CICC revises the compilation scheme of the CICC Hong Kong Securities Investment Theme Index.
In order to further enhance the investability of the index, China Securities Index Co., Ltd. has decided to revise the compilation plan of the CSI Hong Kong Securities Investment Theme Index. The revision includes: adjusting the investability screening criteria: for securities within the sample space, securities with an average daily trading value of less than 10 million Hong Kong dollars over the past year will be excluded. For securities within the sample space with an average daily trading value of less than 50 million Hong Kong dollars over the past year, if the total market value over the past year is not less than 10 billion Hong Kong dollars, securities with an average monthly turnover rate of less than 0.2% over the past 12 months or the past 3 months will be excluded, and in other cases, securities with an average monthly turnover rate of less than 0.3% over the past 12 months or the past 3 months will be excluded. Increase weight restrictions: the total weight of the top five samples shall not exceed 60%. Increase turnover rate restrictions: the proportion of samples adjusted each time generally does not exceed 20%.
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