The base date of 100 tidal index is 65438+February 3, 20021,the base date index is set to 1000, and the release date is 20031October 2.
2. Calculation formula
The tidal 100 index is compiled by Page weighting method. After the base date, the following formula is used for real-time calculation of daily chain.
Real-time index = closing index of the previous trading day × (σ (real-time transaction price of constituent stocks × weight of constituent stocks) ÷σ (closing price of constituent stocks in the previous trading day × weight of constituent stocks))
In the above formula, the constituent stock index is included in the index calculation range. The weights in the sub-item and the parent item are the same, and the number of circulating share capital of the constituent shares is the weight. The product in the sub-item is the real-time circulating market value of the constituent stocks, and the product in the parent item is the closing circulating market value of the constituent stocks on the previous trading day. σ refers to the real-time circulating market value of constituent stocks that are summarized and included in the index calculation.
On each trading day, call auction calculates the opening index based on the opening price of the constituent stocks, then calculates the real-time index based on the real-time transaction price of the constituent stocks during the trading period, and calculates the closing index based on the closing price of the constituent stocks after the closing. If there is no transaction in the constituent stocks on that day, the closing price of the previous trading day shall be taken. If the trading of constituent stocks is suspended, the latest trading price shall prevail.