stocks. |
| Industry neutrality rule | Selection considers industry coverage. | 考察选样空间股票最近6 个月的日均成交金额，结合行业覆盖情况选取排名靠前的50 只股票组成指数样本股。Open p.1 ↗ |
Industry coverage is considered when choosing the ranked stocks. |
| M6 Review and rebalance schedule · 6 fields | |||
| Reserve list selection | After determining new constituents, reserve stocks equal to 5% of the constituent count are selected from remaining stocks ranked by the selection indicator. | 在确定新入选成份股后，在剩余股票中按选样指标从高到低排序选取样本数量5%的股票作为备选样本股，用于指数样本股定期调整之间的临时调整。Open p.2 ↗ |
After new constituents are chosen, reserve stocks equal to 5% of the target constituent count are selected from the remaining stocks ranked high to low by the selection indicator. |
| Review frequency | Semi-annual | 样本股定期调整定于每年6 月和12 月的第二个星期五的下一个交易日实施。Open p.2 ↗ |
The index reviews and adjusts constituents twice a year. |
| Review types | Semi annual review, Ad hoc | 样本股定期调整定于每年6 月和12 月的第二个星期五的下一个交易日实施。Open p.2 ↗ |
The methodology provides for scheduled semi-annual constituent reviews and ad hoc adjustments between reviews. |
| Review months | June, December | 样本股定期调整定于每年6 月和12 月的第二个星期五的下一个交易日实施。Open p.2 ↗ |
Scheduled constituent adjustments occur in June and December. |
| Announcement rule | The constituent adjustment plan is usually announced two weeks before implementation. | 样本股调整方案通常在实施前两周公布。Open p.2 ↗ |
The constituent adjustment plan is usually announced two weeks before it takes effect. |
| Effective date rule | Implemented on the next trading day after the second Friday of June and December. | 样本股定期调整定于每年6 月和12 月的第二个星期五的下一个交易日实施。Open p.2 ↗ |
Scheduled changes take effect on the trading day following the second Friday of June and December. |
| M7 Buffers and turnover control · 2 fields | |||
| Buffer zone | Entry rank: 70%; Exit rank: 130% | 排名在样本数70%范围之内的非原样本股按顺序入选，排名在样本数130%范围之内的原样本股按顺序优先保留。Open p.2 ↗ |
Non-constituents ranked within 70% of the constituent count are selected in order, while existing constituents ranked within 130% are retained first in order. |
| Maximum turnover per review | 10% of constituents | 每次样本股调整数量不超过样本总数的10%。Open p.2 ↗ |
The number of constituents changed at each scheduled review may not exceed 10% of the total constituent count. |
| M8 Corporate actions, IPOs, ad-hoc changes · 4 fields | |||
| Delisting replacement rule | Upon delisting, the constituent is removed and the highest-ranked reserve stock fills the vacancy. | 样本股出现终止上市时，将其从指数样本中剔除，选择备选样本股名单中排序最靠前的股票补足。Open p.2 ↗ |
If a constituent terminates its listing, it is deleted from the index and the top-ranked reserve stock replaces it. |
| Ad-hoc deletion | Delisting, Risk warning, Acquisition, Other | 样本股出现终止上市时，将其从指数样本中剔除，选择备选样本股名单中排序最靠前的股票补足。样本股公司被实施风险警示，发生收购、合并、分拆情形的处理，同深证成指。Open p.2 ↗ |
A constituent is removed upon termination of listing, while risk warning, acquisition, merger, and spin-off situations follow the SZSE Component Index treatment. |
| Replacement policy | Reserve list | 样本股出现终止上市时，将其从指数样本中剔除，选择备选样本股名单中排序最靠前的股票补足。Open p.2 ↗ |
When a constituent is deleted between scheduled reviews, the highest-ranked stock on the reserve list is selected as its replacement. |
| Merger spinoff rules | Treatment of constituent companies subject to risk warning or involving acquisition, merger, or spin-off follows the SZSE Component Index methodology. | 样本股公司被实施风险警示，发生收购、合并、分拆情形的处理，同深证成指。Open p.2 ↗ |
Risk-warning, acquisition, merger, and spin-off cases are handled in the same way as under the SZSE Component Index methodology. |
| M9 Calculation and return variants · 5 fields | |||
| Weighting method | Paasche weighted method | 指数采用派氏加权法，依据下列公式逐日连锁实时计算Open p.2 ↗ |
The index calculation uses the Paasche weighted method. |
| Share count adjustment reference | Index Calculation and Maintenance Detailed Rules | 其中，样本股权数调整方法参见指数计算与维护细则。Open p.2 ↗ |
The method for adjusting sample-stock share counts is set out in the Index Calculation and Maintenance Detailed Rules. |
| Formula type | Chain linked | 指数采用派氏加权法，依据下列公式逐日连锁实时计算： ∑（样本股实时成交价× 样本股权数）实时指数= 上一交易日收市指数× ∑（样本股上一交易日收市价× 样本股权数）Open p.2 ↗ |
The index uses a Paasche weighting method and is calculated daily in real time by chain-linking from the previous trading day's closing index level. |
| Price source | real-time transaction prices, with previous trading-day closing prices in the denominator | ∑（样本股实时成交价× 样本股权数）实时指数= 上一交易日收市指数× ∑（样本股上一交易日收市价× 样本股权数）Open p.2 ↗ |
Real-time index calculation uses sample stocks' real-time transaction prices, while the denominator uses their previous trading-day closing prices. |
| Calculation frequency | real-time each trading day | 指数采用派氏加权法，依据下列公式逐日连锁实时计算Open p.2 ↗ |
The index is calculated in real time on each trading day. |
Open points · 38Model-written, for reference
- 1ISIN is not stated.
- 2Vendor tickers for Bloomberg, Refinitiv, Wind or other data vendors are not stated.
- 3Administrator and calculation agent are not stated.
- 4Index family and parent index relationship beyond the selection universe are not explicitly stated.
- 5Launch date is not stated.
- 6Calculation currency is not stated.
- 7Methodology version and methodology date are not stated.
- 8Benchmark regulatory status is not stated.
- 9Index objective, intended use, market classification, size segment, family type, factor exposures and limitations are not stated.
- 10Markets, exchanges, boards, security types, nationality rule and explicit exclusions are not stated beyond selection from ChiNext Index constituents.
- 11Eligibility screens for trading history, liquidity, size, free float, foreign room, voting rights, price, financials, business or ESG criteria, suspensions and abnormal price movements are not stated.
- 12The document does not specify how ranking ties are broken.
- 13The document does not specify a reserve list or replacement candidates.
- 14The document does not specify the weighting scheme, free-float treatment, share count source, weight caps, or divisor adjustment rules.
- 15The document does not provide detailed industry neutrality or industry balancing constraints beyond considering industry coverage.
- 16No explicit data cut-off or reference date rule for the semi-annual review is stated.
- 17No separate weight-rebalancing or weight-reset frequency is stated.
- 18No size-segment buffer is stated.
- 19No relaxed liquidity threshold for existing constituents is stated.
- 20No fast-entry rule for large new listings is stated.
- 21No deletion price is stated.
- 22No share or free-float change threshold is stated.
- 23No named separate corporate-actions guide is stated; the section only refers to SZSE Component Index treatment for specified corporate events.
- 24Index calculation precision or number of published decimal places is not stated.
- 25Published return variants such as price, gross total return, or net total return are not stated.
- 26Withholding tax basis and net-return tax treatment are not stated.
- 27Cash dividend treatment and reinvestment rules are not stated.
- 28Events triggering divisor adjustments are not listed.
- 29Market disruption, market closure, and no-trade price fallback rules are not stated.
- 30Recalculation and published-index error correction policies are not stated.
- 31Oversight body and governance discretion points are not stated.
- 32Methodology review frequency, external review, consultation procedure, and material-change definition are not stated.
- 33Notice period for methodology or constituent changes is not stated.
- 34Disclosure channels and constituent-list publication frequency are not stated.
- 35Index cessation or discontinuation policy is not stated.
- 36Not coveredM3 Eligibility screens: not covered by this edition
- 37Not coveredM5 Weighting and capping: not covered by this edition
- 38Not coveredM10 Governance, change policy, disclosure: not covered by this edition
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