金融界7月1日消息,A股三大指数收盘涨跌不一,中证A100动态指数 (A100动态,H30271)报2520.29点。
数据统计显示,中证A100动态指数近一个月上涨4.43%,近三个月下跌1.34%,年至今下跌0.61%。
据了解,中证A100、中证200动态和稳定指数分别以各自基准指数为样本空间,根据波动率因子和质量因子计算敏感性评分,选取对宏观环境和经济周期变动具有较高风险敞口的证券构成动态指数,选取具有较低风险敞口的证券构成稳定指数。中证A100、中证200动态指数和稳定指数能为投资者提供更具多元化风险收益特征的投资标的。该指数以2004年12月31日为基日,以1000.0点为基点。
从指数持仓来看,中证A100动态指数十大权重分别为:中国平安(13.11%)、比亚迪(6.56%)、中信证券(5.85%)、立讯精密(3.85%)、中芯国际(3.82%)、北方华创(3.11%)、中际旭创(2.83%)、海光信息(2.78%)、汇川技术(2.65%)、寒武纪(2.57%)。
从中证A100动态指数持仓的市场板块来看,上海证券交易所占比58.93%、深圳证券交易所占比41.07%。
从中证A100动态指数持仓样本的行业来看,信息技术占比30.45%、金融占比18.96%、工业占比17.73%、原材料占比10.38%、通信服务占比8.00%、可选消费占比7.86%、医药卫生占比3.73%、房地产占比2.89%。
资料显示,指数样本每半年调整一次,样本调整实施时间分别为每年6月和12月的第二个星期五的下一交易日。每次调整的样本比例一般不超过10%。特殊情况下将对指数进行临时调整。当样本退市时,将其从指数样本中剔除。样本公司发生收购、合并、分拆等情形的处理,参照计算与维护细则处理。
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