The Methodology of CSI Dividend Growth Strategy Index Will Be Amended
The details are as following:
(1) The index name will be changed to CSI Dividend Growth Index;
(2) Deleting the bottom 20% securities by average daily total market capitalization is added to the eligibility criteria;
(3) Screening based on dividend payout ratio, change in net income and ROE is added;
(4) Constituents Selection is changed to select the top 50 securities by the Dividend Performance Score based on consecutive dividend paying years and dividend payment growth rate;
(5) The weighting method is changed to be weighted by 3-year average annual dividend payment, the weight of each constituent is capped at 15%, the total weight of top 5 constituents is capped at 60% and the weight of each sector is capped at 30%; (6) The frequency of periodical review is changed to be semi-annually. The rest of the index methodology remains unchanged.
Methodology：
Index Constituents:
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