The S&P/CITIC China Style index suite address two distinct needs. The first is for
exhaustive style indices that can effectively form the basis for index funds and
derivatives, providing broad, cost-efficient exposure to a certain style segment. The
second need is for narrow, style-pure indices that provide a pure style return series, and
serve as the basis for style-concentrated investment vehicles or “style spread” products. These indices use a multi-factor methodology to calculate growth and value in separate dimensions.
Index constituents exhibit the following characteristics:
Index Governance and Policy
This index is maintained by the S&P/CITIC Index Committee, comprised of five members representing both CITIC Securities and Standard & Poor's. Committee oversight gives investors the benefit of Standard & Poor's depth of experience, research and analytic capabilities, combined with CITIC Securities' intimate local industry knowledge. It follows a set of published guidelines and policies that provide the transparent methodologies used to maintain the index.