《上海证券交易所制定企业可持续发展指数简介》由会员分享，可在线阅读，更多相关《上海证券交易所制定企业可持续发展指数简介（4页珍藏版）》请在金锄头文库上搜索。
1、SSE Sustainable development industry Index Methodology1. Index Code and NameIndex Code: 000114Index Name: SSE Sustainable development industry Index (Sustainable industry)2. Base Period and Base PointThe Base Day for SSE Sustainable development industry Index is June 30, 2011. The Base Period is the
2、 adjusted market capitalization of all constituents after closing on the Base Day. The Base Index is 1000 points.3.Constituents Selection MethodIndex Universe Stocks in A shares listed at Shanghai Stock Exchanges(Non-ST or *ST stocks).Constituents SelectionFirst, Calculate the daily average trading
3、value during the most recent year for stocks in the index universe, rank the stocks in the universe by daily average trading value of the most recent year in descending order and delete the bottom ranked 20% stocks in the index universe。Secend, Sustainable development industry company screen in rema
4、ining stocks：Education and Publishing theme: Based on SSE Industry Classification Standard, Education Services and Publishing are classified as Education and Publishing theme.Low Carbon Economy theme: the stocks whose most revenues from Clean power generation、energy transfer and storage、clean produc
5、tion and consumption and water and waste treatment.Cyclic economy theme: the stocks whose most revenues or production process is to embody saving resource and high efficiency utilizationThese 3 themes stocks Sustainable development industry, Rank all the Sustainable development industry stocks in th
6、e universe by total market capitalization and trading values respectively in descending order and sum up the two ranks to get the overall rank. The top ranked 10 stocks in three themes into SSE stocks Sustainable development industry index and The top ranked in remain stocks into index till to the n
7、umbers of Constituents is 40.4. Index Calculation and MaintenanceSSE Sustainable development industry Index Calculation Formula is:Current adjusted market cap of constituents Current index = 1000Base Period Adjusted market cap = (Price Adjusted No. of shares).The calculation of adjusted no. of share
8、s is the same with that of SSE 180. 5. Index MaintenanceThe same with that of SSE 180 Index.6. Constituents AdjustmentThe constituent of SSE Sustainable development industry Index is adjusted annually and will be implemented on the first trading day of Jan. Necessary adjustment are made when some co
9、rporate events happened so as to maintain the representativeness and investability of index.CSI Commodity Equity Index Methodology1.Index Name and Index CodeName：CSI Commodity Equity IndexShortened Name：CSI CommodityIndex Code：000979（for SSE），399979（for SZSE）2.Base Date and Base IndexThe base date o
10、f CSI Commodity Equity Index is Dec 31st, 2004. The base divisor of the index is the adjusted market-cap of all constituents as of close of the base date. The base index is 1000.3.Constituents SelectionConstituent of CSI 800, All the stocks classified into Diversified Metals Rank all the resource st
11、ocks in the universe by total market capitalization in descending order and select the top ranked 100 stocks into CSI Commodity Equity Index.4.Index CalculationsThe CSI Commodity Equity Index is equally weighted as the following calculation formula:1000periodBasetconstituenofcapmarketadjustedCurrent
12、exCurrentIndHere, adjusted market cap = (Price Adjusted No. of shares Equal Weight Factor). The calculation of adjusted no. of shares is the same with that of CSI300. The Equal weight Factor is assigned to each constituent for a equal weight at each rebalancing.5.Index MaintenanceSame as that of CSI
13、 300 Index.6.Constituents Periodical Review and Ongoing ReviewCSI Commodity Equity Index is reviewed periodically every 6 months according to stability and dynamical principal. Constituent adjustments are implemented on the first trading day of July and January each year. Number of CSI Commodity Equ
14、ity index additions/deletions at each periodical review will not exceed 10% of total number of constituents.In case that the index fails to meet representativeness or investability criteria, CSI may make additions or deletions immediately.7.Equal Weight Factors AdjustmentSame as that of CSI 500 Equal Weight Index.
