Index

Size Factor
The CSI alphafocus China scale factor index reflects the performance of investment strategies focusing on scale factor exposure


Index Overview

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
 Review Frequency
Half-yearly
Real-time Price Index (Currency) 
CNY
 End of Day Index (Currency)
CNY
Total Return Index (Currency) 
CNY


Index Information


Real-time Index

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