Highlights - ces Cindex.cesc.com/index/pdf/Factsheet_2018Q1_ENG.pdf · HR Health Care TRI -Total...

TRI -Total Return Index

Source: CESC, CSI, as at 31 March 2016

Annualised Return (%) Volatility (%)

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

6,644.10 -4.10 -2.31 6.56 -2.31 22.78 19.18 62.63 22.78 6.02 10.22 14.50 20.15

9,301.05 -4.10 -2.31 6.57 -2.31 26.24 29.68 90.22 26.24 9.05 13.72 14.51 20.14


Volatility is based on daily returns.


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

19.32

19.30

CES A80

20.10

13.97

12,660.33

1,283.06

6.68

10.13

CES 120

TRI

Dividend Yield (%)

Smallest Constituent Market Value (CNY Billion)

Average Constituent Market Value (CNY Billion) 105.50

Market Value Coverage (%)*

Market Turnover Coverage (%)*

PE Ratio (Times)

Index Free Float Market Value (CNY Billion)

Largest Constituent Market Value (CNY Billion)

44.82

Return (%)

Since

Base Date

232.21

365.05

Weight of Largest Constituent (%)2.71

0.86

CES 280

0.76 0.82

CES 300 CES HKMI

0.98 0.89

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) Comprises 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

- - - -

Historical Performance

Return and Volatility

1-Year Correlation

Index Fundamentals

Index Details Launch Date: 10 December 2012

Base Date: 31 December 2004

Base Index: 2,000

Review: Semi-annually (Jun & Dec)

Dissemination: Real time at 5-second intervals

Constituents: 120

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

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

Information Vendor Codes

Bloomberg: CES120

Thomson Reuters: .HKCES120

Hong Kong

Mainland Great Wisdom : CES120

Wind: CES120

Contact Us Email: [email protected]

WeChat: ChinaExchanges

TRI-Total Return Index



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

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

TENCENT ITCCB FinancialsPING AN OF CHINA FinancialsICBC FinancialsCHINA MOBILE Tele ServicesKWEICHOW MOUTAI Consumer StapPING AN FinancialsCMB FinancialsBANK OF CHINA FinancialsMIDEA GROUP Consumer Disc

GREE Consumer DiscINDUSTRIAL BANK FinancialsCMBC FinancialsYILI Consumer StapBANKCOMM FinancialsCNOOC EnergyVANKE-A FinancialsHIKVISION ITABC FinancialsHR Health Care



Source: CESC, CSI, as at 31 Mar 2018

DISCLAIMER

147.06 1.16

Total 6,832.06 53.96

20 600276 SSE A

152.46 1.2019 601288 SSE A 149.47 1.1818 002415 SZSE A

164.99 1.3017 000002 SZSE A 161.86 1.2816 00883 SEHK RED

173.18 1.3715 601328 SSE A 169.80 1.3414 600887 SSE A

208.03 1.6413 600016 SSE A 188.89 1.4912 601166 SSE A

247.71 1.96

11 000651 SZSE A 225.71 1.78

10 000333 SZSE A

300.05 2.379 03988 SEHK H 282.02 2.238 600036 SSE A

343.50 2.717 02318 SEHK H 332.47 2.636 600519 SSE A

466.81 3.695 00941 SEHK RED 353.20 2.794 01398 SEHK H

6.121

3 601318 SSE A 707.48 5.592 00939 SEHK H

00700 SEHK P 1,283.06 10.13774.30

Weight

(%)Rank Sector Exchange

Type of

Shares

Free Float

Market Capitalisation

(CNY Billion)

Stock

Code Constituent Name

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

(No. of Constituents in brackets)

Top 20 Constituents by Weight


SEHK Mainland Stocks ,

45.55% (40)

SSE Shares , 41.4% (60)

SZSE Shares , 13.04% (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.

Weightings may not add up to the total due to rounding


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%




Index

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

6,466.03 -1.10 -3.02 -2.32 -3.02 4.86 -11.50 36.86 4.86 -3.99 6.48 13.71 25.82 22.79

7,835.08 -1.10 -2.98 -2.22 -2.98 6.81 -7.06 48.95 6.81 -2.41 8.30 13.73 25.82 22.79




CES SCHK100

CES 280

CES 120

0.76 0.74

Return (%)

Since

Base Date

CES 280 223.30

TRI 291.75

CES A80

0.64

CES 300

0.83

CES HKMI

0.69

Market Value Coverage (%)* 17.02

Dividend Yield (%) 1.60 Weight of Largest Constituent (%) 1.37

PE Ratio (Times) 21.73


Smallest Constituent Market Value (CNY Billion) 1.67

18.46

Largest Constituent Market Value (CNY Billion) 82.95

Index Free Float Market Value (CNY Billion) 6,047.49 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

SINO BIOPHARM Health CareCSPC PHARMA Health CareZTE Tele ServicesIFLYTEK ITSAN'AN OPTO ITSUNAC FinancialsCHINA SHENHUA EnergyCCB FinancialsCITS Consumer DiscEASTMONEY IT

WANHUA MaterialsBANK OF NINGBO FinancialsLONGI IndustrialsSIA IndustrialsHAN'S LASER ITZIJIN MINING MaterialsFOSUN PHARMA Health CareDAHUA INC ITCONCH CEMENT MaterialsCHINA RES BEER Consumer Stap




DISCLAIMER

Stock

CodeRank Constituent Name Sector Exchange

Type of

Shares

Free Float


(CNY Billion)

Weight

(%)

1 01177 SEHK P 82.95 1.37

2 01093 SEHK P 72.82 1.2071.73 1.19

4 002230 SZSE A 59.13 0.983 000063 SZSE A

57.09 0.946 01918 SEHK P 53.23 0.885 600703 SSE A

52.96 0.888 601939 SSE A 52.05 0.867 01088 SEHK H

51.65 0.8510 300059 SZSE A 50.83 0.849 601888 SSE A

49.81 0.8212 002142 SZSE A 48.24 0.8011 600309 SSE A

47.88 0.7914 600009 SSE A 47.06 0.7813 601012 SSE A

46.69 0.7716 601899 SSE A 45.14 0.7515 002008 SZSE A

44.74 0.7418 002236 SZSE A 44.56 0.7417 600196 SSE A

Total 1,067.03 17.65

44.40 0.7320 00291 SEHK RED 44.08 0.7319 00914 SEHK H





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 , 30.44%

(80)

SSE Shares , 37.62% (112)

SZSE Shares , 31.94% (88)

CESC is a joint venture of HKEX, SSE and SZSE


0.00%

5.00%

10.00%

15.00%

20.00%

25.00%




Index


7,529.93 -4.75 -3.37 5.26 -3.37 21.23 9.66 67.48 21.23 3.12 10.86 14.44 24.94 24.32

9,920.12 -4.75 -3.37 5.26 -3.37 24.29 18.31 93.42 24.29 5.76 14.10 14.45 24.91 24.30




CES SCHK100 CES HKMI

CES A80

TRI 396.01

Return (%)

Since

Base Date

CES A80 276.50


Index Free Float Market Value (CNY Billion) 6,850.18 Market Turnover Coverage (%)* 15.95

Largest Constituent Market Value (CNY Billion) 664.12



PE Ratio (Times) 13.88 Market Value Coverage (%)* 37.97

CES P Elite

0.56 0.460.51

CES 120

0.86

CES G10

0.33

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

Email: [email protected]


* 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

MIDEA GROUP Consumer Disc

GREE Consumer Disc

INDUSTRIAL BANK Financials

CMBC Financials

YILI Consumer Stap

BANKCOMM Financials

VANKE-A Financials

HIKVISION IT

ABC Financials

HR Health Care

CITIC SECURITIES Financials

SPD BANK Financials

ICBC Financials

CSCEC Industrials

BOE IT

WULIANGYE Consumer Stap

SAIC MOTOR Consumer Disc




DISCLAIMER

Total 4,047.38 59.09

125.95 1.84

20 600104 SSE A 119.21 1.74

19 000858 SZSE A

129.90 1.90

18 000725 SZSE A 126.10 1.84

17 601668 SSE A

136.78 2.00

16 601398 SSE A 131.36 1.92

15 600000 SSE A

147.06 2.15

14 600030 SSE A 146.24 2.14

13 600276 SSE A

152.46 2.23

12 601288 SSE A 149.47 2.18

11 002415 SZSE A

169.80 2.48

10 000002 SZSE A 161.86 2.36

9 601328 SSE A

188.89 2.76

8 600887 SSE A 173.18 2.53

7 600016 SSE A

225.71 3.30

6 601166 SSE A 208.03 3.04

5 000651 SZSE A

300.05 4.38

4 000333 SZSE A 247.71 3.62

3 600036 SSE A

1 601318 SSE A 664.12 9.70

2 600519 SSE A 343.50 5.02

Stock


Type of

Shares

Free Float


(CNY Billion)

Weight

(%)

Sector Distribution by Market Capitalisation

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, 2.32%(3)

Materials,2.8% (4)

Industrials,7.82% (13)

Consumer Disc,12.07% (8)

ConsumerStap, 10.7% (5)

Health Care,4.3% (4)

IT, 4.35% (3) Tele Services,0.76% (1)

Utilities, 3.26%(5)

Banks, 25.81%(15)

CapitalMarkets, 7.9%

(10)

Insurance,12.43% (4)

Real Estate,5.48% (5)

OtherFinancials, 0%

(0)


Index


8,457.71 -1.68 3.29 15.24 3.29 38.46 32.64 59.06 38.46 9.87 9.73 18.56 21.11 19.83

12,508.71 -1.68 3.30 15.27 3.30 42.84 45.90 88.77 42.84 13.42 13.55 18.57 21.12 19.82

CES SCHK100

CES HKMI

0.56

CES G10

0.93 0.74

CES P EliteCES 120 CES A80

0.89

Smallest Constituent Market Value (HKD Billion) 13.27

Dividend Yield (%) 2.89 11.26

PE Ratio (Times) 14.20 65.41

Weight of Largest Constituent (%)


0.53

Average Constituent Market Value (HKD Billion) 147.42

Index Free Float Market Value (HKD Billion) 5,896.79 57.57

Largest Constituent Market Value (HKD Billion) 663.76


Return (%)

Since

Base Date

CES HKMI 322.89

TRI 525.44

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 Index: 2,000



Constituents: 40

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



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 FinancialsTENCENT ITICBC FinancialsCHINA MOBILE Tele ServicesPING AN FinancialsBANK OF CHINA FinancialsCNOOC EnergySINOPEC CORP EnergyCOUNTRY GARDEN FinancialsCHINA LIFE Financials

CM BANK FinancialsABC FinancialsGEELY AUTO Consumer DiscCHINA OVERSEAS FinancialsPETROCHINA EnergySUNNY OPTICAL Consumer DiscAAC TECH ITPSBC FinancialsCPIC FinancialsEVERGRANDE Financials




DISCLAIMER

Stock


Type of

Shares

Free Float


(HKD Billion)

Weight

(%)

1 00939 SEHK H 663.76 11.26

2 00700 SEHK P 591.43 10.03584.12 9.91

4 00941 SEHK RED 441.96 7.503 01398 SEHK H

416.02 7.066 03988 SEHK H 352.89 5.985 02318 SEHK H

206.45 3.508 00386 SEHK H 175.79 2.987 00883 SEHK RED

172.05 2.9210 02628 SEHK H 160.73 2.739 02007 SEHK P

147.60 2.5012 01288 SEHK H 137.10 2.3311 03968 SEHK H

121.64 2.0614 00688 SEHK RED 119.42 2.0313 00175 SEHK P

113.72 1.9316 02382 SEHK P 111.27 1.8915 00857 SEHK H

103.82 1.7618 01658 SEHK H 97.89 1.6617 02018 SEHK P

Total 4,911.90 83.30

97.55 1.6520 03333 SEHK P 96.70 1.6419 02601 SEHK H


SEHK:The Stock Exchange of Hong Kong



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%

40.00%

Energy, 8.41%(3)

Materials, 0%(0)


Consumer Disc,5.84% (4)

Consumer Stap,3.64% (5)

Health Care, 0%(0)

IT, 11.79% (2) Tele Services,9.04% (2)

Utilities, 2.11%(3)

Banks, 35.54%(8)

CapitalMarkets, 0.56%

(1)

Insurance,13.3% (5)


OtherFinancials,0.74% (1)




Index


4,499.69 -3.74 -3.32 2.89 -3.32 15.80 10.95 49.26 15.80 3.53 8.34 12.79 18.71 17.17

5,812.17 -3.69 -3.14 3.21 -3.14 19.08 20.92 74.14 19.08 6.54 11.73 12.80 18.71 17.15




CES SCHK100

CES 300

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



TRI 190.61

Return (%)

Since

Base Date

CES SHSC300 124.98

0.81

CES 120 CES A80

0.98 0.89

CES 280 CES HKMI

0.83 0.89


Index Free Float Market Value (CNY Billion) 21,154.29 41.58

Largest Constituent Market Value (CNY Billion) 1,865.44


2.67 8.82

PE Ratio (Times) 14.93 65.91

Highlights First Stock Connect-related index to reflect the overall performance of Shanghai, Shenzhen and Hong Kong market Comprises 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 SHSC300 (CNY)

CES SHSC300 TRI (CNY)






www.cesc.com

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

BANK OF CHINA FinancialsHKEX FinancialsMIDEA GROUP Consumer DiscGREE Consumer DiscINDUSTRIAL BANK FinancialsCKH HOLDINGS FinancialsCMBC FinancialsYILI Consumer StapBANKCOMM FinancialsCNOOC Energy




DISCLAIMER

1 00700 SEHK 1,865.44 8.82

Stock


3 00939 SEHK 774.30 3.662 00005 SEHK 1,201.69

5 01299 SEHK4 601318 SSE 707.48

7 00941 SEHK 353.20H

RED6 01398 SEHK 466.81

9 02318 SEHK 332.47 1.57AH

8 600519 SSE 343.50

11 03988 SEHK 282.02 1.33

A

H

10 600036 SSE 300.05

13 000333 SZSE 247.71 1.17HKA

12 00388 SEHK 252.86

15 601166 SSE 208.03 0.98AA

14 000651 SZSE 225.71

17 600016 SSE 188.89 0.89HKA

16 00001 SEHK 202.64

20 00883 SEHK 164.99RED

0.8219 601328 SSE 169.80 0.80

AA

18 600887 SSE 173.18

Total

0.78

9,101.49 43.03

P

Type of

Shares

HKHA

HK

0.96

1.07

1.20

1.42

1.62

2.21

3.34

5.68

Free Float


(CNY Billion)

Weight

(%)

3.03

1.67

640.70





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 , 53.26% (100)

SSE Shares , 30.16% (100)

SZSE Shares , 16.57% (100)



0.00%

5.00%

10.00%

15.00%

20.00%

25.00%

30.00%



Annualized Return (%) Volatility (%)

Index


3,330.86 -2.32 1.03 9.23 1.03 25.27 22.26 39.67 25.27 6.93 6.91 14.97 18.01 16.65

4,158.71 -2.23 1.34 9.79 1.34 29.88 36.16 67.80 29.88 10.84 10.91 14.94 18.01 16.64




CES SCHK50

CES P Elite

0.71

Return (%)

Since

Base Date

CES SCHK50 66.54

TRI 107.94

CES 120 CES G10CES 300

0.91 0.57


Index Free Float Market Value (HKD Billion) 10,152.68 Market Turnover Coverage (%)* 57.15

Largest Constituent Market Value (HKD Billion) 1,032.58




CES A80

0.87 0.55

Highlights A unique Stock Connect-related index that possesses some new blue chips, represents a relativley stable portfolio of stocks with steady growth potential Comprised 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


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

TENCENT SEHK PCCB SEHK HHSBC HOLDINGS SEHK HKAIA SEHK HKICBC SEHK HCHINA MOBILE SEHK REDPING AN SEHK HBANK OF CHINA SEHK HHKEX SEHK HKCKH HOLDINGS SEHK HK

CNOOC SEHK REDGALAXY ENT SEHK HKSHK PPT SEHK HKSINOPEC CORP SEHK HCOUNTRY GARDEN SEHK PCK ASSET SEHK HKBOC HONG KONG SEHK HKCHINA LIFE SEHK HCM BANK SEHK HCLP HOLDINGS SEHK HK




DISCLAIMER

7,800.14 76.83

147.60 1.4520 00002 Utilities 141.30 1.3919 03968 Financials

Total

161.55 1.5918 02628 Financials 160.73 1.5817 02388 Financials


179.56 1.7714 00386 Energy 175.79 1.7313 00016 Financials

206.45 2.0312 00027 Consumer Disc 184.04 1.8111 00883 Energy



584.12 5.756 00941 Tele Services 441.96 4.355 01398 Financials


Stock

CodeRank Constituent Name Sector

10.17

2 00939 Financials 968.88 9.54

Free Float


(HKD Billion)

Weight

(%)

1 00700 IT 1,032.58






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, 5.54%(4)

Materials, 0%(0)


ConsumerDisc, 5.77%

(5)

ConsumerStap, 0.92%

(2)


IT, 11.19% (2) Tele Services,5.72% (3)

Utilities, 4.26%(4)

Banks,33.72% (8)

CapitalMarkets,0.35% (1)




0.00%

5.00%

10.00%

15.00%

20.00%

25.00%

30.00%

35.00%

40.00%




Index


5,976.66 -2.22 -0.22 6.75 -0.22 26.17 25.75 49.17 26.17 7.94 8.33 13.76 17.23 15.68

7,817.12 -2.07 0.16 7.44 0.16 30.05 38.10 74.03 30.05 11.36 11.72 13.72 17.22 15.66




CES SCHK100

CES P Elite

0.73

Return (%)

Since

Base Date

CES SCHK100 198.83

TRI 290.86

CES 120 CES G10CES 300

0.89 0.62


Index Free Float Market Value (HKD Billion) 9,038.92 Market Turnover Coverage (%)* 51.70

Largest Constituent Market Value (HKD Billion) 951.44




CES A80

0.82 0.51

Highlights A unique Stock Connect-related index that tracks the Hong Kong stocks available for the Southbound Trading Comprises 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




Base Index: 2,000



Constituents: 100




Bloomberg: CES100


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

TENCENT SEHK PHSBC HOLDINGS SEHK HKAIA SEHK HKCHINA MOBILE SEHK REDHKEX SEHK HKCKH HOLDINGS SEHK HKCNOOC SEHK REDGALAXY ENT SEHK HKSHK PPT SEHK HKCOUNTRY GARDEN SEHK P

CK ASSET SEHK HKBOC HONG KONG SEHK HKCLP HOLDINGS SEHK HKHANG SENG BANK SEHK HKHK & CHINA GAS SEHK HKGEELY AUTO SEHK PCHINA OVERSEAS SEHK REDSUNNY OPTICAL SEHK PPOWER ASSETS SEHK HKAAC TECH SEHK P




DISCLAIMER

5,674.52 62.78

104.50 1.1620 02018 IT 103.82 1.1519 00006 Utilities

Total

119.42 1.3218 02382 Consumer Disc 111.27 1.2317 00688 Financials

135.29 1.5016 00175 Consumer Disc 121.64 1.3515 00003 Utilities

141.30 1.5614 00011 Financials 138.88 1.5413 00002 Utilities



206.45 2.288 00027 Consumer Disc 184.04 2.047 00883 Energy


801.71 8.874 00941 Tele Services 441.96 4.893 01299 Financials

Stock

CodeRank Constituent Name Sector

10.53

2 00005 Financials 859.24 9.51

Free Float


(HKD Billion)

Weight

(%)

1 00700 IT 951.44






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, 2.53%(2)

Materials,0.24% (1)


ConsumerDisc, 10.79%

(18)

ConsumerStap, 3.93%

(8)


IT, 13.03% (6) Tele Services,6.66% (4)

Utilities, 7.28%(10)

Banks,14.39% (5)

CapitalMarkets,0.58% (2)




0.00%

2.00%

4.00%

6.00%

8.00%

10.00%

12.00%

14.00%

16.00%

18.00%




Index


6,282.66 -5.23 1.46 10.96 1.46 39.66 42.22 16.08 39.66 12.46 3.03 25.35 31.87 30.98

7,948.73 -5.14 1.90 11.45 1.90 42.85 55.60 38.39 42.85 15.88 6.71 25.29 31.80 30.90




CES 280 CES SCHK100

CES G10 0.51

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


97.19

35.49

184.47

32.59

15.22

Dividend Yield (%) Weight of Largest Constituent (%)2.60

PE Ratio (Times)

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

Largest Constituent Market Value (HKD Billion)

Smallest Constituent Market Value (HKD Billion)


96.13

0.50 0.62

17.67

Gaming Sector Market Value Coverage (%)*

CES G10

TRI

Return (%)

0.33

Since

Base Date

109.42

164.96

CES A80CES 120 CES HKMI

0.53

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)



1-Year Correlation

Index Fundamentals

Index Details Launch Date: 18 April 2016

Base Date: 4 March 2011

Base Index: 3,000



Constituents: at most 10




Bloomberg: CESG10

Thomson Reuters: .HKCESG10

Hong Kong

Mainland Great Wisdom: CESG10

Wind: CESG10






* The index universe includes the gaming stocks listed on HKEX



www.cesc.com


DISCLAIMER



8.259 / / / / / /

10 / / / / / /

SEHK HK8 00582 LANDING INTL SEHK HK 15.22

100.00

6 00200 MELCO INT'L DEV

13.565 03918 NAGACORP 9.534 02282 MGM CHINA

Total 184.47

SEHKSEHKSEHK

7 00880 SJM HOLDINGS 15.43 8.36

Rank

Stock


17.541

3 01928 SANDS CHINA LTD 15.612 00027 GALAXY ENT

01128 WYNN MACAU 17.67

Exchange

Type of

Shares

Free Float


(HKD Billion)

SEHKSEHKSEHK

HK 32.59

Weight

(%)

9.48

32.3528.80

17.5817.49

HKHKHKHKHK

25.02

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.






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

6,521.02 -4.67 -0.71 8.06 -0.71 51.46 79.76 164.34 51.46 21.59 21.46 18.77 20.66

7,191.80 -4.66 -0.69 8.12 -0.69 52.62 84.43 179.02 52.62 22.63 22.78 18.78 20.67




CES 280

CES P Elite 0.57

5Y

19.06

0.69

Return (%)

Since

Base Date

552.10

619.18

CES A80CES 120 CES HKMICES SCHK100

0.73

Index Free Float Market Value (USD Billion) 596.23 Market Turnover Coverage (%)* 74.40

Average Constituent Market Value (USD Billion) 19.87

Largest Constituent Market Value (USD Billion) 94.82

19.06 CES P Elite

TRI

1.69Smallest Constituent Market Value (USD Billion)

0.74 0.46

Market Value Coverage (%)*44.92PE Ratio (Times)


73.63

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

JD.COM INC

NETEASE INC

COUNTRY GARDEN

CTRIP.COM

YUM CHINA

GEELY AUTO

SUNNY OPTICAL

NEW ORIENT EDU

AAC TECH

EVERGRANDE

SHENZHOU INTL

CHINA GAS HOLD

HENGAN INT'L

MINSHENG BANK

FOSUN INTL

ZTO EXPRESS




DISCLAIMER

Rank Sector

Stock


15.42

1 BABA IT 15.90

Exchange

94.82

91.97

Weight

(%)

NYSE

SEHK

Free Float


(USD Billion)

3 BIDU IT 12.96

2 00700 IT

77.28NASDAQ

5 JD Consumer Disc 6.58

4 02318 Financials 53.01

39.23

8.89SEHK

NASDAQ


6 NTES IT 36.86

21.92

6.18NASDAQ

SEHK

9 YUMC Consumer Disc 2.68

8 CTRP Consumer Disc

15.95

20.10 3.37NASDAQ

NYSE

2.60

11 02382 Consumer Disc 2.38


14.18

SEHK

SEHK

2.30

13 02018 IT 2.22

12 EDU Consumer Disc 13.72

13.23

NYSE

SEHK

2.07



7.91

SEHK

SEHK

1.21

17 01044 Consumer Stap 1.15

16 00384 Utilities 7.23

6.84

SEHK

SEHK

1.13



5.58

SEHK

SEHK

0.91

93.88

20 ZTO Industrials 5.40

Total 559.77

NYSE

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 , 47.97% (20)

NYSE , 22.08% (5)

NASDAQ , 29.95% (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%

Highlights - ces Cindex.cesc.com/index/pdf/Factsheet_2018Q1_ENG.pdf · HR Health Care TRI -Total...

Documents

Transcript of Highlights - ces Cindex.cesc.com/index/pdf/Factsheet_2018Q1_ENG.pdf · HR Health Care TRI -Total...