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FTSE/Xinhua China 25 Index (富時新華中國25指數)  $FXT, ^FXT

 

即國際間之中國公司最大與流通性前25大公司,含H股與紅籌股(港證交所交易股票)

在香港上市的大型且具流動性中國股票,這個自由浮動調整的指數涵蓋在任何流通股票的10%,以確保具有廣泛代表性的中國經濟。

The FTSE/Xinhua China 25 Index is comprised of 25 of the largest and most liquid Chinese stocks listed on the Hong Kong Stock Exchange (HKEX). This free float-adjusted index caps the weight of any of constituent stock at 10% to ensure broad representation of the Chinese economy.

 

Top 10 Index Companies1

Weight

China Mobile Ltd. 中國移動

10.90%

Industrial & Commercial Bank of China Ltd.-H

中國工商銀行(亞洲)

8.75%

China Life Insurance Co.

中國人壽保險股份有限公司

7.82%

Petrochina Co. Ltd.-H

中國石油天然氣股份有限

7.24%

China Construction Bank

中國建設銀行

6.66%

Bank of China Ltd.- H

中國銀行

4.45%

CNOOC Ltd.

中國海洋石油

4.36%

China Merchants Bank-H

招商銀行

4.10%

China Unicom Ltd.

中國聯通

4.08%

BOC Hong Kong (Holdings) Ltd.

中國銀行(香港) 有限公司

4.06%

1 = ProShares may invest in equity securities and/or financial instruments (including derivatives) that in combination, should have similar daily price return characteristics to the fund's benchmark.

 

Index Sector Weightings2

 

Financial

44.11%

Energy

21.33%

Communications

20.33%

Industrial

6.04%

Diversified

2.69%

Basic Materials

2.27%

Utilities

1.92%

Consumer, Cyclical

1.32%

2 = Sum of weightings may not equal 100% due to rounding.

Fundamentals

Total Number
of Companies

Price/Earnings
Ratio

Price/Book
Ratio

Dividend Yield 3
(%)

Average
Index Market
Capitalization

25

17.36

3.03

1.79

$713,062,370,400

 

 

iShares FTSE/Xinhua China 25 Index (Public, NYSE:FXI) FXI 中國富時新華25指數。

 

Top Holdings *(Daily) as of 7/9/2008

View All Holdings

9.08%

IND & COMM BK OF CHINA - H

8.89%

CHINA MOBILE LTD

8.30%

CHINA LIFE INSURANCE CO-H

7.60%

PETROCHINA CO LTD-H

6.47%

CNOOC LTD

4.52%

BOC HONG KONG HOLDINGS LTD

4.49%

CHINA PETROLEUM & CHEMICAL-H

4.32%

CHINA CONSTRUCTION BANK-H

4.09%

BANK OF CHINA LTD - H

3.99%

BANK OF COMMUNICATIONS CO-H

 

Fees and expenses

Expense Ratio

0.74%

Gross Expense Ratio

0.74%

Net Expense Ratio

0.74%

Management Fee

0.74%



 Volatility measures

1-year standard deviation

47.30

Mean

86.36

3-year Sharpe ratio

1.16

3-year Treynor ratio

18.38

 

 

 

FXP 雙倍放空富時新華中國25指數)

PROSHARES TR (Public, AMEX:FXP)

目標:在扣除費用前能達到與新華中國25指數反向的雙倍報酬

 

 

主要持股

Security Description

Notional Value

Market Value

Shares/ Contracts

FTSE CHN SWAPS

(1,125,839,296.30)

-

(963,645.84)

Net Other Assets / Cash

-

557,440,903.48

557,440,903.48

 

Fees and expenses

Expense Ratio

0.95%

Gross Expense Ratio

NA

Net Expense Ratio

NA

Management Fee

0.75%



 Volatility measures

1-year standard deviation

NA

Mean

0.00

3-year Sharpe ratio

NA

3-year Treynor ratio

NA

 

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