Time:2024-08-21
In order to enhance the index investability, Shenzhen Stock Exchange and Shenzhen Securities Information Co., Ltd. decide to revise existing index methodology. The details are as follows:
Shenzhen Innovation 100 Index: (1) the index universe adds “Company belongs to the strategic emerging industries”; (2) the selection method adds “Remove stocks rated as B or below in CNI ESG ratings”, and revise the selection indicators to “The R&D intensity, the capital expenditure intensity, the total number of patents, the year-on-year growth rate of revenue in the latest quarter and the year-on-year growth rate of net profits in the latest quarter”; (3) adjust the weighting method to “Set the weight of individual constituent no more than 15% and the total weight of top 5 constituents no more than 60% in each periodic review”.