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For the sake of extensive and unbiased index representativeness and index inevitability, the constituents of CSI300 are composed of the 300 largest liquidity stocks. The selection methods are:
- Calculate the daily average trading volume and daily average total market value during the most recent year for stocks in the index universe, or in case of a new issue, during the time that it was a public company;
- Rank the stocks in the universe by daily average trading value of the most recent year in descending order and delete the bottom ranked 50% stocks;
- Rank the rest stocks by daily average market value of the most recent year in descending order, those who rank top 300 are selected as index constituents.
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