指数单张 Factsheet Returns and Volatility Annual Performances Free

指数单张 Factsheet —————————————————————————————————————————————————————————

Description

SME Index comprises the 100 largest and most liquid A-share stocks listed and trading on the SME Board Market. The index aims to reflect the performance of the Small and Medium Enterprise (SME) Board level.

Quick Facts

Index SZSE SME PRICE INDEX Ticker 399006

Calculation Free-float Market Cap Base Date 2010/5/31

Periodic Review Semi-annually Base Value 1000

Historical Performance

1200% SZSE SME PRICE INDEX 1000% CNI 1000 800%

600%

400%

200%

-200%

Returns and Volatility Accumulative Return Annualized Return Annualized Volatility Sharpe Ratio

1M 3M 1Y YTD 3Y 5Y 3Y 5Y 3Y 5Y

14.58% 23.24% 41.15% 20.85% 4.89% -2.79% 24.56% 27.62% 1.78% -0.02%

Annual Performances 2019 2018 2017 2016 2015

41.03% -37.75% 16.73% -22.89% 53.70% SZSE SME Price Index Free-float market Cap (CNY Billion) Total Largest Smallest Mean Median

2670.43 204.14 2.79 26.70 19.18

Sector Breakdown Market Breakdown Sector No. of Constituents Weight Market No. of Constituents Weight

Information Technology 35 44.30% SZSE Main Borad 0 0.00%

Consumer Staples 7 11.03% SME Borad 100 100.00%

Consumer Discretionary 10 9.37% ChiNext Borad 0 0.00%

Health Care 12 9.27% SSE Main Board 0 0.00%

Industrials 11 8.80% Materials 10 8.05% Fundamentals Financials 10 6.61% PE 31.09

Telecommunication Services 2 1.21% PB 4.05

Energy 1 0.58% ROE 11.71%

Real Estate 1 0.52%

Utilities 1 0.28%

Top 10 Constituents Ticker Constituent Sector Weight Market

002475 Luxshare-ICT Information Technology 7.64% SME Borad

002714 Muyuan Consumer Staples 4.99% SME Borad

002415 Hikvision Information Technology 3.73% SME Borad

002352 SF Holding Industrials 2.82% SME Borad

002142 Bank of Ningbo Financials 2.46% SME Borad

002410 Glodon Information Technology 2.25% SME Borad

002241 Goertek Information Technology 2.19% SME Borad

002027 Focus Media Consumer Discretionary 2.13% SME Borad

002230 Iflytek Information Technology 2.10% SME Borad

002594 BYD Consumer Discretionary 2.06% SME Borad

Tickers Index Ticker Wind Bloomberg RIC

SZSE SME PRICE INDEX 399005 399005.SZ SZ399005 .SZSMEPI

SZSE SME Return 399333 399333.SZ SZ399333 .SZSMERI

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