How is the CSI 300 Index calculated?

1.The calculation formula is: index in the reporting period = adjusted market value of the constituent stocks in the reporting period 1000 adjusted market value of the constituent stocks on the base date

Where, Adjusted Market Value = (Market Price Adjusted Equity.

number) Circulating ratio (%)10 ( 20,30] (30,40] (40,50] (50,60] (60,70] (70,80] >80

Weighted ratio (%) circulation 20%, 30%, 40%, 50%, 60%, 70%, 80%, 100%;

2.CSI 300 Index.

It is made up of the Shanghai and Shenzhen ** exchanges.

Jointly released on April 8, 2005, it reflects the compilation objectives and operating status of the CSI 300 Index, and can be used as an evaluation standard for investment performance, providing basic conditions for indexed investment and index derivatives innovation;

3.In terms of compilation, the CSI 300 Index mainly adopts the popular grading and buffer technology. The use of hierarchical technology can keep the number of shares of the sample company used for index calculation stable when there is a slight change in the share capital of the sample company, which can reduce the cost of tracking investment caused by frequent changes in share capital, and facilitate investors to track investment.

Similarly, the use of buffer technology allows a certain degree of control over the magnitude of periodic adjustments of each index sample, allowing the index to maintain good continuity. The reduction in the magnitude of the adjustment of sample stocks can reduce the cost of tracking the investment index for investors.

The Paasche Index, which is weighted by the issuance volume or volume of the calculation period.

The compilation method of the new Shanghai Composite Index.

The name of the index is the New Shanghai Composite Index, referred to as the New Composite Index; The index ** is 000017.

Base day, base period, and base point.

The new Shanghai Composite Index is based on December 30, 2005, and the total market capitalization of all samples** on that date is the base period, with a basis point of 1000 points.

Sample selection of listed companies on the Shanghai Stock Exchange that have completed the reform of equity division**.

Index Calculation The New Shanghai Composite Index adopts the allotment weighting method, which is weighted by the number of issued share capital of the sample stocks, and the calculation formula is as follows:

Index for the reporting period = (total market capitalization of the constituent stocks in the reporting period Base period) Base period index.

Where the total market capitalization = (market price Number of shares issued).

Correction of the index.

a) Fix the formula.

The new Shanghai Composite Index is adopted"Divisor correction method"Correct.

It is used when there is a change in the list of constituent stocks, a change in the share capital structure of the constituent stocks, or a change in the market value of the constituent stocks due to non-trading factors"Divisor correction method"The original fixed divisor is corrected to ensure the continuity of the index. The revised formula is:

Market value before correction Original divisor = Market value after correction New divisor.

Among them, the revised market value = the market value before the correction + the new (minus) market value;

From this formula, the new divisor (i.e., the modified divisor, also known as the new base period) is derived, and the future index is calculated accordingly.

ii) Several situations that need to be amended.

1.New sample stocks were selected and those that completed the share split reform were included in the index on the second trading day after implementation.

2.New listings All constituent stocks are newly listed and included in the index on the first trading day after listing.

3.Ex-dividend Where there is a constituent stock that pays ex-dividend (dividend), the index will not be corrected, and it will be allowed to fall naturally.

4.Ex-rights Where there are constituent stocks or allotments, the index will be revised before the ex-rights base date of the constituent stocks.

Corrected market capitalization = ex-rights** Number of shares after ex-rights + market value before revision (excluding ex-rights**);

5.Exchange rate change On the last trading day of each trading week, the index is revised according to the ** price of RMB against the US dollar on that day of the China Foreign Exchange Trade System.

6.Trading Suspension When a constituent stock is suspended, its normal last traded price is used to calculate the index.

7.Delisting Where a constituent stock is delisted (terminated from trading), the index will be revised before the delisting date.

8.Changes in share capital Where there is a change in the share capital of a constituent stock, the index is corrected before the date of the change in the share capital of the constituent stock.

Corrected Market Value = **Price Adjusted Number of Shares + Market Value Before Correction (excluding Changes**);

9.Suspension When the index sample stocks are partially suspended, the index will be calculated as usual; When all the sample stocks of the index are suspended, the index will stop counting.

The CSI 300 is weighted by the total outstanding share capital of the sample stocks, not the total share capital.

Weighted by adjusted share capital, it is calculated using the formula of the weighted composite ** index. Among them, the adjusted share capital is obtained according to the grading method.

Excerpt from 2008** Foundation.

Well, this one still has to be taken out separately. 06

After running more than a dozen laps, I was too tired to do 22

CSI 300 Index.

Taking December 31, 2004 as the base date, and taking the adjusted market value of the 300 constituent stocks on that day as the base period, the base period index is set at 1000 points, which has been officially released since April 8, 2005.

The sampling method is to calculate the average daily total market value, average daily circulating market value, average daily circulating shares, average daily turnover and average daily trading shares of the sample space** in one year (since the listing of new shares), and then divide the proportion of the above indicators into 2:2:2:

A weighted average of 2:1 is performed.

Then sort the calculation results from high to low, and select the top 300 **.

The CSI 300 Index is based on December 31, 2004, with a basis point of 1,000 points, and the adjusted market value of 300 sample stocks on the base date is the base period.

The CSI 300 Index is calculated using the formula of the Paid-Weight Composite Index, which is calculated as follows:

Adjusted market capitalization = stock price adjusted number of shares), the base period is also calledDivisor

Among them, the index in the reporting period = the adjusted market value of the constituent stocks in the reporting period Base period 1000

Indices are weighted by adjusted equity. For example, the proportion of outstanding shares (total share capital.

is 7%, less than 20%, the tradable share capital is used as the weight; If the circulation ratio of ** is 35% and falls within the range (30, 40), and the corresponding weighted ratio is 40%, 40% of the total share capital will be used as the weight.

Among them, the adjusted market value = (market price adjusted share capital), and the adjusted market value of the constituent stocks on the base day is also called the divisor.

The calculation formula is: index in the reporting period = adjusted market value of the constituent stocks in the reporting period The adjusted market value of the constituent stocks on the base date 1000 The adjusted share capital is adjusted by the method of grading and relocating. The grading method of CSI 300 is shown in the following table:

Index calculation example: Suppose three ** votes are selected as the sample stock to calculate the index, and the total adjusted market value of the base day ** is used as the base value, and the basis point index is 1000 points. The following table shows the share capital situation and ** price on the base date and the first day.

The CSI 300 Index is a financial index jointly issued by the Shanghai and Shenzhen ** Stock Exchange on April 8, 2005 to reflect the compilation objectives and operating conditions of the CSI 300 Index, and can be used as an evaluation standard for investment performance, providing basic conditions for indexed investment and index derivatives innovation.

China's first-class index system has made great breakthroughs and progress under the promotion of the Shanghai and Shenzhen stock exchanges, and the development of indexes with constituent stocks as samples has made the Chinese index market appear a truly stylized and investment-oriented index product. In the world's major developed countries**, the indexes that are widely accepted by investors and can represent market changes are basically constituent stock indexes. However, industry experts pointed out that China's existing index system is not enough to meet the investment needs of the market, and the market urgently needs some index products covering the Shanghai and Shenzhen stock exchanges.

The CSI 300 Index is composed of 300 stocks with large market capitalization and good liquidity in the Shanghai and Shenzhen** markets, which comprehensively reflect the overall performance of China's A** listings****.

CSI 300 Index: reflects the changes in China's **market**.

Your reputation is a little bad, they all look at you like this, lgeuq

The eyelids are fighting, it's really 64

Now the domestic financial market varieties are becoming more and more diversified, from the beginning only to buy **, slowly the birth of various derivatives, margin trading, to the current 50 ETF options, CSI 300 index options, etc. When it comes to CSI 300 index options, everyone is looking forward to CSI 300 stock index options and wants to hedge through stock index options. However, we need to open a CSI 300 stock index options account before we can do hedging transactions, so how to open CSI 300 index options trading?

Caishun FinanceThe CSI 300 index industry distribution is more balanced, and the index contains more industries, so it can be said that the CSI 300 can relatively well reflect the situation of mature companies in the market, and is the most representative of China's first index, known as the "barometer" of the A** field trend.

As we all know, there are two ways to open an account for 300ETF options, one is to open an account with a brokerage, simply put, as long as you open the trading authority of the stock index**, you can apply for the trading permission to open the CSI 300 stock index option. Conditions for opening an account with a brokerage firm for stock index**: 1. Have more than 10 commodity ** trading experience; 2. The available funds exceed 500,000 for 5 consecutive trading days; 3. Go to the sales department of ** company to do questions (or ** company arranges staff to come to handle it for customers), and the score should be more than 80 points to be qualified.

If the CSI 300 ETF Index** meets the above three conditions, you can apply for the opening of the trading authority of the stock index**, and at the same time, you can also open the trading permission of the CSI 300 stock index options.

You can open an account. In this way, you can buy and sell CSI 300. Or you can find a regular foreign exchange platform, well, if you buy through a foreign exchange platform, you just invest less money.

The traditional Lushen 300 index can only be bought, which means that **** will lose money, while the field kingdom can buy up and down, two-way trading, no matter whether it is** or **, it can be profitable.

At present, investors can trade varieties such as **, **, bonds, etc., and various indices cannot be bought and sold. You can also check with the company to see if there is an index tracker.

Hello, you can buy CSI 300 ETF to closely track the performance of the CSI 300 Index. To open an account at the company, the trading method is the same as the normal. ****：510300 。

To buy and sell indices, you must have an investment account.

Open an account with the ** company and obtain the trading qualification to proceed to the next step.

Transfer funds to the ** account, and then select the symbol you want to buy according to **.

You can buy the CSI 300 Index**.

As with buying and selling, it is a 159919

Trade the CSI 300 Index.

First, you open an account to trade the 300 ETF index on the floor Second, you open an account, and then open a stock index trading authority to trade Third, you open a 300 ETF option or 300 stock index options trading private message commission to give you the lowest.

Open the stock index** is OK, this can be traded.

The CSI 300 Index is based on December 31, 2004, and the adjusted market value of the 300 constituent stocks on that day is the base period, and the base period index is set at 1,000 points, which has been officially released since April 8, 2005.

The sampling method is to calculate the average daily total market value, average daily circulating market value, average daily circulating shares, average daily turnover and average daily trading shares of the sample space** in one year (since the listing of new shares), and then divide the proportion of the above indicators into 2:2:2:

A 2:1 weighted average, and then the results are sorted from highest to lowest, and the top 300 ** are selected.

The sampling space of the index constituent stocks, which has been listed and traded for more than one quarter; Non-ST, *ST**, non-suspended**; The company's business conditions are good, there are no major violations of laws and regulations in one year, and there are no major problems in financial reporting; No significant abnormal volatility or market manipulation; Excluding other ** that has been determined to be ineligible for inclusion in the index. The sampling criteria are to select ** with large scale and good liquidity as sample stocks.

In principle, the index constituents are adjusted every six months, generally in early January and early July, and the adjustment plan is announced two weeks in advance. In principle, the ** of the loss in the most recent financial report will not be included in the new sample, unless this ** affects the representativeness of the index.

Indices are weighted by adjusted equity. For example, if the proportion of outstanding shares (total share capital of circulating share capital) is 7% and less than 20%, the circulating share capital is used as the weight; If the circulation ratio of ** is 35% and falls within the range (30, 40), and the corresponding weighted ratio is 40%, 40% of the total share capital will be used as the weight.

The calculation formula is: index in the reporting period = adjusted market value of the constituent stocks in the reporting period 1000 adjusted market value of the constituent stocks on the base date

Among them, the adjusted market value = (market price adjusted share capital), the adjusted market value of the constituent stocks on the base day is also called the divisor, and the adjusted share capital is adjusted by the method of grading and binding. The grading method of CSI 300 is shown in the following table: