Sample selection space
The calculation scope is the stocks listed and traded in Shenzhen and Shanghai stock exchanges, and the following requirements are met.
Conditional A shares:
● There is a certain listing date (usually half a year).
● Non-ST and *ST stocks;
● The company has no major violations in the last year, and there are no major problems in its financial report;
● The company has been operating normally in the last year, with no major losses;
● There is no abnormal fluctuation in the stock price during the inspection period;
● The business fields of high-tech listed companies mainly cover information, electronics, communication,
Aviation, medicine, materials, etc.
sampling method
The sampling method of Juchao Science and Technology Index is to first count the stocks that meet the shortlisting criteria.
Calculate the average circulating market value and market share of stocks over a period of time (usually the first half of the year).
The average transaction amount accounts for the market proportion, and then the two indicators are weighted according to the weight of 2: 1.
On average,
Finally, the calculation results are sorted from high to low,
Select the top 100 stocks,
Constitute the constituent stocks of Chaochao Science and Technology Index.
Sample adjustment
The sample stocks are adjusted regularly in June, 5438+ 10 and July every year, and the sample stocks are adjusted as follows.
Lower buffer technology:
● Select non-original constituent stocks ranked within 70% of the sample number in sequence;
● Keep the original constituent stocks arranged in the range of sample number 130% in order.
● The number of sample stocks adjusted each time shall not exceed 10% of the total number of samples.