CHINESE STOCK MARKET SCALE AND VALUE INDEX CONSTRUCTION METHOD

摘要

Disclosed by the present invention is a Chinese stock market scale and value index construction method; in the present invention, Chinese stock A shares are divided according to scale, value, and like dimensions to construct several different indexes: small-scale value, medium-scale value, large-scale value, small-scale mixing, medium-scale mixing, large-scale mixing, small-scale growth, medium-scale growth, and large-scale growth; blocks of the A shares are subdivided such that same are more targeted so as to guide a stock market participant; at the same time, samples ranked at the bottom are discarded when samples of the index in the present application dynamically change such that the index thereof remains true.