SSE Composite Index
SSE Composite Index | |||||||||||||
Chinese | 上海证券交易所综合股价指数 | ||||||||||||
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The SSE Composite Index (Chinese: 上海证券交易所综合股价指; abbreviated 上证综指) is a stock market index of all stocks (A shares and B shares) that are traded at the Shanghai Stock Exchange.
They are also SSE 380, SSE 180 and SSE 50 Indexes for top 380, 180 and 50 companies respectively.
Weighting and calculation
SSE Indices are all calculated using a Paasche weighted composite price index formula. This means that the index is based on a base period on a specific base day for its calculation. The base day for SSE Composite Index is December 19, 1990, and the base period is the total market capitalization of all stocks of that day. The Base Value is 100. The index was launched on July 15, 1991.
- The formula is:
Current index = Current total market cap of constituents × Base Value / Base Period
Total market capitalization = ∑ (price × shares issued)
- The B share stocks are generally denominated in US dollars for calculation purposes. For calculation of other indices, B share stock prices are converted to RMB at the applicable exchange rate (the middle price of US dollar on the last trading day of each week) at China Foreign Exchange Trading Center and then published by the exchange.
See also
References
External links
- Bloomberg page for SHCOMP:IND
- Realtime chart at Sina.com
- ^SSEC: Summary for SSE COMPOSITE - Yahoo! Finance
- Shanghai Composite Index Profile at Wikinvest
- Reuters page for .SSEC
- Historical index constituents of SSE 180 Index