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Hang Seng Index




HSI was started on November 24 , 1969 , compiled and maintained by ''HSI Services Limited'', which is a wholly-owned subsidiary of Hang Seng Bank , the second largest bank listed in Hong Kong in terms of market capitalisation.

It is responsible for compiling, publishing and managing the Hang Seng Index and a range of other stock indexes, such as ''Hang Seng Composite Index'', ''Hang Seng HK MidCap Index'', etc.


COMPONENTS

On January 2, 1985, four subindices were established in order to make the index clearer and to classify these 33 constituent stocks into 4 distinct sectors. They are namely:

Hang Seng Finance Index




The Hang Seng Composite Index Series (恒生綜合指數) was launched on October 3, 2001, targeting on providing a broad standard of the performance of the Hong Kong stock market. Comprising the top 200 listed companies in terms of market capitalisation, it is composed of the geographical series and the industry series. The market capitalization of these companies accounts for about 97% of the total capitalization of the stocks in Hong Kong. To ensure fairness in its activities, the HSI Services established the Independent Advisory Committee to give advice on issues regarding the management of HSI. The Committee keeps reviewing the constituent stocks of HSI. Usual changes are expected.

Another new HSI Services approved stock market index is the FTSE/Xinhua China 25 Index (a joint venture between the FTSE Group and Xinhua Finance) which was launched on October 25, 2004, targeting Chinese red chip companies.


THE HANG SENG STOCK CLASSIFICATION SYSTEM


The Hang Seng Stock Classification System is a comprehensive system designed for the Hong Kong stock market by HSI Services Limited. It reflects the stock performance in different sectors. It caters for the '''unique characteristics''' of the Hong Kong stock market and maintains the '''international compatibility''' with a mapping to the FTSE Global Classification System, which is compiled and administered by FTSE International Limited.

General Classification Guidelines:

i) The sales revenue arising from each business area of a company is the primary parameter of stock classification, and the Net Profit will also be taken into consideration to determine whether that company's business runs well.

ii) A company will be classified into different sectors according to its majority source of sales revenue.

iii) Re-classification of a stock's Industry Sector will occur once the company's business has undergone a major change, such as, substantial Merger or Acquisition .

Industry Sectors:
  • Oil & Resources (資源礦產業)

  • Industrial Goods (工業製品業)

  • Consumer Goods (消費品製造業)

  • Services (服務業)

  • Utilities (公共事業)

  • Financials (金融業)

  • Properties & Construction (地產建築業)

  • Information Technology (資訊科技業)

  • Conglomerates (綜合企業)


Source of Information

The classification of each stock is based on the information available to the public, for examples the annual reports and company announcements.


SELECTION CRITERIA FOR THE HSI CONSTITUENT STOCKS


HSI constituent stocks are selected with the use of extensive analysis, together with external consultation. To be qualified for selection, a company:

  • must be among those that comprise top 90% of the total market value of all ordinary shares;

  • must be among those that comprise top 90% of the total turnover on the Stock Exchange of Hong Kong Limited "SEHK" (香港交易所);

  • should have a listing history of 24 months; and

  • should not be a foreign company as defined by the SEHK.


Among the eligible candidates, final selections are based on their:
  • market capitalisation and turnover rankings;

  • representation of the respective sub-sectors within HSI; and

  • financial performance.



CALCULATION FORMULA FOR HSI


The current Hang Seng Index is calculated from this formula:

extrm{Current~Index}= rac{ extrm{Today's~Aggregate~Market~Capitalisation}}{ extrm{Yesterday's~Aggregate~Market~Capitalisation}} imes extrm{Closing~Index}

Descriptions on parameters:
  • ''CurrentIndex'': Today's Current Index

  • ''ClosingIndex'': Yesterday's Closing Index

  • ''Today'sAggregateMarketCapitalisation'': Today's Current Aggregate Market Capitalisation of Constituent Stocks

  • ''Yesterday'sAggregateMarketCapitalisation'': Yesterday's Closing Aggregate Market Capitalisation of Constituent Stocks


Remarks: the base index and the base day is 100 and 31 July, 1964 respectively.


DAILY REPORTS FOR HSI


People keep watching the following reports for investment activities:

  • Hang Seng Indexes Daily Bulletin

  • Hang Seng Index (HSI) Constituent Stocks Performance

  • Hang Seng Composite Index Series Constituent Stocks Performance

  • Index Performance Summary



REPRESENTITIVENESS OF THE HSI


The representativeness of the HSI can be studied by the turnover of the whole stock market and by how much its market capitalisation covers. The aggregate market value of the HSI constituent stocks is maintained at approximately 70% of the total market value. This coverage ratio is a positive sign when compared with major overseas stock indices.

The representativeness of the HSI can also be observed by its resemblance with the movements of the All Ordinaries Index (AOI) compiled by the SEHK, which includes all listed stocks on the SEHK.


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