SSE Hong Kong Stock Connect Index Methodology Revised: Securities with Average Daily Trading Value Below HK$5 Million Over Past Year to Be Excluded

36Kr learned that the Shanghai Stock Exchange and China Securities Index Co., Ltd. have decided to revise the compilation methodology for the SSE Hong Kong Stock Connect Index. Securities listed for less than one year will be excluded, unless their total market capitalization ranks among the top 10 in the corresponding market or the same company's mainland market securities have been listed for at least one year; securities with an average daily trading value below HK$5 million over the past year will be excluded; the median of daily turnover rates each month will be calculated as the monthly turnover rate, and securities whose average monthly turnover rate over the past 12 months or past 3 months is below 0.1% will be excluded, unless the security's average daily trading value over the past year exceeds HK$50 million.