中国金融信息网讯 为推进我国证券市场产品创新,为投资者提供新的投资标的和业绩基准,中证指数有限公司将于2019年2月27日正式发布中证ECPI ESG 80指数。
中证ECPI ESG 80指数从沪深300空间中选取ESG评分在E+以上,过去6个月波动率最低的80只股票作为成分股,并采用波动率倒数加权,为指数化投资提供新的标的。
指数以2011年6月30日为基日,以该日收盘后所有样本股的调整市值为基期,以1000点为基点。
关于选样方法,首先,对样本空间内股票采用ECPI可持续发展评级体系,运用ESG方法从环境、社会和治理三方面进行评级,依据评级结果选取评级E+以上的公司作为待选样本;其次,根据过去6个月的日收益率计算的年化波动率升序排序,选取排名前80只股票作为成分股。
附:样本名单
指数代码 Index Code |
指数简称 Index Name |
指数英文名称 Index Name (Eng.) |
证券代码 Stock Code |
证券中文简称 Stock Name |
证券英文简称 Stock Name (Eng.) |
931148 | ESG80 | ESG80 | 601988 | 中国银行 | Bank of China Limited |
931148 | ESG80 | ESG80 | 601328 | 交通银行 | Bank of Communications Co.,Ltd. |
931148 | ESG80 | ESG80 | 600900 | 长江电力 | China Yangtze Power Co., Ltd. |
931148 | ESG80 | ESG80 | 601169 | 北京银行 | Bank of Beijing Co., Ltd. |
931148 | ESG80 | ESG80 | 600016 | 民生银行 | China Minsheng Banking Corp., Ltd. |
931148 | ESG80 | ESG80 | 600177 | 雅戈尔 | Youngor Group Co.,Ltd. |
931148 | ESG80 | ESG80 | 601818 | 光大银行 | China Everbright Bank Company Limited |
931148 | ESG80 | ESG80 | 600000 | 浦发银行 | Shanghai Pudong Development Bank Co.,Ltd. |
931148 | ESG80 | ESG80 | 601998 | 中信银行 | China CITIC Bank Corporation Limited |
931148 | ESG80 | ESG80 | 601989 | 中国重工 | China Shipbuilding Industry Company Limited |
931148 | ESG80 | ESG80 | 600688 | 上海石化 | Sinopec Shanghai Petrochemical Company Limited |
931148 | ESG80 | ESG80 | 601009 | 南京银行 | Bank of Nanjing Co.,Ltd. |
931148 | ESG80 | ESG80 | 601018 | 宁波港 | Ningbo Zhoushan Port Company Limited |
931148 | ESG80 | ESG80 | 601166 | 兴业银行 | Industrial Bank Co.,Ltd. |
931148 | ESG80 | ESG80 | 600015 | 华夏银行 | Hua Xia Bank Co.,Limited |
931148 | ESG80 | ESG80 | 000157 | 中联重科 | Zoomlion Heavy Industry Science and Technology Co., Ltd. |
931148 | ESG80 | ESG80 | 600219 | 南山铝业 | Shandong Nanshan Aluminium Co., Ltd. |
931148 | ESG80 | ESG80 | 601288 | 农业银行 | Agricultural Bank of China Limited |
931148 | ESG80 | ESG80 | 601006 | 大秦铁路 | Daqin Railway Co., Ltd. |
931148 | ESG80 | ESG80 | 600089 | 特变电工 | TBEA Co.,Ltd. |
931148 | ESG80 | ESG80 | 601390 | 中国中铁 | China Railway Group Limited |
931148 | ESG80 | ESG80 | 601398 | 工商银行 | Industrial and Commercial Bank of China Limited |
931148 | ESG80 | ESG80 | 601991 | 大唐发电 | Datang International Power Generation Co.,Ltd. |
931148 | ESG80 | ESG80 | 600415 | 小商品城 | Zhejiang China Commodities City Group Co.,Ltd. |
931148 | ESG80 | ESG80 | 601618 | 中国中冶 | Metallurgical Corporation of China Ltd. |
931148 | ESG80 | ESG80 | 600018 | 上港集团 | Shanghai International Port (Group) Co., Ltd |
931148 | ESG80 | ESG80 | 000709 | 河钢股份 | HBIS Company Limited |
931148 | ESG80 | ESG80 | 601898 | 中煤能源 | China Coal Energy Company Limited |
931148 | ESG80 | ESG80 | 601958 | 金钼股份 | Jinduicheng Molybdenum Co.,Ltd. |
931148 | ESG80 | ESG80 | 600406 | 国电南瑞 | NARI Technology Co., Ltd. |
931148 | ESG80 | ESG80 | 601333 | 广深铁路 | Guangshen Railway Company Limited |
931148 | ESG80 | ESG80 | 000338 | 潍柴动力 | Weichai Power Co.,Ltd. |
931148 | ESG80 | ESG80 | 000876 | 新希望 | New Hope Liuhe Co.,Ltd |
931148 | ESG80 | ESG80 | 002142 | 宁波银行 | Bank of Ningbo Co.,Ltd |
931148 | ESG80 | ESG80 | 601669 | 中国电建 | Power Construction Corporation of China,Ltd(Powerchinaltd) |
931148 | ESG80 | ESG80 | 601117 | 中国化学 | China National Chemical Engineering Co., Ltd. |
931148 | ESG80 | ESG80 | 000423 | 东阿阿胶 | Dong-E-E-Jiao Co., Ltd. |
931148 | ESG80 | ESG80 | 600549 | 厦门钨业 | Xiamen Tungsten Co.,Ltd |
931148 | ESG80 | ESG80 | 600893 | 航发动力 | Aecc Aviation Power Co,Ltd |
931148 | ESG80 | ESG80 | 600050 | 中国联通 | China United Network Communications Limited |
931148 | ESG80 | ESG80 | 000425 | 徐工机械 | XCMG Construction Machinery Co., Ltd. |
931148 | ESG80 | ESG80 | 000776 | 广发证券 | GF Securities Co., Ltd. |
931148 | ESG80 | ESG80 | 600153 | 建发股份 | XIAMEN C&D INC. |
931148 | ESG80 | ESG80 | 600111 | 北方稀土 | China Northern Rare Earth (Group) High-Tech Co.,Ltd |
931148 | ESG80 | ESG80 | 000402 | 金融街 | Financial Street Holdings Co., Ltd. |
931148 | ESG80 | ESG80 | 601766 | 中国中车 | CRRC Corporation Limited |
931148 | ESG80 | ESG80 | 000100 | TCL集团 | TCL Corporation |
931148 | ESG80 | ESG80 | 600660 | 福耀玻璃 | Fuyao Glass Industry Group Co.,Ltd |
931148 | ESG80 | ESG80 | 601933 | 永辉超市 | Yonghui Superstores Co., Ltd. |
931148 | ESG80 | ESG80 | 600104 | 上汽集团 | SAIC Motor Corporation Limited |
931148 | ESG80 | ESG80 | 601668 | 中国建筑 | China State Construction Engineering Corporation Limited |
931148 | ESG80 | ESG80 | 000625 | 长安汽车 | Chongqing Changan Automobile Company Limited |
931148 | ESG80 | ESG80 | 600036 | 招商银行 | China Merchants Bank Co., Ltd. |
931148 | ESG80 | ESG80 | 000060 | 中金岭南 | Shenzhen Zhongjin Lingnan Nonfemet Co. Ltd. |
931148 | ESG80 | ESG80 | 000651 | 格力电器 | Gree Electric Appliances,Inc. of Zhuhai |
931148 | ESG80 | ESG80 | 600741 | 华域汽车 | HUAYU Automotive Systems Company Limited |
931148 | ESG80 | ESG80 | 601600 | 中国铝业 | Aluminum Corporation of China Limited |
931148 | ESG80 | ESG80 | 601877 | 正泰电器 | Zhejiang Chint Electrics Co.,Ltd |
931148 | ESG80 | ESG80 | 000001 | 平安银行 | Ping An Bank Co., Ltd. |
931148 | ESG80 | ESG80 | 600019 | 宝钢股份 | Baoshan Iron & Steel Co.,Ltd. |
931148 | ESG80 | ESG80 | 600383 | 金地集团 | Gemdale Corporation |
931148 | ESG80 | ESG80 | 600068 | 葛洲坝 | China Gezhouba Group Company Limited |
931148 | ESG80 | ESG80 | 000333 | 美的集团 | Midea Group Co.,Ltd. |
931148 | ESG80 | ESG80 | 002081 | 金螳螂 | Suzhou Gold Mantis Construction Decoration Co.,Ltd. |
931148 | ESG80 | ESG80 | 600583 | 海油工程 | Offshore Oil Engineering Co.,Ltd. |
931148 | ESG80 | ESG80 | 601919 | 中远海控 | COSCO SHIPPING HoldingsCo., Ltd. |
931148 | ESG80 | ESG80 | 002493 | 荣盛石化 | Rongsheng Petrochemical Co., Ltd. |
931148 | ESG80 | ESG80 | 000725 | 京东方A | BOE Technology Group Co.,Ltd. |
931148 | ESG80 | ESG80 | 601601 | 中国太保 | China Pacific Insurance (Group) Co., Ltd. |
931148 | ESG80 | ESG80 | 600066 | 宇通客车 | Zhengzhou Yutong Bus Co.,Ltd. |
931148 | ESG80 | ESG80 | 601788 | 光大证券 | Everbright Securities Company Limited |
931148 | ESG80 | ESG80 | 600188 | 兖州煤业 | Yanzhou Coal Mining Company Limited |
931148 | ESG80 | ESG80 | 000783 | 长江证券 | Changjiang Securities Company Limited |
931148 | ESG80 | ESG80 | 600519 | 贵州茅台 | Kweichow Moutai Co.,Ltd. |
931148 | ESG80 | ESG80 | 000895 | 双汇发展 | Henan Shuanghui Investment & Development Co.,Ltd. |
931148 | ESG80 | ESG80 | 600011 | 华能国际 | Huaneng Power International,Inc. |
931148 | ESG80 | ESG80 | 002146 | 荣盛发展 | Risesun Real Estate Development Co.,Ltd. |
931148 | ESG80 | ESG80 | 600535 | 天士力 | TASLY PHARMACEUTICAL GROUP CO.,LTD. |
931148 | ESG80 | ESG80 | 600690 | 青岛海尔 | Qingdao Haier Co.,Ltd. |
931148 | ESG80 | ESG80 | 000858 | 五粮液 | Wuliangye Yibin Co.,Ltd |