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% 0% -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 Copyright©2020 Shenzhen Securities Information Co., Ltd. 1/2 As of June 2020 指数单张 Factsheet ————————————————————————————————————————————————————————— 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 About Us Shenzhen Securities Information Co., Ltd.(SSIC), a fully owned subsidiary of Shenzhen Stock Exchange, is a leading Chinese domestic provider of financial market indices and financial information services. SSIC is the index business agent of Shenzhen Stock Exchange. Without the authorization of Shenzhen Stock Exchange or SSIC, the index shall not be tracked, traded or used as the benchmark for the investment evaluation by any institution or individual for commercial use. All information is provided for reference only. Every effort is made to ensure that all information given in this publication is accurate, but no responsibility or liability can be accepted by Shenzhen Stock Exchange or SSIC for any errors or for any loss from use of this publication or any of the information or data contained herein. Past performance is no guarantee of future results. To learn more, please visit www.cnindex.com.cn; email [email protected]; or call +86-755 8324 1251 Copyright©2020 Shenzhen Securities Information Co., Ltd. 2/2 As of June 2020.