The CNI AlphaFocus CES Size Factor Index reflects the performance of investment strategies focusing on size factor exposure
Index Overview
CNI AlphaFocus CES Size Factor Index:
Index Abbreviation
Size Factor
Constituents
Index Universe of the factor indices are constituents of SZSE 1000 Index.Comprehensively investigate the factor exposure and individual stock volatility, and select the top 50 stocks with scale factor weight to form a sample stock
Launch Date
25 May 2021
Base Date
31 December 2004
Base Value
1,000
Number of Constituents
50
Dissemination
Real time
Calculation Methodology
Calculated according to the Paasche weighted method
