Shanghai Stock Exchange 50 Index (SSE 50) Overview
Index Composition
The SSE 50 Index comprises the top 50 largest and most liquid stocks listed on the Shanghai Stock Exchange.
- Selected companies must meet strict market capitalization criteria
- Regularly updated quarterly to maintain market relevance
Current Component Stocks (as of Q3 2023)
Rank | Company Name | Market Cap (BRL) | P/E Ratio |
---|---|---|---|
1 | China Shenhua | ¥3.2T | 12.5 |
2 | China Merchants Bank | ¥2.8T | 8.9 |
3 | State Grid Corporation | ¥2.5T | 15.3 |
Index Characteristics
Market Representation: Tracks 10% of total market capitalization
Weighting Method: Equal-weighted methodology
Performance Metrics
- Average annual return: 8.7% (2018-2022)
- Maximum drawdown: 23.4% (2022 correction)
Investment Considerations
Advantages:
- Reflects China's economic leadership
- Proven diversification benefits
Risks:
- Regulatory policy changes
- Global economic cycles
Historical Volatility
Year | Standard Deviation | Sharpe Ratio |
---|---|---|
2020 | 18.2% | 0.65 |
2021 | 22.5% | 0.58 |
Research Sources
- Shanghai Stock Exchange Annual Reports
- Bank of China Research Institute (2022)
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