指数单张 Factsheet Returns and Volatility Annual Performances Free

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

Description

SZSE 200 comprises the 200 stocks which are constituents of SZSE 300 Index but not of SZSE 100 Index. The index aims to reflect the overall performance of the medium enterprises of Shenzhen Stock Market.

Quick Facts

Index SZSE 200 INDEX Ticker 399006

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

Periodic Review Semi-annually Base Value 1000

Historical Performance

1000% SZSE 200 INDEX 800% CNI 1000 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

9.96% 18.99% 28.86% 15.39% 0.20% -7.98% 24.44% 28.63% 0.56% -1.20%

Annual Performances 2019 2018 2017 2016 2015

33.57% -33.69% -3.57% -23.09% 50.77% SZSE 200 Index Free-float market Cap (CNY Billion) Total Largest Smallest Mean Median

2476.51 37.96 1.17 12.38 11.30

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

Information Technology 44 30.19% SZSE Main Borad 65 23.95%

Materials 36 14.90% SME Borad 85 45.98%

Health Care 23 13.90% ChiNext Borad 50 30.07%

Industrials 26 12.05% SSE Main Board 0 0.00%

Consumer Discretionary 19 8.20% Financials 17 6.32% Fundamentals Consumer Staples 10 4.63% PE 27.19

Real Estate 11 3.99% PB 2.42

Telecommunication Services 7 3.75% ROE 7.79%

Energy 4 1.31%

Utilities 3 0.76%

Top 10 Constituents Ticker Constituent Sector Weight Market

002460 Ganfeng Lithium Materials 1.53% SME Borad

002127 NanJi E-Commerce Consumer Discretionary 1.43% SME Borad

300253 Winning Health Information Technology 1.42% ChiNext Borad

002456 O-film Information Technology 1.36% SME Borad

002384 DSBJ Information Technology 1.27% SME Borad

002821 Asymchem Health Care 1.18% SME Borad

002463 Wus Information Technology 1.12% SME Borad

002185 Huatian Tech Information Technology 1.12% SME Borad

002049 Guoxin Micro Information Technology 1.10% SME Borad

002439 Venustech Information Technology 1.09% SME Borad

Tickers Index Ticker Wind Bloomberg RIC

SZSE 200 INDEX 399009 399009.SZ SZ399009 .SZ200I

SZSE 200 Trn 399679 399679.SZ SZ399679 .SZSE200T

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