● Index Construction

Within the index universe of SZSE 1000, the rest 500 securities after the 500 constituents of SZSE Component Index comprise of the SZSE Small/Mid Cap Innovation Index.

● Weighting

The weighting of a constituent in the SZSE Small/Mid Cap Innovation Index is determined by its actual value of free-float market capitalization. No capping methodology is applied to the SZSE Small/Mid Cap Innovation Index.

● Regular Reviews

The regular reviews are semi-annually implemented on the first trading day in January and July each year. The review result is published on the first trading day of the second integral trading week of December (for the January review) and June (for the July review) prior to the implementation of the review.