Highlights - ces Cindex.cesc.com/index/pdf/Factsheet_Q3_EN.pdf · 2019-09-16 · CES G10 0.57 CES...

TRI -Total Return Index

Source: CESC, CSI, as at 31 March 2016

Annualized Return (%) Volatility (%)

Index

Level1M 3M 6M YTD 1Y 3Y 5Y 1Y 3Y 5Y 1Y 3Y 5Y

4,551.78 -13.87 -22.43 -27.55 -26.49 -19.61 62.99 -37.75 -19.61 17.68 -9.04 31.20 30.30 31.68

5,904.40 -13.11 -21.43 -25.72 -24.31 -17.22 77.59 -25.88 -17.22 21.10 -5.81 31.33 30.32 31.63


Volatility is based on daily returns.


CES 280 CES SCHK100

CES G10 0.57

CES China Cross Border Index Series are reviewed semi-annually.

Constituent changes and float share adjustments are implemented in June and December every year.


*The index universe includes the A shares listed on SSE and SZSE and the Mainland companies listed on HKEx


CES G10

TRI

Return (%)

0.47

Since

Base Date

51.73

96.81

CES A80CES 120 CES HKMI

0.64

95.36

0.59 0.71

16.99

Gaming Sector Market Value Coverage (%)*

Gaming Sector Market Turnover Coverage (%)* Index Free Float Market Value (HKD Billion)

Largest Constituent Market Value (HKD Billion)

Smallest Constituent Market Value (HKD Billion)

Average Constituent Market Value (HKD Billion) 15.72

98.53

23.07

125.72

21.36

3.70

Dividend Yield (%) Weight of Largest Constituent (%)3.90

PE Ratio (Times)

Highlights

The CES G10 serves as an objective benchmark reflecting the overall performance of the gaming industry. It can also be used for developing investment products Comprised of at most 10 largest gaming stocks listed in Hong Kong. It is the world's only gaming index with futures Free float-adjusted market value weighted index reflects market movements of stocks available for trading in the market Semi-annual rebalancing captures market movement while minimizing unnecessary churn

- - - -

0

2,000

4,000

6,000

8,000

10,000

12,000

0

2,000

4,000

6,000

8,000

10,000

12,000CES G10 (HKD)

CES G10 TRI (HKD)

Historical Performance

Return and Volatility

1-Year Correlation

Index Fundamentals

Index Details Launch Date: 18 April 2016

Base Date: 4 March 2011

Base Index: 3,000

Review: Semi-annually (Jun & Dec)

Dissemination: Real time at 5-second intervals

Constituents: at most 10

Currency: HKD (real-time) & CNY (available end of day)

Total Return Index: CNY & HKD (both available end of day)

Information Vendor Codes

Bloomberg: CESG10

Thomson Reuters: .HKCESG10

Hong Kong

Mainland Great Wisdom: CESG10

Wind: CESG10

Contact Us Email: [email protected]

WeChat: ChinaExchanges

TRI-Total Return Index



* The index universe includes the gaming stocks listed on HKEX

CESC is a joint venture of HKEX, SSE and SZSE 1

Weibo: 中华证券交易服务有限公司

www.cesc.com

Source: CESC, CSI, as at 30 Sep 2018

DISCLAIMER



Weight

(%)

11.24

21.2020.11

16.3814.14

HKHKHKHKHK

16.82

Rank

Stock

Code Constituent Name

16.861

3 00027 GALAXY ENT 16.002 01928 SANDS CHINA LTD

03918 NAGACORP 16.99

Exchange

Type of

Shares

Free Float

Market Capitalisation

(HKD Billion)

SEHKSEHKSEHK

HK 21.36

100.00

6 02282 MGM CHINA

13.385 00880 SJM HOLDINGS 13.034 01128 WYNN MACAU

Total 125.72

SEHKSEHKSEHK

7 00200 MELCO INT'L DEV 12.02 9.56SEHK HK8 00582 LANDING INTL SEHK HK 3.70 2.94

Constituents by Weight

All information contained herein(the ''Information'') is provided for reference only, China Exchanges Services Company Limited (CESC) endeavours to ensure the accuracy and reliability of the information but makes no warranty or representation as to its accuracy, completeness, reliability or suitability for any particular purpose. CESC accepts no liability(whether in tort or contract or otherwise) whatsoever to any person for any loss or damage arising from any inaccuracy or omission in the information or from any decision, action or non-action based on or in reliance upon the information. None of the Information is intended to constitute investment advice or a recommendation to make (or refrain from making) any kind of investment decision. Any person intends to use the Information or any part thereof should seek independent professional advice. Distribution, redistribution, reproduction, modification, transmission, use, reuse and/or storage of the Information in whole or in part, in any form or by any means are strictly prohibited without the prior written permission of CESC. The Information is provided without warranties of any kind, either expressed or implied, including warranties of merchantability, merchantable quality, title, fitness for a particular purpose, security and non-infringement. China Securities Index Co.,Ltd.(CSI) will make its commercially reasonable endeavors to ensure the accuracy and reliability of the information provided, but does not guarantee its accuracy and reliability and accepts no liability (whether in tort or contract or otherwise) for any loss or damage suffered by any person arising from any inaccuracies or omissions or for any reliance placed on such information. ©2018 China Exchanges Services Company Limited. All rights reserved.

SEHK:The Stock Exchange of Hong Kong


Annualised Return (%) Volatility (%)

Index


7,604.83 -0.42 -4.31 -10.08 -7.12 3.62 46.75 39.31 3.62 13.64 6.86 21.58 19.44 19.87

11,649.99 0.10 -2.14 -6.87 -3.80 7.36 62.30 64.99 7.36 17.52 10.53 21.57 19.46 19.88

CES SCHK100

CES HKMI

0.67

CES G10

0.95 0.78

CES P EliteCES 120 CES A80

0.90

Smallest Constituent Market Value (HKD Billion) 14.43

Dividend Yield (%) 2.96 9.58

PE Ratio (Times) 12.02 65.95

Weight of Largest Constituent (%)

Market Value Coverage (%)*

0.64


Index Free Float Market Value (HKD Billion) 5,249.19 59.74

Largest Constituent Market Value (HKD Billion) 502.78

Market Turnover Coverage (%)*

Return (%)

Since

Base Date

CES HKMI 280.24

TRI 482.50

Highlights Aims to track the performance of Hong Kong-listed Mainland companies Designed for investors who want to gain exposure to Mainland stocks listed in Hong Kong Comprised of 40 most liquid and largest Mainland companies (i.e. its registration, or operation center is located in Mainland China or more than 50% of its revenue is from Mainland China, and listed on The Stock Exchange of Hong Kong (SEHK)). Types of shares include H shares, Red Chips and shares of other Hong Kong-listed Mainland companies Free float-adjusted market value weighted index reflects market movements of stocks available for trading in the market Semi-annual rebalancing captures market movement while minimizing unnecessary churn

- - - -

-



1-Year Correlation

Index Fundamentals

Index Details Launch Date: 18 March 2013

Base Date: 31 December 2004

Base Index: 2,000



Constituents: 40




Bloomberg: CESHKM

Thomson Reuters:.HKCESHKM

Hong Kong

Mainland Great Wisdom : CESHKM

Wind: CESHKM



*The index universe includes the Mainland companies listed on HKEX

0

2,000

4,000

6,000

8,000

10,000

12,000

14,000

16,000

0

2,000

4,000

6,000

8,000

10,000

12,000

14,000

16,000CES HKMI (HKD)

CES HKMI TRI (HKD)






www.cesc.com

CCB FinancialsICBC FinancialsCHINA MOBILE Tele ServicesTENCENT ITPING AN FinancialsBANK OF CHINA FinancialsCNOOC EnergySINOPEC CORP EnergyCM BANK FinancialsPETROCHINA Energy

CHINA LIFE FinancialsABC FinancialsCHINA OVERSEAS FinancialsEVERGRANDE FinancialsCOUNTRY GARDEN FinancialsGEELY AUTO Consumer DiscCPIC FinancialsCSPC PHARMA Health CareCHINA RES LAND FinancialsSHENZHOU INTL Consumer Disc




DISCLAIMER

Stock

CodeRank Constituent Name Sector Exchange

Type of

Shares

Free Float


(HKD Billion)

Weight

(%)

1 00939 SEHK H 502.78 9.58

2 01398 SEHK H 496.46 9.46473.90 9.03

4 00700 SEHK P 466.56 8.893 00941 SEHK RED

414.46 7.906 03988 SEHK H 291.01 5.545 02318 SEHK H

276.81 5.278 00386 SEHK H 200.03 3.817 00883 SEHK RED

145.99 2.7810 00857 SEHK H 133.77 2.559 03968 SEHK H

132.30 2.5212 01288 SEHK H 118.04 2.2511 02628 SEHK H

107.37 2.0514 03333 SEHK P 85.94 1.6413 00688 SEHK RED

85.83 1.6416 00175 SEHK P 84.02 1.6015 02007 SEHK P

83.81 1.6018 01093 SEHK P 83.01 1.5817 02601 SEHK H

Total 4,333.51 82.56

75.96 1.4520 02313 SEHK P 75.46 1.4419 01109 SEHK RED

Sector Distribution by Market Capitalisation


Top 20 Constituents by Weight

(No. of Constituents in brackets)

All information contained herein(the ''Information'') is provided for reference only, China Exchanges Services Company Limited (CESC) endeavours to ensure the accuracy and reliability of the information but makes no warranty or representation as to its accuracy, completeness, reliability or suitability for any particular purpose. CESC accepts no liability(whether in tort or contract or otherwise) whatsoever to any person for any loss or damage arising from any inaccuracy or omission in the information or from any decision, action or non-action based on or in reliance upon the information. None of the Information is intended to constitute investment advice or a recommendation to make (or refrain from making) any kind of investment decision. Any person intends to use the Information or any part thereof should seek independent professional advice. Distribution, redistribution, reproduction, modification, transmission, use, reuse and/or storage of the Information in whole or in part, in any form or by any means are strictly prohibited without the prior written permission of CESC. The Information is provided without warranties of any kind, either expressed or implied, including warranties of merchantability, merchantable quality, title, fitness for a particular purpose, security and non-infringement. China Securities Index Co., Ltd. ( CSI) will make its commercially reasonable endeavors to ensure the accuracy and reliability of the information provided, but does not guarantee its accuracy and reliability and accepts no liability (whether in tort or contract or otherwise) for any loss or damage suffered by any person arising from any inaccuracies or omissions or for any reliance placed on such information. ©2018 China Exchanges Services Company Limited. All rights reserved.

Weightings may not add up to the total due to rounding

CESC is a joint venture of HKEX, SSE and SZSE

Remarks: Banks, Capital Markets, Insurance, Real Estate and Other Financials are grouped as Financials

0.00%

5.00%

10.00%

15.00%

20.00%

25.00%

30.00%

35.00%

Energy, 11.63%(3)

Materials, 0%(0)

Industrials, 0%(0)

Consumer Disc,5.86% (5)

Consumer Stap,4.01% (5)

Health Care,1.58% (1)

IT, 10.02% (2) Tele Services,10.1% (2)

Utilities, 1.71%(2)

Banks, 32.53%(8)

CapitalMarkets, 0.28%

(1)

Insurance,12.95% (4)

Real Estate,8.66% (6)

OtherFinancials,0.68% (1)




Index


3,051.99 -0.29 -4.07 -8.37 -7.43 0.09 33.52 24.42 0.09 10.11 4.47 17.99 16.51 16.71

3,924.54 0.11 -2.46 -5.63 -4.37 3.61 49.28 49.35 3.61 14.29 8.35 17.99 16.52 16.71




CES SCHK50

CES P Elite

0.76

Return (%)

Since

Base Date

CES SCHK50 52.60

TRI 96.23

CES 120 CES G10CES 300

0.91 0.67


Index Free Float Market Value (HKD Billion) 9,552.32 Market Turnover Coverage (%)* 59.45



Dividend Yield (%) 3.11 Weight of Largest Constituent (%) 10.11

PE Ratio (Times) 13.00 Market Value Coverage (%)* 65.14

CES A80

0.88 0.65

Highlights A unique Stock Connect-related index that possesses some new blue chips, represents a relativley stable portfolio of stocks with steady growth potential Comprises of the 50 largest stocks eligible for southbound trading under Stock Connect Free float-adjusted market value weighted index reflects market movements of stocks available for trading in the market Semi-annual rebalancing captures market movement while minimising unnecessary churn

- - - -



1-Year Correlation

Index Fundamentals


Index Details Launch Date: 4 January 2018


Base Index: 2,000



Constituents: 50




Thomson Reuters: .CSICESP50

Hong Kong

Mainland Wind: CESP50.CSI

Contact Us

Email: [email protected]

WeChat: China Exchanges

0

2,000

4,000

6,000

0

2,000

4,000

6,000

CES SCHK50 (HKD)

CES SCHK50 TRI (HKD)

* The index universe includes the HK stocks eligible for Stock Connect .

1





www.cesc.com

Exchange Type of Shares

HSBC HOLDINGS SEHK HKAIA SEHK HKTENCENT SEHK PCCB SEHK HICBC SEHK HCHINA MOBILE SEHK REDPING AN SEHK HBANK OF CHINA SEHK HHKEX SEHK HKCNOOC SEHK RED

CKH HOLDINGS SEHK HKSINOPEC CORP SEHK HCLP HOLDINGS SEHK HKSHK PPT SEHK HKHANG SENG BANK SEHK HKBOC HONG KONG SEHK HKCK ASSET SEHK HKCM BANK SEHK HHK & CHINA GAS SEHK HKPETROCHINA SEHK H




DISCLAIMER

7,386.58 77.33

143.46 1.5020 00857 Energy 133.77 1.4019 00003 Utilities

Total

152.06 1.5918 03968 Financials 145.99 1.5317 01113 Financials


185.24 1.9414 00016 Financials 165.13 1.7313 00002 Utilities

243.57 2.5512 00386 Energy 200.03 2.0911 00001 Financials



496.46 5.206 00941 Tele Services 473.90 4.965 01398 Financials

833.20 8.724 00939 Financials 822.23 8.613 00700 IT

Stock

CodeRank Constituent Name Sector

10.11

2 01299 Financials 844.12 8.84

Free Float


(HKD Billion)

Weight

(%)

1 00005 Financials 965.97






All information contained herein(the ''Information'') is provided for reference only, China Exchanges Services Company Limited (CESC) endeavours to ensure the accuracy and reliability of the information but makes no warranty or representation as to its accuracy, completeness, reliability or suitability for any particular purpose. CESC accepts no liability(whether in tort or contract or otherwise) whatsoever to any person for any loss or damage arising from any inaccuracy or omission in the information or from any decision, action or non-action based on or in reliance upon the information. None of the Information is intended to constitute investment advice or a recommendation to make (or refrain from making) any kind of investment decision. Any person intends to use the Information or any part thereof should seek independent professional advice. Distribution, redistribution, reproduction, modification, transmission, use, reuse and/or storage of the Information in whole or in part, in any form or by any means are strictly prohibited without the prior written permission of CESC. The Information is provided without warranties of any kind, either expressed or implied, including warranties of merchantability, merchantable quality, title, fitness for a particular purpose, security and non-infringement. China Securities IndexCo.,Ltd.(CSI) will make its commercially reasonable endeavors to ensure the accuracy and reliability of the information provided, but does not guarantee its accuracy and reliability and accepts no liability (whether in tort or contract or otherwise) for any loss or damage suffered by any person arising from any inaccuracies or omissions or for any reliance placed on such information. ©2018 China Exchanges Services Company Limited. All rights reserved.



Energy, 7.03%(4)

Materials, 0%(0)

Industrials,1.86% (3)

ConsumerDisc, 4.81%

(5)

ConsumerStap, 1.74%

(3)


IT, 9.35% (2) Tele Services,6.12% (3)

Utilities, 4.81%(4)

Banks,33.08% (8)

CapitalMarkets, 0%

(0)




0.00%

5.00%

10.00%

15.00%

20.00%

25.00%

30.00%

35.00%




Index Level 1M 3M 6M YTD 1Y 3Y 5Y 1Y 3Y 5Y 1Y 3Y

5,552.15 -3.97 -12.35 -14.86 -15.46 -7.99 87.01 77.90 -7.99 23.20 12.21 21.09 19.42

6,178.79 -3.64 -12.00 -14.09 -14.67 -7.11 92.18 87.38 -7.11 24.33 13.38 21.07 19.41




CES 280

CES P Elite 0.63

5Y

19.37

0.73

Return (%)

Since

Base Date

455.21

517.88

CES A80CES 120 CES HKMICES SCHK100

0.78

Index Free Float Market Value (USD Billion) 466.73 Market Turnover Coverage (%)* 72.47

Average Constituent Market Value (USD Billion) 15.56

Largest Constituent Market Value (USD Billion) 67.54

19.37 CES P Elite

TRI

1.38Smallest Constituent Market Value (USD Billion)

0.78 0.57

Market Value Coverage (%)*25.46PE Ratio (Times)


68.25

Highlights

The Index’s constituents are generally considered to have remarkable vitality because they have a relatively autonomous ownership structure whilst enjoying strong support from the government Comprised of the performance of Mainland China’s 30 largest private enterprises listed in Hong Kong or the US Free float-adjusted market value weighted index reflects market movements of stocks available for trading in the market Semi-annual rebalancing captures market movement while minimizing unnecessary churn

- - - -

0

1,000

2,000

3,000

4,000

5,000

6,000

7,000

8,000

9,000

0

1,000

2,000

3,000

4,000

5,000

6,000

7,000

8,000

9,000

CES P Elite (USD)

CES P Elite TRI (USD)



Index Fundamentals

Index Details Launch Date: 23 January 2017


Base Index: 1,000


Dissemination: Once a day, after the close of trading

Constituents: 30

Currency: USD & HKD

Total Return Index: USD & HKD


Bloomberg: CESCPE

Thomson Reuters: .CSICESCPE

Hong Kong

Mainland

Great Wisdom : CESPELITE

Wind: CESCPE

Contact Us






* The index universe includes the Mainland private enterprises listed on HKEX, NYSE, NASDAQ or NYSE MKT.


www.cesc.com

1-Year Correlation

1 CESC is a joint venture of HKEX, SSE and SZSE

ALIBABA GRP

TENCENT

BAIDU INC

PING AN

NETEASE INC

JD.COM INC

CTRIP.COM

YUM CHINA

EVERGRANDE

COUNTRY GARDEN

GEELY AUTO

SHENZHOU INTL

NEW ORIENT EDU

SUNNY OPTICAL

SUNAC

AAC TECH

ZTO EXPRESS

HENGAN INT'L

MINSHENG BANK

CHINA GAS HOLD




DISCLAIMER

Rank Sector

Stock


14.33

1 BABA IT 14.47

Exchange

67.54

66.86

Weight

(%)

NYSE

SEHK

Free Float


(USD Billion)

3 BIDU IT 13.56

2 00700 IT

63.28NASDAQ

5 NTES IT 6.42


29.98

11.34SEHK

NASDAQ

7 CTRP Consumer Disc 3.60

6 JD Consumer Disc 19.39

16.78

4.15NASDAQ

NASDAQ


8 YUMC Consumer Disc

10.98

13.70 2.93NYSE

SEHK

2.35

11 00175 Consumer Disc 2.30


10.73

SEHK

SEHK

2.07

13 EDU Consumer Disc 2.01


9.38

SEHK

NYSE

1.90



8.13

SEHK

SEHK

1.63

17 ZTO Industrials 1.56

16 02018 IT 7.62

7.27

SEHK

NYSE

1.46


18 01044 Consumer Stap 6.81

6.18

SEHK

SEHK

1.21

92.70

20 00384 Utilities 5.62

Total 432.65

SEHK

Exchange Distribution by Market Capitalisation Sector Distribution by Market Capitalisation

SEHK: The Stock Exchange of Hong Kong NYSE: The New York Stock Exchange NASDAQ: The NASDAQ Stock Market NYSE MKT: The NYSE MKT




SEHK , 50.02% (20)

NYSE , 21.68% (5)

NASDAQ , 28.3% (5)

All information contained herein(the ''Information'') is provided for reference only, China Exchanges Services Company Limited (CESC) endeavours to ensure the accuracy and reliability of the information but makes no warranty or representation as to its accuracy, completeness, reliability or suitability for any particular purpose. CESC accepts no liability(whether in tort or contract or otherwise) whatsoever to any person for any loss or damage arising from any inaccuracy or omission in the information or from any decision, action or non-action based on or in reliance upon the information. None of the Information is intended to constitute investment advice or a recommendation to make (or refrain from making) any kind of investment decision. Any person intends to use the Information or any part thereof should seek independent professional advice. Distribution, redistribution, reproduction, modification, transmission, use, reuse and/or storage of the Information in whole or in part, in any form or by any means are strictly prohibited without the prior written permission of CESC. The Information is provided without warranties of any kind, either expressed or implied, including warranties of merchantability, merchantable quality, title, fitness for a particular purpose, security and non-infringement. China Securities Index Co., Ltd. ( CSI) will make its commercially reasonable endeavors to ensure the accuracy and reliability of the information provided, but does not guarantee its accuracy and reliability and accepts no liability (whether in tort or contract or otherwise) for any loss or damage suffered by any person arising from any inaccuracies or omissions or for any reliance placed on such information. ©2018 China Exchanges Services Company Limited. All rights reserved.




0.00%

10.00%

20.00%

30.00%

40.00%

50.00%

60.00%




Index


5,504.84 -1.29 -5.64 -7.89 -8.10 -1.67 35.24 28.13 -1.67 10.59 5.08 16.92 15.65 15.89

7,369.69 -0.81 -4.73 -5.72 -5.57 1.29 48.76 49.75 1.29 14.16 8.41 16.89 15.63 15.87




CES SCHK100

CES P Elite

0.78

Return (%)

Since

Base Date

CES SCHK100 175.24

TRI 268.48

CES 120 CES G10CES 300

0.91 0.71


Index Free Float Market Value (HKD Billion) 8,317.99 Market Turnover Coverage (%)* 52.79





CES A80

0.87 0.65

Highlights A unique Stock Connect-related index that tracks the Hong Kong stocks available for the Southbound Trading Comprised of the top 100 Hong Kong listed stocks eligible for Stock Connect , excluding stocks of companies with both A and H shares Free float-adjusted market value weighted index reflects market movements of stocks available for trading in the market Semi-annual rebalancing captures market movement while minimising unnecessary churn

- - - -



1-Year Correlation

Index Fundamentals


Index Details Launch Date: 15 December 2014


Base Index: 2,000



Constituents: 100




Bloomberg: CES100

Thomson Reuters: .HKCES100

Hong Kong

Mainland Great Wisdom: CES100

Wind: CES100

Contact Us


WeChat: China Exchanges

0

2,000

4,000

6,000

8,000

10,000

0

2,000

4,000

6,000

8,000

10,000

CES SCHK100 (HKD)

CES SCHK100 TRI (HKD)

* The index universe includes the HK stocks eligible for Stock Connect .

1





www.cesc.com

Exchange Type of Shares

HSBC HOLDINGS SEHK HKAIA SEHK HKTENCENT SEHK PCHINA MOBILE SEHK REDHKEX SEHK HKCNOOC SEHK REDCKH HOLDINGS SEHK HKCLP HOLDINGS SEHK HKSHK PPT SEHK HKHANG SENG BANK SEHK HK

BOC HONG KONG SEHK HKCK ASSET SEHK HKHK & CHINA GAS SEHK HKGALAXY ENT SEHK HKCHINA OVERSEAS SEHK REDTECHTRONIC IND SEHK HKEVERGRANDE SEHK PCOUNTRY GARDEN SEHK PSANDS CHINA LTD SEHK HKGEELY AUTO SEHK P




DISCLAIMER

5,331.65 64.10

85.80 1.0320 00175 Consumer Disc 84.02 1.0119 01928 Consumer Disc

Total


107.37 1.2916 00669 Consumer Disc 91.70 1.1015 00688 Financials

143.46 1.7314 00027 Consumer Disc 128.64 1.5513 00003 Utilities



243.57 2.938 00002 Utilities 185.24 2.237 00001 Financials


731.18 8.794 00941 Tele Services 473.90 5.703 00700 IT

Stock

CodeRank Constituent Name Sector

10.19

2 01299 Financials 844.12 10.15

Free Float


(HKD Billion)

Weight

(%)







All information contained herein(the ''Information'') is provided for reference only, China Exchanges Services Company Limited (CESC) endeavours to ensure the accuracy and reliability of the information but makes no warranty or representation as to its accuracy, completeness, reliability or suitability for any particular purpose. CESC accepts no liability(whether in tort or contract or otherwise) whatsoever to any person for any loss or damage arising from any inaccuracy or omission in the information or from any decision, action or non-action based on or in reliance upon the information. None of the Information is intended to constitute investment advice or a recommendation to make (or refrain from making) any kind of investment decision. Any person intends to use the Information or any part thereof should seek independent professional advice. Distribution, redistribution, reproduction, modification, transmission, use, reuse and/or storage of the Information in whole or in part, in any form or by any means are strictly prohibited without the prior written permission of CESC. The Information is provided without warranties of any kind, either expressed or implied, including warranties of merchantability, merchantable quality, title, fitness for a particular purpose, security and non-infringement. China Securities IndexCo.,Ltd.(CSI) will make its commercially reasonable endeavors to ensure the accuracy and reliability of the information provided, but does not guarantee its accuracy and reliability and accepts no liability (whether in tort or contract or otherwise) for any loss or damage suffered by any person arising from any inaccuracies or omissions or for any reliance placed on such information. ©2018 China Exchanges Services Company Limited. All rights reserved.



Energy, 3.77%(2)

Materials,0.3% (2)


ConsumerDisc, 9.36%

(16)

ConsumerStap, 4.11%

(8)


IT, 11.07% (7) Tele Services,7.28% (4)

Utilities, 8.16%(10)

Banks, 15%(5)

CapitalMarkets, 0.4%

(2)




0.00%

2.00%

4.00%

6.00%

8.00%

10.00%

12.00%

14.00%

16.00%




Index Level 1M 3M 6M YTD 1Y 3Y 5Y 1Y 3Y 5Y 1Y 3Y

6,304.51 2.56 -0.37 -5.11 -7.31 1.11 39.16 58.47 1.11 11.64 9.65 18.24 16.08

9,080.76 2.85 1.32 -2.37 -4.63 4.05 52.03 84.23 4.05 14.99 13.00 18.27 16.09




CES SCHK100

CES 120

CES China Cross Border Index Series are reviewed semi-annually.

Constituent changes and float share adjustments are implemented in June and December every year.


*The index universe includes the A shares listed on SSE and SZSE and the Mainland companies listed on HKEx


5Y

19.21

19.21

CES A80

22.77

11.91

12,116.55

1,084.77

7.08

8.95

CES 120

TRI

Dividend Yield (%)

Smallest Constituent Market Value (CNY Billion)

Average Constituent Market Value (CNY Billion) 100.97



PE Ratio (Times)

Index Free Float Market Value (CNY Billion)

Largest Constituent Market Value (CNY Billion)

48.51

Return (%)

Since

Base Date

215.23

354.04

Weight of Largest Constituent (%)2.91

0.91

CES 280

0.85 0.87

CES 300 CES HKMI

0.99 0.90

0

2,000

4,000

6,000

8,000

10,000

12,000

0

2,000

4,000

6,000

8,000

10,000

12,000CES120 (CNY)

CES120 TRI (CNY)

Highlights

The cross-border index designed to serve as a barometer to reflect holistically the Mainland stocks listed on The Stock Exchange of Hong Kong Limited (SEHK), Shanghai Stock Exchange (SSE) and Shenzhen Stock Exchange (SZSE) Comprised of 120 large and liquid stocks. 80 from A-share companies and 40 from the Mainland companies listed in Hong Kong Free float-adjusted market value weighted index reflects market movements of stocks available for trading in the market Semi-annual rebalancing captures market movement while minimising unnecessary churn

- - - -



1-Year Correlation

Index Fundamentals



Base Index: 2,000



Constituents: 120

Currency: CNY (real-time) & HKD (available end of day)



Bloomberg: CES120


Hong Kong

Mainland Great Wisdom : CES120

Wind: CES120






* The index universe includes the A shares listed on SSE and SZSE and the Mainland companies listed on SEHK.



www.cesc.com

TENCENT ITPING AN OF CHINA FinancialsCCB FinancialsICBC FinancialsCHINA MOBILE Tele ServicesKWEICHOW MOUTAI Consumer StapPING AN FinancialsCMB FinancialsBANK OF CHINA FinancialsCNOOC Energy

INDUSTRIAL BANK FinancialsGREE Consumer DiscMIDEA GROUP Consumer DiscCMBC FinancialsSINOPEC CORP EnergyBANKCOMM FinancialsYILI Consumer StapABC FinancialsHR Health CareWULIANGYE Consumer Stap




DISCLAIMER

131.88 1.09

Total 6,622.22 54.65

20 000858 SZSE A

149.02 1.2319 600276 SSE A 140.30 1.1618 601288 SSE A

160.46 1.3217 600887 SSE A 156.10 1.2916 601328 SSE A

179.86 1.4815 00386 SEHK H 175.91 1.4514 600016 SSE A

193.47 1.6013 000333 SZSE A 185.90 1.5312 000651 SZSE A

243.44 2.01

11 601166 SSE A 198.81 1.64

10 00883 SEHK RED

316.55 2.619 03988 SEHK H 255.92 2.118 600036 SSE A

366.81 3.037 02318 SEHK H 364.49 3.016 600519 SSE A

436.61 3.605 00941 SEHK RED 416.77 3.444 01398 SEHK H

6.121

3 00939 SEHK H 723.11 5.972 601318 SSE A

00700 SEHK P 1,084.77 8.95742.04

Weight

(%)Rank Sector Exchange

Type of

Shares

Free Float


(CNY Billion)

Stock


Exchange Distribution by Market Capitalisation Sector Distribution by Market Capitalisation

SEHK:The Stock Exchange of Hong Kong SSE: Shanghai Stock Exchange SZSE: Shenzhen Stock Exchange




SEHK Mainland Stocks ,

45.99% (40)

SSE Shares , 42.54% (60)

SZSE Shares , 11.47% (20)

All information contained herein(the ''Information'') is provided for reference only, China Exchanges Services Company Limited (CESC) endeavours to ensure the accuracy and reliability of the information but makes no warranty or representation as to its accuracy, completeness, reliability or suitability for any particular purpose. CESC accepts no liability(whether in tort or contract or otherwise) whatsoever to any person for any loss or damage arising from any inaccuracy or omission in the information or from any decision, action or non-action based on or in reliance upon the information. None of the Information is intended to constitute investment advice or a recommendation to make (or refrain from making) any kind of investment decision. Any person intends to use the Information or any part thereof should seek independent professional advice. Distribution, redistribution, reproduction, modification, transmission, use, reuse and/or storage of the Information in whole or in part, in any form or by any means are strictly prohibited without the prior written permission of CESC. The Information is provided without warranties of any kind, either expressed or implied, including warranties of merchantability, merchantable quality, title, fitness for a particular purpose, security and non-infringement. China Securities Index Co.,Ltd.(CSI) will make its commercially reasonable endeavors to ensure the accuracy and reliability of the information provided, but does not guarantee its accuracy and reliability and accepts no liability (whether in tort or contract or otherwise) for any loss or damage suffered by any person arising from any inaccuracies or omissions or for any reliance placed on such information. ©2018 China Exchanges Services Company Limited. All rights reserved.




0.00%

5.00%

10.00%

15.00%

20.00%

25.00%

30.00%

35.00%




Index


5,576.66 0.36 -6.01 -13.75 -16.36 -15.76 -3.74 18.28 -15.76 -1.26 3.41 17.91 19.01 22.76

6,884.15 0.49 -5.12 -12.14 -14.75 -14.09 1.72 28.93 -14.09 0.57 5.21 17.91 19.01 22.76




CES SCHK100

CES 280

CES 120

0.85 0.79

Return (%)

Since

Base Date

CES 280 178.83

TRI 244.21

CES A80

0.79

CES 300

0.89

CES HKMI

0.76

Market Value Coverage (%)* 17.08


PE Ratio (Times) 15.26


Smallest Constituent Market Value (CNY Billion) 1.92

19.47

Largest Constituent Market Value (CNY Billion) 69.67

Index Free Float Market Value (CNY Billion) 5,414.16 Market Turnover Coverage (%)*

Highlights Measure the overall performance of the next 200 largest A Shares ranked after the constituents of the CES A80 and listed on Shanghai Stock Exchange (SSE) or Shenzhen Stock Exchange (SZSE) and the next 80 largest Mainland companies ranked after the constituents of the CES HKMI and listed on The Stock Exchange of Hong Kong Limited (SEHK) Designed to provide investors a measure of market performance for large and mid-cap Mainland stocks listed in Shanghai, Hong Kong and Shenzhen Free float-adjusted market value weighted index reflects market movements of stocks available for trading in the market Semi-annual rebalancing captures market movement while minimizing unnecessary churn

- - - -



1-Year Correlation

Index Fundamentals

Index Details Launch Date: 7 July 2014


Base Index: 2,000



Constituents: 280




Bloomberg: CES280


Hong Kong

Mainland

Great Wisdom : CES280

Wind: CES280



* The index universe includes the A shares listed on SSE and SZSE and the Mainland companies listed on SEHK

0

2,000

4,000

6,000

8,000

10,000

12,000

0

2,000

4,000

6,000

8,000

10,000

12,000

CES 280 (CNY)

CES 280 TRI (CNY)






www.cesc.com

WANHUA MaterialsCITS Consumer DiscSIA IndustrialsPICC P&C FinancialsCCB FinancialsCONCH CEMENT MaterialsCHINA SHENHUA EnergySINO BIOPHARM Health CareCHINA TELECOM Tele ServicesNJCB Financials

ENN ENERGY UtilitiesBANK OF NINGBO FinancialsCHINA RES BEER Consumer StapZTE Tele ServicesCONCH VENTURE MaterialsMINSHENG BANK FinancialsIFLYTEK ITWEICHAI POWER IndustrialsSANY IndustrialsEASTMONEY IT




DISCLAIMER

Stock


Type of

Shares

Free Float


(CNY Billion)

Weight

(%)

1 600309 SSE A 69.67 1.29

2 601888 SSE A 66.40 1.2356.62 1.05

4 02328 SEHK H 56.06 1.043 600009 SSE A

55.57 1.036 00914 SEHK H 54.00 1.005 601939 SSE A

53.44 0.998 01177 SEHK P 48.68 0.907 01088 SEHK H

47.48 0.8810 601009 SSE A 45.42 0.849 00728 SEHK H

45.40 0.8412 002142 SZSE A 45.02 0.8311 02688 SEHK P

44.86 0.8314 000063 SZSE A 43.54 0.8013 00291 SEHK RED

43.33 0.8016 01988 SEHK H 42.51 0.7915 00586 SEHK P

41.65 0.7718 000338 SZSE A 41.41 0.7717 002230 SZSE A

Total 982.83 18.15

41.06 0.7620 300059 SZSE A 40.70 0.7519 600031 SSE A





All information contained herein (the ''Information'') is provided for reference only, China Exchanges Services Company Limited (CESC) endeavours to ensure the accuracy and reliability of the information but makes no warranty or representation as to its accuracy, completeness, reliability or suitability for any particular purpose. CESC accepts no liability (whether in tort or contract or otherwise) whatsoever to any person for any loss or damage arising from any inaccuracy or omission in the information or from any decision, action or non-action based on or in reliance upon the information. None of the Information is intended to constitute investment advice or a recommendation to make (or refrain from making) any kind of investment decision. Any person intends to use the Information or any part thereof should seek independent professional advice. Distribution, redistribution, reproduction, modification, transmission, use, reuse and/or storage of the Information in whole or in part, in any form or by any means are strictly prohibited without the prior written permission of CESC. The Information is provided without warranties of any kind, either expressed or implied, including warranties of merchantability, merchantable quality, title, fitness for a particular purpose, security and non-infringement. China Securities Index Co., Ltd. (CSI) will make its commercially reasonable endeavors to ensure the accuracy and reliability of the information provided, but does not guarantee its accuracy and reliability and accepts no liability (whether in tort or contract or otherwise) for any loss or damage suffered by any person arising from any inaccuracies or omissions or for any reliance placed on such information. ©2018 China Exchanges Services Company Limited. All rights reserved.

Exchange Distribution by Market Capitalisation Sector Distribution by Market Capitalisation (No. of Constituents in brackets)

SEHK Mainland Stocks , 31.98%

(80)

SSE Shares , 40.35% (115)

SZSE Shares , 27.67% (85)



0.00%

2.00%

4.00%

6.00%

8.00%

10.00%

12.00%

14.00%

16.00%

18.00%

20.00%




Index


4,275.72 1.61 -1.55 -4.98 -8.13 -2.23 27.29 40.65 -2.23 8.38 7.06 16.16 14.94 17.17

5,660.48 1.88 -0.21 -2.61 -5.66 0.52 39.15 63.57 0.52 11.64 10.34 16.18 14.96 17.16




CES SCHK100

CES 300

Dividend Yield (%) Weight of Largest Constituent (%)



TRI 183.02

Return (%)

Since

Base Date

CES SHSC300 113.79

0.87

CES 120 CES A80

0.99 0.91

CES 280 CES HKMI

0.89 0.91


Index Free Float Market Value (CNY Billion) 20,298.04 45.98

Largest Constituent Market Value (CNY Billion) 1,620.70


2.90 7.99

PE Ratio (Times) 12.52 69.62

Highlights First Stock Connect-related index to reflect the overall performance of Shanghai, Shenzhen and Hong Kong market Comprised of the top 100 A shares for Northbound Trading listed in Shanghai and Shenzhen respectively, and the top 100 Hong Kong listed stocks for Southbound Trading in the Stock Connect Programme Free float-adjusted market value weighted index reflects market movements of stocks available for trading in the market Semi-annual rebalancing captures market movement while minimising unnecessary churn

- - - -



1-Year Correlation

Index Fundamentals



Base Index: 2,000



Constituents: 300




Bloomberg: CES300


Hong Kong

Mainland Great Wisdom : CES300

Wind: CES300



* The index universe includes the A shares and HK stocks eligible for the Stock Connect.

0

2,000

4,000

6,000

8,000

10,000

0

2,000

4,000

6,000

8,000

10,000

CES 300 (CNY)

CES 300 TRI (CNY)






www.cesc.com

TENCENT ITHSBC HOLDINGS FinancialsAIA FinancialsPING AN OF CHINA FinancialsCCB FinancialsICBC FinancialsCHINA MOBILE Tele ServicesKWEICHOW MOUTAI Consumer StapPING AN FinancialsCMB Financials

BANK OF CHINA FinancialsHKEX FinancialsCNOOC EnergyCKH HOLDINGS FinancialsINDUSTRIAL BANK FinancialsGREE Consumer DiscMIDEA GROUP Consumer DiscCMBC FinancialsSINOPEC CORP EnergyCLP HOLDINGS Utilities




DISCLAIMER

1 00700 SEHK 1,620.70 7.99

Stock


3 01299 SEHK 742.37 3.662 00005 SEHK 1,239.74

5 00939 SEHK4 601318 SSE 742.04

7 00941 SEHK 416.77H

RED6 01398 SEHK 436.61

9 02318 SEHK 364.49 1.80AH

8 600519 SSE 366.81

11 03988 SEHK 255.92 1.26

A

H

10 600036 SSE 316.55

13 00883 SEHK 243.44 1.20HK

RED12 00388 SEHK 245.61

15 601166 SSE 198.81 0.98HKA

14 00001 SEHK 214.21

17 000333 SZSE 185.90 0.92AA

16 000651 SZSE 193.47

20 00002 SEHK 162.91HK

0.8919 00386 SEHK 175.91 0.87

AH

18 600016 SSE 179.86

Total

0.80

9,025.24 44.46

P

Type of

Shares

HKHKAH

0.95

1.06

1.21

1.56

1.81

2.15

3.66

6.11

Free Float


(CNY Billion)

Weight

(%)

3.56

2.05

723.11





All information contained herein(the ''Information'') is provided for reference only, China Exchanges Services Company Limited (CESC) endeavours to ensure the accuracy and reliability of the information but makes no warranty or representation as to its accuracy, completeness, reliability or suitability for any particular purpose. CESC accepts no liability(whether in tort or contract or otherwise) whatsoever to any person for any loss or damage arising from any inaccuracy or omission in the information or from any decision, action or non-action based on or in reliance upon the information. None of the Information is intended to constitute investment advice or a recommendation to make (or refrain from making) any kind of investment decision. Any person intends to use the Information or any part thereof should seek independent professional advice. Distribution, redistribution, reproduction, modification, transmission, use, reuse and/or storage of the Information in whole or in part, in any form or by any means are strictly prohibited without the prior written permission of CESC. The Information is provided without warranties of any kind, either expressed or implied, including warranties of merchantability, merchantable quality, title, fitness for a particular purpose, security and non-infringement. China Securities Index Co., Ltd. (CSI) will make its commercially reasonable endeavors to ensure the accuracy and reliability of the information provided, but does not guarantee its accuracy and reliability and accepts no liability (whether in tort or contract or otherwise) for any loss or damage suffered by any person arising from any inaccuracies or omissions or for any reliance placed on such information. ©2018 China Exchanges Services Company Limited. All rights reserved.

Exchange Distribution by Market Capitalisation Sector Distribution by Market Capitalisation (No. of Constituents in brackets)

SEHK Shares , 55.19% (100) SSE Shares ,

30.63% (100)

SZSE Shares , 14.19% (100)



0.00%

5.00%

10.00%

15.00%

20.00%

25.00%

30.00%




Index


7,009.23 4.78 1.39 -6.92 -10.05 -2.02 27.83 67.71 -2.02 8.53 10.89 19.40 18.07 24.01

9,474.22 4.94 2.76 -4.49 -7.71 0.53 38.63 92.48 0.53 11.50 13.99 19.40 18.06 23.99




CES SCHK100 CES HKMI

CES A80

CES P Elite

0.67 0.570.65

CES 120

0.91

CES G10

0.47




Index Free Float Market Value (CNY Billion) 6,544.75 Market Turnover Coverage (%)* 17.58

Largest Constituent Market Value (CNY Billion) 742.04


TRI 373.71

Return (%)

Since

Base Date

CES A80 250.46

Highlights Aims to track the performance of major blue chips in China's A-share market Designed for Exchanges Traded Funds (ETFs), futures and other index-linked products to gain exposure in China's A-share market Comprised of 80 of the largest and most liquid A-shares trading on the Shanghai and Shenzhen stock exchanges Free float-adjusted market value weighted index reflects market movements of stocks available for trading in the market Semi-annual rebalancing captures market movement while minimizing unnecessary churn

- - - - -



1-Year Correlation

Index Fundamentals

Index Details Launch Date: 18 March 2013


Base Index: 2,000



Constituents: 80




Bloomberg: CESA80

Thomson Reuters:.HKCESA80

Hong Kong

Mainland Great Wisdom : CESA80

Wind: CESA80

Contact Us



* The index universe includes the A shares listed on SSE and SZSE

0

2,000

4,000

6,000

8,000

10,000

12,000

14,000

0

2,000

4,000

6,000

8,000

10,000

12,000

14,000

CESA80 (CNY)

CES A80 TRI (CNY)






www.cesc.com

PING AN OF CHINA Financials

KWEICHOW MOUTAI Consumer Stap

CMB Financials

INDUSTRIAL BANK Financials

GREE Consumer Disc

MIDEA GROUP Consumer Disc

CMBC Financials

BANKCOMM Financials

YILI Consumer Stap

ABC Financials

HR Health Care

WULIANGYE Consumer Stap

CITIC SECURITIES Financials

SPD BANK Financials

ICBC Financials

VANKE-A Financials

SAIC MOTOR Consumer Disc

CSCEC Industrials

CPIC Financials

CYPC Utilities




DISCLAIMER

Stock


Type of

Shares

Free Float


(CNY Billion)

Weight

(%)

1 601318 SSE A 742.04 11.34

2 600519 SSE A 366.81 5.61

316.55 4.84

4 601166 SSE A 198.81 3.04

3 600036 SSE A

193.47 2.96

6 000333 SZSE A 185.90 2.84

5 000651 SZSE A

179.86 2.75

8 601328 SSE A 160.46 2.45

7 600016 SSE A

156.10 2.39

10 601288 SSE A 149.02 2.28

9 600887 SSE A

140.30 2.14

12 000858 SZSE A 131.88 2.02

11 600276 SSE A

131.36 2.01

14 600000 SSE A 124.69 1.91

13 600030 SSE A

124.45 1.90

16 000002 SZSE A 118.15 1.81

15 601398 SSE A

116.65 1.78

18 601668 SSE A 115.29 1.76

17 600104 SSE A

Total 3,871.51 59.16

111.62 1.71

20 600900 SSE A 108.11 1.65

19 601601 SSE A


SSE: Shanghai Stock Exchange SZSE: Shenzhen Stock Exchange



All information contained herein (the ''Information'') is provided for reference only, China Exchanges Services Company Limited (CESC) endeavours to ensure the accuracy and reliability of the information but makes no warranty or representation as to its accuracy, completeness, reliability or suitability for any particular purpose. CESC accepts no liability (whether in tort or contract or otherwise) whatsoever to any person for any loss or damage arising from any inaccuracy or omission in the information or from any decision, action or non-action based on or in reliance upon the information. None of the Information is intended to constitute investment advice or a recommendation to make (or refrain from making) any kind of investment decision. Any person intends to use the Information or any part thereof should seek independent professional advice. Distribution, redistribution, reproduction, modification, transmission, use, reuse and/or storage of the Information in whole or in part, in any form or by any means are strictly prohibited without the prior written permission of CESC. The Information is provided without warranties of any kind, either expressed or implied, including warranties of merchantability, merchantable quality, title, fitness for a particular purpose, security and non-infringement. China Securities IndexCo.,Ltd.(CSI) will make its commercially reasonable endeavors to ensure the accuracy and reliability of the information provided, but does not guarantee its accuracy and reliability and accepts no liability (whether in tort or contract or otherwise) for any loss or damage suffered by any person arising from any inaccuracies or omissions or for any reliance placed on such information. ©2018 China Exchanges Services Company Limited. All rights reserved.




0.00%

5.00%

10.00%

15.00%

20.00%

25.00%

30.00%

Energy, 2.67%(3)

Materials,2.7% (4)


Consumer Disc,11.01% (8)

ConsumerStap, 12.56%

(6)


IT, 3.1% (4) Tele Services,0.79% (1)

Utilities, 2.4%(3)

Banks, 26.93%(15)

CapitalMarkets,

7.26% (10)



OtherFinancials, 0%

(0)

Highlights - ces Cindex.cesc.com/index/pdf/Factsheet_Q3_EN.pdf · 2019-09-16 · CES G10 0.57 CES...

Documents

Transcript of Highlights - ces Cindex.cesc.com/index/pdf/Factsheet_Q3_EN.pdf · 2019-09-16 · CES G10 0.57 CES...