FTSE Russell Factsheet

FTSE China A-H 50 Index (Chinese)

Data as at: 31 August 2023
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富时中国 A-H50 指数旨在反映在中华人民共和国注册成立的大型公司的证券﹙即“A”股及/或“H” FEATURES

股﹚的表现。富时中国 A-H50 指数在公司层面上的成分股与富时中国 A50 指数相同。每家公司仅
有一个股份类别被选定作为其代表，即“A”股或“H”股。 目标

10 年业绩表现 – 总收益 本指数旨在用于创建指数跟踪基金和衍生产

(CNY) 品，以及用作业绩表现基准。
350
可投资性
300
对股票进行选取和权重分配，以确保指数具
250
有可投资性
200

150 流动性
100 对股票进行筛选，以确保指数具有可交易
50 性。
Aug-2013 Aug-2014 Aug-2015 Aug-2016 Aug-2017 Aug-2018 Aug-2019 Aug-2020 Aug-2021 Aug-2022 Aug-2023
Data as at month end 透明度

FTSE China A-H 50 FTSE China A50 FTSE China 50

指数采用透明而基于规则的编制流程。指数
编制方法公开披露于富时罗素的网站。

收益率和波动率 – 总收益 可用性

Index (CNY) Return % Return pa %* Volatility %** 该指数的计算基于价格和总收益指数计算方

3M 6M YTD 12M 3YR 5YR 3YR 5YR 1YR 3YR 5YR 法，提供实时（更新频率少于 1 秒）和日终
FTSE China A-H 50 4.7 -3.6 -0.7 -4.3 -9.9 25.7 -3.4 4.7 17.8 19.0 19.9 数据。
FTSE China A50 4.8 -3.2 -0.4 -4.2 -13.5 27.3 -4.7 4.9 17.4 18.2 19.9 行业分类基准（ICB）
FTSE China 50 8.9 4.0 1.8 -1.5 -27.5 -19.1 -10.2 -4.1 30.6 26.7 23.3
依据产业行业分析领域的全球标准“行业分类
* Compound annual returns measured over 3 and 5 years respectively
基准”（ICB）对指数的成分股进行分类。
** Volatility – 1YR based on 12 months daily data. 3YR based on weekly data (Wednesday to Wednesday). 5YR based on monthly data

年度收益率 – 总收益

Index % (CNY) 2013 2014 2015 2016 2017 2018 2019 2020 2021 2022
FTSE China A-H 50 -8.6 62.6 -5.2 5.6 32.2 -14.7 39.9 21.7 -7.4 -13.1

FTSE China A50 -11.7 68.8 -4.8 -4.0 35.7 -19.1 42.5 26.5 -9.4 -15.0

FTSE China 50 -2.9 16.2 -7.0 10.1 27.4 -6.7 16.6 4.7 -21.9 -12.0

收益/风险比率和回撤 – 总收益
Index (CNY) Return/Risk Ratio Drawdown (%)

1YR 3YR 5YR 10YR 1YR 3YR 5YR 10YR

FTSE China A-H 50 -0.2 -0.2 0.2 0.4 -18.7 -41.7 -41.7 -43.0

FTSE China A50 -0.3 -0.3 0.2 0.4 -17.2 -41.7 -41.7 -42.0

FTSE China 50 0.0 -0.4 -0.2 0.1 -27.4 -55.1 -55.1 -55.1

Return/Risk Ratio – based on compound annual returns and volatility in Performance and Volatility table
Drawdown - based on daily data

Source: FTSE Russell as at 31 August 2023. Past performance is no guarantee of future results. 1 of 3
Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information.
FTSE China A-H 50 Index (Chinese) Data as at: 31 August 2023

前五大成分股 - 富时中国 A-H50 指数 INFORMATION

Constituent ICB Sector Net MCap (CNYm) Wgt %
指数选股范围
Kweichow Moutai (A) (SC SH) Beverages 648,979 15.80

Contemporary Amperex Technology (A) (SC SZ) Electronic and Electrical Equipment 290,881 7.08 富时中国 A50 指数
China Merchants Bank (A) (SC SH) Banks 182,046 4.43 指数发布日期
Wuliangye Yibin (A) (SC SZ) Beverages 169,274 4.12
2016 年 2 月 15 日
China Yangtze Power (A) (SC SH) Electricity 146,014 3.56
基日
Totals 1,437,194 35.00
2003 年 7 月 21 日
ICB 超级行业占比细分
基点
FTSE China A-H 50 FTSE China A50
5000
ICB Code ICB Supersector No. of Net MCap (CNYm) Wgt % No. of Net MCap (CNYm) Wgt %
Cons Cons
可投资性筛选
1510 Telecommunications 2 142,338 3.47 2 142,295 3.43
实际自由流通比例和流动性筛选
2010 Health Care 4 277,244 6.75 4 271,525 6.55

3010 Banks 12 773,184 18.83 12 801,067 19.32 指数计算

3020 Financial Services 2 141,325 3.44 2 146,104 3.52 实时和收盘指数
3030 Insurance 3 200,613 4.89 3 218,220 5.26
日终发布
4010 Automobiles and Parts 3 439,208 10.70 3 437,369 10.55

4020 Consumer Products and Services 2 63,052 1.54 2 61,620 1.49 通过 FTP 和电子邮件

4040 Retailers 1 56,906 1.39 1 59,466 1.43 币种

4510 Food Beverage and Tobacco 9 1,234,617 30.07 9 1,234,245 29.77
人民币
5010 Construction and Materials 1 66,037 1.61 1 66,017 1.59
审核日期
5020 Industrial Goods and Services 2 100,203 2.44 2 100,173 2.42

5510 Basic Resources 1 72,590 1.77 1 71,161 1.72 季度审核，3 月、6 月、9 月和 12 月
5520 Chemicals 1 82,333 2.01 1 82,308 1.98

6010 Energy 6 310,683 7.57 6 309,076 7.45

6510 Utilities 1 146,014 3.56 1 145,970 3.52

Totals 50 4,106,345 100.00 50 4,146,614 100.00

指数特征
Attributes FTSE China A-H 50 FTSE China A50
Number of constituents 50 50

Net MCap (CNYm) 4,106,345 4,146,614

Dividend Yield % 3.38 2.94

Constituent Sizes (Net MCap CNYm)

Average 82,127 82,932

Largest 648,979 648,783

Smallest 14,494 14,854

Median 59,974 59,491

Weight of Largest Constituent (%) 15.80 15.65

Top 10 Holdings (% Index MCap) 48.25 48.18

31 August 2023

Source: FTSE Russell as at 31 August 2023. Past performance is no guarantee of future results. 2 of 3
Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information.
FTSE China A-H 50 Index (Chinese) Data as at: 31 August 2023

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Source: FTSE Russell as at 31 August 2023. Past performance is no guarantee of future results. 3 of 3
Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information.