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Hong Kong-listed Mainland-listed Cross-market
-9.9%
-13.4%
-16.9%
HSI
HSCEI
HSTECH
1 month change
Highlights
• The Hong Kong market dropped in July with tech stocks plunge on the rising concerns of regulatory clampdowns. Month-on-month ('MoM'), the Hang Seng Index (‘HSI’) and the Hang Seng China Enterprises Index (‘HSCEI’) dropped by 9.9% and 13.4% respectively, with their corresponding HSI Volatility Index ('VHSI') and HSCEI Volatility Index ('VHSCEI') surged 56% and 83%, respectively, to 25 and 31.
• The Hang Seng TECH Index, which tracks major technology players listed in Hong Kong, fell by 16.9% MoM.
• The Hang Seng Stock Connect China 500 Index, which reflects the overall performance of the 500 largest listed companies in Hong Kong and/or mainland China, fell by 9.5% MoM. The Hang Seng Stock Connect China A 300 Index, which measures the performance of the top 300 largest A-share stocks, fell by 7.8% MoM.
• Among the Hang Seng Composite Index sectors, Materials was the best performer (+12.9% MoM), while Information Technology fared the worst (-19.4% MoM).
• Within the ESG Indexes Series, the Hang Seng Corporate Sustainability Index was the best performer (-2.3% MoM) in the Hong Kong market, while the Hang Seng (China A) Corporate Sustainability Index was the best performer (-1.0% MoM) in the Mainland / Cross market.
• In the universe of thematic indexes, the Hang Seng REIT Index was the best performer (+0.3% MoM) in the Hong Kong market, while the Hang Seng Shanghai-Shenzhen-Hong Kong NextGen Communications Index was the best performer (+3.4% MoM) in the Mainland / Cross market.
• For the newly launched Hang Seng Smart Beta Index Series, the parent index Hang Seng Large-Mid Cap (Investable) Index was down by 11.0% MoM in July. Within this universe, the Hang Seng Smart Beta Select Index, which captures exposure to the 'Momentum' factor, delivered the best performance, declining by 7.9% MoM compared with -8.0% MoM for its corresponding Comprehensive Index.
• The Hang Seng Stock Connect Greater Bay Area Composite Index decreased by 8.9% MoM. For the sub-indexes that measure performance by market, region, industry, and thematic/factor & strategy, the respective outperformers were Hong Kong (-8.3% MoM), Hong Kong (-3.1% MoM), Industrials (+1.5% MoM) and Innovation Top 50 (-5.0% MoM).
• As at 31 July, assets under management (‘AUM’) in products passively tracking indexes in the Hang Seng Family of Indexes was about US$40.1 billion (-8.4% MoM). AUM in exchange-traded products linked to the HSI, HSCEI and HSTECH were US$20.6 billion (-8.4% MoM), US$4.3 billion (-17.3% MoM) and US$4.3 billion (-8.5% MoM) respectively.
-7.8%
-10.8%
-10.9%
Hang Seng Stock ConnectChina A 300
Hang Seng China A IndustryTop
Hang Seng China A Top100
1 month change
-8.9%
-9.5%
-14.1%
Hang Seng Stock ConnectGreater Bay Area
Composite
Hang Seng Stock ConnectChina 500
Hang Seng China 50
1 month change
Jul 2021
1
#PUBLIC
Point Change Contribution (1 month)
Hang Seng Index (HSI)/
HSI Volatility Index (VHSI)
Hang Seng China Enterprises Index (HSCEI)/
HSCEI Volatility Index (VHSCEI)
Hang Seng Index (HSI) -
Historical Dividend Yield and PE Ratio
10
15
20
25
30
35
20,000
23,000
26,000
29,000
32,000
35,000
VH
SI
HS
I
HSI VHSI
10
15
20
25
30
35
40
45
8,000
9,000
10,000
11,000
12,000
13,000
VH
SC
EI
HS
CE
I
HSCEI VHSCEI
2.0
2.5
3.0
3.5
4.0
4.5
5.0
6
8
10
12
14
16
18
20
Jul-16 Jul-17 Jul-18 Jul-19 Jul-20 Jul-21
Div
idend Y
ield
PE
PE Ratio Dividend Yield
Point change % change Point change % change Point change % change
Hang Seng Index -2,866.9 -9.9% Hang Seng China Enterprises Index -1,430.2 -13.4% Hang Seng TECH Index -1,374.4 -16.9%
Top Contributor Top Contributor Top Contributor
0388.HK HKEX 90.8 0981.HK SMIC 16.7 0981.HK SMIC 51.1
0175.HK GEELY AUTO 18.8 2688.HK ENN ENERGY 14.0 1347.HK HUA HONG SEMI 11.3
0002.HK CLP HOLDINGS 14.8 0175.HK GEELY AUTO 10.3 2518.HK AUTOHOME-S -2.3
0003.HK HK & CHINA GAS 14.6 1211.HK BYD COMPANY 6.0 6690.HK HAIER SMARTHOME -3.8
0066.HK MTR CORPORATION 11.3 9633.HK NONGFU SPRING 2.9 6060.HK ZA ONLINE -4.5
* Note: The contributions shown are in index point.
Top Performer Top Performer Top Performer
0388.HK HKEX 7.2% 0981.HK SMIC 13.6% 1347.HK HUA HONG SEMI 14.3%
0101.HK HANG LUNG PPT 6.6% 2688.HK ENN ENERGY 9.9% 0981.HK SMIC 13.6%
0066.HK MTR CORPORATION 6.5% 0175.HK GEELY AUTO 6.1% 6690.HK HAIER SMARTHOME -1.8%
0175.HK GEELY AUTO 6.1% 1211.HK BYD COMPANY 2.9% 2382.HK SUNNY OPTICAL -4.2%
0006.HK POWER ASSETS 5.4% 9633.HK NONGFU SPRING 2.7% 6060.HK ZA ONLINE -4.3%
2
#PUBLIC
Hang Seng Composite Index and Related Index SeriesHang Seng Composite Index (HSCI) - Industry Indexes Hang Seng Composite Index - Industry Weighting
*Note: Weightings may not add up to 100% due to rounding
Hang Seng Composite Index (HSCI) - Size Indexes Hang Seng Composite Index - Size Weighting
* Note: *Note: Weightings may not add up to 100% due to rounding
Energy, 1.9%
Materials, 1.4%
Industrials, 4.3%
Consumer Discretionary,
12.6%
Consumer Staples, 3.4%
Healthcare, 7.8%
Telecommunications, 2.3%
Utilities, 4.4%
Financials, 26.1%
Properties & Construction,
9.3%
Information Technology,
25.1%
Conglomerates, 1.4%
Large Cap, 78.6%
Mid Cap, 16.5%
Small Cap, 4.9%
Large Cap: Hang Seng Composite LargeCap Index
Mid Cap: Hang Seng Composite MidCap Index
Small Cap: Hang Seng Composite SmallCap Index
-11.2%
12.9%
3.6%
-0.8%
-5.1%
-5.5%
-8.9%
-10.0%
-11.3%
-11.3%
-12.8%
-16.7%
-19.4%
Materials
Utilities
Telecommunications
Conglomerates
Financials
Consumer Discretionary
Energy
HSCI
Industrials
Consumer Staples
Properties & Construction
Healthcare
Information Technology
1-month change
-9.9%
-11.4%
-12.3%
-11.2%
Mid Cap
HSCI
Large Cap
Small Cap
1-month change
3
#PUBLIC
ESG Indexes - Hong Kong Market ESG Indexes - Mainland / Cross Market
Thematic Indexes - Hong Kong Market Thematic Indexes - Mainland / Cross Market
Strategic Indexes - Hang Seng Index Strategic Indexes - Hang Seng China Enterprises Index
ESG, Thematic and Strategic Indexes
-2.3%
-4.8%
-5.5%
-7.7%
-12.0%
Hang Seng Corporate Sustainability Index
Hang Seng ESG 50 Index
Hang Seng Corporate Sustainability BenchmarkIndex
HSI ESG Index
HSCEI ESG Index
1-month change
-1.0%
-2.4%
-4.5%
Hang Seng (China A) Corporate SustainabilityIndex
Hang Seng (Mainland and HK) CorporateSustainability Index
Hang Seng (China A) Corporate SustainabilityBenchmark Index
1-month change
0.3%
-8.6%
-10.8%
-11.5%
-11.9%
-16.5%
-17.9%
Hang Seng REIT Index
Hang Seng SCHK Mainland China Banks Index
Hang Seng Defensive Industries Index
Hang Seng SCHK China Technology Index
Hang Seng SCHK New Economy Index
Hang Seng Hong Kong-Listed Biotech Index
Hang Seng SCHK Mainland China HealthcareIndex
1-month change
3.4%
-2.6%
-3.8%
-7.8%
-12.1%
-12.3%
-12.9%
-14.9%
Hang Seng Shanghai-Shenzhen-Hong KongNextGen Communications Index
Hang Seng Stock Connect China NewInfrastructure Index
Hang Seng Shanghai-Shenzhen-Hong KongTechnology Select 50 Index
Hang Seng Shanghai-Shenzhen-Hong KongInnovative Drug Select 50 Index
Hang Seng China New Economy Index*
Hang Seng Stock Connect Biotech 50 Index
Hang Seng China A Defensive Industries Index
Hang Seng Shanghai-Shenzhen-Hong Kong E-Commerce Index
1-month change
9.7%
-8.5%
-9.2%
-10.2%
-19.6%
HSI Short Index
HSI Covered Call Index
Hang Seng Futures Index
Hang Seng Risk Adjusted Index - HSI 20%
HSI Leveraged Index
1-month change
*As of 30 Jul 2021
13.4%
-12.2%
-12.6%
-13.2%
-25.9%
HSCEI Short Index
HSCEI Covered Call Index
Hang Seng China Enterprises Futures Index
Hang Seng Risk Adjusted Index - HSCEI25%
HSCEI Leveraged Index
1-month change
4
#PUBLIC
Smart Beta Indexes Series
Low Volatility Quality
Low Size Dividend Yield
Momentum Value
-11.0%
-8.0%-8.8% -8.9% -9.0% -9.0% -9.3%
-7.9% -8.3% -8.5% -8.5% -8.6% -8.8%
-12%
-10%
-8%
-6%
-4%
-2%
0%
Large-Mid Cap(Investable) Momentum Low Volatility Value Dividend Yield Quality Low Size
1 month change
Composite Comprehensive Select
-10%
0%
10%
20%
30%
40%1 year change
Large-Mid Cap (Investable) Comprehensive Select
-10%
0%
10%
20%
30%
40%1 year change
Large-Mid Cap (Investable) Comprehensive Select
-10%
0%
10%
20%
30%
40%1 year change
Large-Mid Cap (Investable) Comprehensive Select
-10%
0%
10%
20%
30%
40%1 year change
Large-Mid Cap (Investable) Comprehensive Select
-10%
0%
10%
20%
30%
40%1 year change
Large-Mid Cap (Investable) Comprehensive Select
-10%
0%
10%
20%
30%
40%1 year change
Large-Mid Cap (Investable) Comprehensive Select
5
#PUBLIC
Hang Seng Stock Connect Greater Bay Area Composite Hang Seng Stock Connect Greater Bay Area Composite
Index - Region Weighting Index - Industry Weighting
*Note: Weightings may not add up to 100% due to rounding *Note: Weightings may not add up to 100% due to rounding
Market Indexes Region Indexes
* Note: Constituent selection is based on listing place. * Note: Constituent selection is based on headquarters or primary centre of operations.
Industry Indexes Thematic / Factor & Strategy Indexes
Hang Seng Stock Connect Greater Bay Area Index Series
-8.3%
-10.1%
Hong Kong
China A
1-month change
-8.9%
-3.1%
-9.0%
-12.2%
-13.6%
Hong Kong
Composite
Shenzhen-Dongguan-Huizhou
Macao-Zhuhai-Zhongshan-Jiangmen
Guangzhou-Foshan-Zhaoqing
1-month change
-8.9%
1.5%
-7.9%
-8.1%
-9.3%
-12.7%
-13.0%
Industrials
Information Technology
Financials
Composite
Consumer Goods
Consumer Services
Properties & Construction
1-month change
-8.9%
-5.0%
-5.3%
-8.6%
-9.5%
-10.1%
-11.6%
-12.0%
Innovation Top 50
New Economy
Infrastructure & Transportation
Composite
Quality Life
Region Top
High Dividend Yield
Quality Growth
1-month change
Industrials, 10.1%
Consumer Discretionary,
16.5%
Consumer Staples, 3.7%
Healthcare, 4.6%
Utilities, 2.5%
Financials, 34.5%
Properties & Construction,
12.3%
Information Technology,
13.4%
Other, 2.4%
Guangzhou-Foshan-
Zhaoqing, 13.7%
Hong Kong, 24.5%
Macao-Zhuhai-Zhongshan-
Jiangmen, 6.2%
Shenzhen-Dongguan-
Huizhou, 55.6%
6
#PUBLIC
Change
Index Name 1-Month 3-Month 12-Month YTD
Hang Seng Index and its related indexes
Hang Seng Index -9.94% -9.62% 5.55% -4.66% 16.06 2.43%
Sub-Indexes
Hang Seng Index - Finance -4.72% -9.47% 11.54% -3.61% 10.10 3.82%
Hang Seng Index - Utilities 4.49% 4.84% 14.47% 14.24% 21.55 3.86%
Hang Seng Index - Properties -8.70% -9.90% 0.77% -0.92% 13.68 4.27%
Hang Seng Index - Commerce & Industry -14.20% -10.22% 0.43% -6.93% 27.50 1.09%
Short & Leveraged
HSI Short Index 9.70% 7.77% -11.20% 0.15% - -
HSI 2x Short Index 19.38% 14.77% -24.26% -2.49% - -
HSI 1.25x Leveraged Index -12.39% -12.05% 6.30% -6.22% - -
HSI Leveraged Index -19.60% -19.33% 6.94% -11.70% - -
HSI 1.2x Leveraged KRW-converted Monthly Reset ER Index -12.13% -11.79% 5.48% -5.99% - -
Currency Hedged
HSI EUR Hedged Index -10.01% -9.81% 4.18% -5.25% - -
HSI GBP Hedged Index -9.83% -9.52% 4.59% -4.83% - -
HSI JPY Hedged Index -9.87% -9.59% 4.92% -4.88% - -
HSI KRW Hedged Index -10.09% -9.77% 5.15% -4.81% - -
HSI RMB Hedged Index -9.58% -8.74% 8.66% -2.82% - -
HSI EUR Daily Hedged Index -9.99% -9.81% 4.41% -5.21% - -
Strategy
Hang Seng Equal Weighted Index -7.97% -5.67% 8.10% 1.43% 15.09 3.28%
HSI Quanto HKDKRW Adjusted Index -10.02% -9.76% 4.93% -5.03% - -
HSI Covered Call Index -8.54% -6.02% -0.90% -4.83% - -
HSI 5% OTM Covered Call Index -9.68% -8.95% 6.78% -2.80% - -
Derivatives
HSI Volatility Index 56.38% 48.79% 5.86% 30.34% - -
Hang Seng Futures Index -9.22% -8.31% 7.97% -2.98% - -
Hang Seng Futures RMB FX Index -9.06% -8.15% 16.76% -2.15% - -
Risk Adjusted
Hang Seng Risk Adjusted Index - HSI 20% -10.21% -8.98% 7.35% -3.22% - -
Hang Seng Risk Adjusted Index (ER) - HSI 20% -10.22% -9.01% 7.02% -3.34% - -
Hang Seng China Enterprises Index and its related indexes
Hang Seng China Enterprises Index -13.41% -14.71% -8.04% -14.02% 12.56 2.67%
Short & Leveraged
Hang Seng China Enterprises Futures Short Index 13.23% 13.57% 2.02% 10.18% - -
Hang Seng China Enterprises Futures 2x Leveraged Index -24.40% -25.64% -14.88% -24.66% - -
HSCEI Short Index 13.38% 13.24% 1.12% 10.09% - -
HSCEI 2x Short Index 27.16% 26.31% -2.46% 17.11% - -
HSCEI Leveraged Index -25.93% -28.42% -19.44% -28.67% - -
HSCEI TR 2x Leveraged Index -24.85% -25.55% -15.02% -25.63% - -
HSCEI 1.2x Leveraged KRW-converted Monthly Reset ER Index -16.35% -17.91% -10.71% -17.09% - -
Currency Hedged
HSCEI EUR Hedged Index -13.48% -14.89% -9.08% -14.49% - -
HSCEI GBP Hedged Index -13.25% -14.56% -8.63% -14.05% - -
HSCEI JPY Hedged Index -13.31% -14.65% -8.59% -14.22% - -
HSCEI KRW Hedged Index -13.61% -14.91% -8.40% -14.17% - -
HSCEI RMB Hedged Index -13.05% -13.84% -5.19% -12.29% - -
HSCEI EUR Daily Hedged Index -13.46% -14.89% -9.02% -14.52% - -
Strategy
Hang Seng China Enterprises Equal Weighted Index -12.47% -14.25% -3.84% -10.66% 10.82 3.17%
Hang Seng China Enterprises Smart Index -13.39% -14.62% -7.91% -13.90% 12.35 2.77%
HSCEI Quanto HKDKRW Adjusted Index -13.51% -14.85% -8.60% -14.40% - -
HSCEI Covered Call Index -12.20% -11.35% -8.12% -10.91% - -
HSCEI 5% OTM Covered Call Index -13.01% -13.89% -6.93% -12.64% - -
HSCEI Daily Reset ER Index -13.42% -14.74% -8.32% -14.12% - -
HSCEI KRW-converted Daily Reset ER Index -13.50% -14.85% -8.78% -14.44% - -
HSCEI NTR KRW-converted Daily Reset 3.25% Decrement ER Index -13.16% -13.99% -9.14% -14.28% - -
HSCEI Futures KRW Hedged 3.4% Decrement Index (TR) -13.06% -14.10% -9.56% -13.81% - -
HSCEI NTR KRW Hedged 400 Points Decrement Index -13.34% -14.19% -9.38% -13.62% - -
Derivatives
HSCEI Volatility Index 83.13% 72.29% 27.40% 53.98% - -
Hang Seng China Enterprises Futures Index -12.58% -13.15% -5.84% -11.88% - -
Hang Seng China Enterprises Futures RMB FX Index -12.43% -12.99% 1.84% -11.11% - -
Risk Adjusted
Hang Seng Risk Adjusted Index - HSCEI 25% -13.22% -13.52% -6.13% -12.70% - -
Hang Seng Risk Adjusted Index (ER) - HSCEI 25% -13.23% -13.56% -6.42% -12.80% - -
PE Ratio
(Times)
Dividend
Yield
7
#PUBLIC
Change
Index Name 1-Month 3-Month 12-Month YTD
PE Ratio
(Times)
Dividend
YieldHang Seng TECH Index and its related indexes
Hang Seng TECH Index -16.85% -18.43% -5.23% -19.52% 126.45 0.34%
Short & Leveraged
HSTECH Futures 2x Short Index 31.66% 32.00% - 13.22% - -
HSTECH Futures 2x Leveraged Index -31.52% -35.05% - -39.35% - -
HSTECH Short Index 17.08% 17.92% -8.28% 13.01% - -
HSTECH 2x Leveraged Index -32.70% -35.94% -22.01% -41.12% - -
HSTECH 2x Short Index 33.66% 34.11% -26.67% 16.45% - -
HSTECH TR 2x Leveraged Index -32.50% -35.60% -21.44% -40.80% - -
Derivatives
HSTECH Futures Index -16.13% -17.80% - -18.30% - -
Hang Seng Composite Index and its related indexes
Hang Seng Composite Index -11.20% -11.50% 7.48% -6.76% 17.84 2.49%
Industry Sub-Indexes
Hang Seng Composite Industry Index - Energy -9.96% -4.73% 7.52% 10.73% 11.53 7.21%
Hang Seng Composite Industry Index - Information Technology -19.36% -21.43% -5.41% -21.01% 43.23 0.27%
Hang Seng Composite Industry Index - Conglomerates -5.13% -9.28% 14.68% 10.69% 8.75 4.36%
Hang Seng Composite Industry Index - Materials 12.87% 5.50% 78.48% 30.30% 22.13 1.64%
Hang Seng Composite Industry Index - Industrials -11.26% -4.57% 37.68% 3.06% 14.57 3.21%
Hang Seng Composite Industry Index - Consumer Discretionary -8.93% -2.54% 45.22% 0.92% -431.76 0.90%
Hang Seng Composite Industry Index - Consumer Staples -11.32% -11.61% -7.55% -17.93% 23.77 1.95%
Hang Seng Composite Industry Index - Healthcare -16.69% -6.47% 13.16% 1.87% -184.97 0.43%
Hang Seng Composite Industry Index - Telecommunications -0.79% -6.52% -9.03% 5.67% 10.12 6.17%
Hang Seng Composite Industry Index - Utilities 3.59% 4.73% 18.78% 12.47% 16.25 4.65%
Hang Seng Composite Industry Index - Financials -5.46% -9.68% 10.56% -3.36% 9.59 3.95%
Hang Seng Composite Industry Index - Properties & Construction -12.77% -15.78% -9.65% -6.67% 8.85 5.06%
Size Sub-Indexes
Hang Seng Composite LargeCap Index -11.40% -12.23% 5.08% -8.30% 17.77 2.35%
Hang Seng Composite MidCap Index -9.90% -8.21% 18.08% -1.63% 18.09 3.13%
Hang Seng Composite SmallCap Index -12.27% -10.56% 12.52% 2.20% 18.08 2.63%
Hang Seng Composite LargeCap & MidCap Index -11.14% -11.54% 7.21% -7.20% 17.83 2.48%
Hang Seng Composite MidCap & SmallCap Index -10.45% -8.76% 16.79% -0.79% 18.09 3.02%
Hang Seng Large-Mid Cap (Investable) Index -11.04% -10.82% 4.53% -5.56% 17.22 2.52%
Hang Seng Small Cap (Investable) Index -12.46% -10.74% 14.58% 4.09% 16.69 2.63%
Foreign Companies
Hang Seng Foreign Companies Composite Index -4.35% -4.40% 43.39% 1.54% -17.63 1.08%
Region-focused Indexes
Mainland-focused
Hang Seng China A (Investable) Index -5.44% -1.56% 5.05% -2.37% 21.70 1.54%
Hang Seng China A Industry Top Index -10.77% -12.78% -0.96% -15.40% 14.85 2.51%
Hang Seng China A Top 100 Index -10.90% -11.49% 0.81% -13.73% 12.65 2.66%
Hang Seng China 50 Index -14.14% -14.68% -0.84% -13.57% 12.24 2.59%
Hang Seng China New Economy Index -12.06% -10.41% 1.72% -11.77% 36.90 0.63%
Hang Seng China (Hong Kong-listed) 100 Index -14.18% -13.58% -4.86% -11.86% 13.80 2.62%
Hang Seng China (Hong Kong-listed) 25 Index -12.54% -12.47% -2.13% -10.84% 9.87 3.37%
Hang Seng China-Affiliated Corporations Index -10.19% -11.65% -10.63% -5.63% 8.09 6.19%
Hang Seng Mainland Banks Index -7.64% -11.10% 6.63% -0.61% 4.69 7.03%
Hang Seng Mainland Oil & Gas Index -12.91% -3.93% 7.47% 11.74% 12.33 6.11%
Hang Seng Mainland Properties Index -19.15% -26.72% -28.83% -20.03% 4.94 6.31%
Hang Seng China H-Financials Index -9.44% -13.42% -1.81% -8.42% 5.55 6.26%
Hang Seng H-Fin Short Index 7.65% 8.92% -8.00% 0.94% - -
Hang Seng H-Fin 2x Short Index 15.44% 17.71% -19.39% -0.78% - -
Hang Seng H-Fin Leveraged Index -18.35% -25.69% -8.18% -18.40% - -
Hang Seng H40 Reference Index -6.33% -7.19% 4.40% -3.41% 7.35 5.02%
Hang Seng China A Innovative Enterprises Index -3.46% 7.21% 24.39% 13.14% 63.94 0.39%
Hang Seng China State-holding Enterprises Index -7.94% -9.11% 3.79% 0.03% 7.78 5.30%
Shanghai, Shenzhen and Hong Kong-focused
Hang Seng Shanghai-Shenzhen-Hong Kong (Selected Corporations) 300 Index -10.65% -10.08% -0.63% -9.40% 19.30 1.64%
Shenzhen and Hong Kong-focused
Hang Seng Shenzhen Hong Kong Index -7.99% -8.93% -4.88% -6.33% 23.99 2.57%
Hang Seng Shenzhen Hong Kong Financials Index -8.40% -10.09% -1.68% -11.02% 13.51 2.63%
Hang Seng Shenzhen Hong Kong Consumption Index -6.33% -5.35% 7.57% -0.62% -1,460.89 0.94%
Hang Seng Shenzhen Hong Kong Real Estate Index -8.75% -14.20% -19.21% -10.89% 11.74 4.23%
Hang Seng Shenzhen Hong Kong Information Technology Index -9.14% -6.71% -8.59% -7.55% 29.34 1.01%
Hang Seng Shenzhen Hong Kong Infrastructure & Transportation Index -6.00% -7.97% 1.75% 1.26% 59.95 4.82%
Hong Kong-focused
Hang Seng HK 35 -4.23% -4.42% 25.54% 6.08% 36.11 2.41%
8
#PUBLIC
Change
Index Name 1-Month 3-Month 12-Month YTD
PE Ratio
(Times)
Dividend
YieldStock Connect Indexes
Hang Seng Stock Connect China 500 Index -9.48% -7.99% 1.61% -7.20% 16.43 2.03%
Hang Seng Stock Connect China 80 Index -13.43% -13.19% -1.93% -13.14% 12.87 2.60%
Hang Seng Stock Connect China A 300 Index -7.80% -4.83% 6.51% -5.13% 18.43 1.75%
Hang Seng Stock Connect Hong Kong Composite Index -10.49% -10.19% 10.77% -4.40% 15.76 2.74%
Hang Seng SCHK ex-AH Companies Index -10.93% -10.26% 13.32% -3.44% 21.56 2.25%
Hang Seng SCHK HK Companies Index -4.83% -4.35% 26.72% 7.14% 36.98 2.50%
Hang Seng SCHK Mainland China Companies Index -12.42% -11.28% 6.84% -7.03% 12.01 3.09%
Hang Seng Stock Connect China AH (A) Index -6.95% -4.81% 3.71% -5.32% 10.68 3.18%
Hang Seng Stock Connect China AH (A+H) Index -6.32% -4.71% 11.95% -3.13% 9.63 3.68%
Hang Seng Stock Connect China AH (H) Index -6.05% -5.04% 14.06% 0.04% 8.46 4.43%
Hang Seng Stock Connect Hong Kong Index -10.25% -9.85% 11.78% -3.64% 15.31 2.79%
Hang Seng Stock Connect Hong Kong MidCap & SmallCap Index -10.73% -8.73% 16.09% -1.13% 15.42 3.14%
Hang Seng Stock Connect Hong Kong SmallCap Index -12.50% -11.48% 13.89% 3.03% 16.97 2.58%
Hang Seng Stock Connect China AH Premium Index -0.71% 1.70% 2.19% -1.32% 9.57 3.68%
Hang Seng Stock Connect China AH Smart Index -6.25% -5.20% 13.61% -0.30% 8.40 4.46%
Hang Seng Stock Connect Sector Top Index -11.46% -13.34% -6.78% -14.49% 12.64 2.95%
Hang Seng SCHK Mainland China Banks Index -8.63% -11.94% 2.75% -1.65% 4.35 7.44%
Hang Seng SCHK Mainland China Healthcare Index -17.90% -14.88% -8.73% -4.98% 57.50 0.73%Hang Seng SCHK New Economy Index -11.86% -6.17% 20.67% -5.63% 44.49 0.75%Hang Seng SCHK China Technology Index -11.45% -7.86% 17.20% -3.05% 31.19 0.75%Hang Seng Stock Connect China A Top Shareholding 50 Index -11.59% -8.60% 13.36% -8.48% 24.11 1.40%
Hang Seng Stock Connect Hong Kong Top Shareholding 50 Index -9.45% -8.72% 10.21% -6.67% 12.14 2.98%
Greater Bay Area
Hang Seng Stock Connect Greater Bay Area Composite Index -8.88% -10.10% 0.07% -9.42% 18.21 2.06%
Hang Seng Stock Connect Hong Kong Greater Bay Area Index -8.33% -9.89% 11.78% -3.74% 20.02 2.39%
Hang Seng Stock Connect China A Greater Bay Area Index -10.08% -11.39% -2.32% -15.70% 15.86 1.94%
Hang Seng Stock Connect Greater Bay Area Hong Kong Index -3.06% -1.76% 15.00% 8.79% 27.80 3.41%
Hang Seng Stock Connect Greater Bay Area Shenzhen-Dongguan-Huizhou Index -9.00% -7.13% 2.68% -7.65% 16.86 1.74%
Hang Seng Stock Connect Greater Bay Area Guangzhou-Foshan-Zhaoqing Index -13.61% -16.46% -10.23% -16.22% 13.91 2.55%
Hang Seng Stock Connect Greater Bay Area Macao-Zhuhai-Zhongshan-Jiangmen Index -12.24% -17.19% -17.29% -12.75% 127.36 1.32%
Hang Seng Stock Connect Greater Bay Area Financials Index -8.09% -8.89% 2.18% -8.56% 14.47 2.79%
Hang Seng Stock Connect Greater Bay Area Information Technology Index -7.87% -4.94% -15.28% -10.70% 39.74 0.58%
Hang Seng Stock Connect Greater Bay Area Industrials Index 1.53% 9.91% 25.70% 8.78% 31.23 1.30%
Hang Seng Stock Connect Greater Bay Area Properties & Construction Index -12.95% -17.65% -15.52% -11.78% 8.78 4.92%
Hang Seng Stock Connect Greater Bay Area Consumer Goods Index -9.30% -8.46% 4.27% -11.85% 29.22 1.24%
Hang Seng Stock Connect Greater Bay Area Consumer Services Index -12.66% -15.09% -2.29% -5.19% -55.87 0.91%
Hang Seng Stock Connect Greater Bay Area New Economy Index -5.32% -2.80% 6.53% -4.49% 30.09 1.19%
Hang Seng Stock Connect Greater Bay Area Infrastructure & Transportation Index -8.60% -13.56% -10.15% -8.79% 48.75 3.23%
Hang Seng Stock Connect Greater Bay Area Quality Life Index -9.47% -9.51% 13.11% -6.73% 80.24 1.11%
Hang Seng Stock Connect Greater Bay Area Region Top Index -10.12% -14.46% -2.87% -13.40% 15.07 2.45%
Hang Seng Stock Connect Greater Bay Area Quality Growth Index -12.04% -13.27% 0.75% -9.77% 30.83 1.63%
Hang Seng Stock Connect Greater Bay Area Innovation Top 50 Index -4.98% -1.35% 7.29% 0.11% 38.37 0.79%
Hang Seng Stock Connect Greater Bay Area High Dividend Yield Index -11.60% -16.34% -9.47% -8.34% 5.68 7.20%
Factor Indexes
Hang Seng SCHK High Dividend Low Volatility Index -5.39% -9.80% 10.82% 3.14% 5.87 7.68%
Hang Seng SCHK Quality Growth Low Volatility Index -9.66% -11.57% 6.41% -8.93% 13.36 3.41%
Hang Seng SCHK High Dividend Yield Index -9.67% -13.38% 6.57% -0.73% 7.27 7.10%
Factor Indexes
Hang Seng High Beta Index -11.06% -5.84% 18.71% 4.55% 18.84 2.58%
Hang Seng High Dividend Yield Index -8.74% -13.99% 9.78% -1.81% 6.18 9.25%
Hang Seng Low Volatility Index -3.69% -7.44% 7.82% 3.65% 8.32 5.70%
Hang Seng China High Dividend Yield Index -9.82% -14.56% 3.50% -5.07% 5.35 9.31%
Hang Seng Mainland China Companies High Dividend Yield Index -12.48% -16.13% -1.32% -4.68% 5.49 7.53%
Hang Seng Large-Mid Cap Value Select Index -8.47% -8.73% 3.27% -5.15% 10.40 3.14%
Hang Seng Large-Mid Cap Value Comprehensive Index -8.93% -9.30% 4.19% -4.85% 10.65 3.34%
Hang Seng Large-Mid Cap Momentum Select Index -7.89% -7.09% 11.25% -3.02% 17.25 2.20%
Hang Seng Large-Mid Cap Momentum Comprehensive Index -8.02% -7.12% 11.14% -2.43% 16.73 2.35%
Hang Seng Large-Mid Cap Quality Select Index -8.64% -9.45% 6.72% -5.14% 15.80 2.25%
Hang Seng Large-Mid Cap Quality Comprehensive Index -9.01% -9.76% 6.22% -4.71% 14.87 2.51%
Hang Seng Large-Mid Cap Dividend Yield Select Index -8.50% -10.09% 3.83% -4.56% 10.54 3.56%
Hang Seng Large-Mid Cap Dividend Yield Comprehensive Index -8.99% -10.04% 4.80% -4.02% 10.34 3.73%
Hang Seng Large-Mid Cap Low Volatility Select Index -8.25% -9.60% 6.76% -5.21% 13.42 2.84%
Hang Seng Large-Mid Cap Low Volatility Comprehensive Index -8.83% -9.93% 5.80% -5.24% 12.97 3.01%
Hang Seng Large-Mid Cap Low Size Select Index -8.83% -9.21% 6.91% -5.37% 16.68 2.36%
Hang Seng Large-Mid Cap Low Size Comprehensive Index -9.28% -9.57% 5.93% -5.14% 13.96 2.90%
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Change
Index Name 1-Month 3-Month 12-Month YTD
PE Ratio
(Times)
Dividend
YieldHang Seng China A Value Select Index -7.24% -6.60% 1.67% -5.60% 13.90 2.37%
Hang Seng China A Value Comprehensive Index -6.43% -5.24% 1.08% -4.44% 15.34 2.18%
Hang Seng China A Momentum Select Index -6.70% -2.72% 8.78% -3.36% 21.96 1.48%
Hang Seng China A Momentum Comprehensive Index -6.30% -1.81% 7.45% -2.57% 22.11 1.48%
Hang Seng China A Quality Select Index -7.85% -4.92% 6.43% -5.83% 20.01 1.66%
Hang Seng China A Quality Comprehensive Index -6.97% -3.72% 5.03% -4.84% 20.61 1.63%
Hang Seng China A Dividend Yield Select Index -8.11% -7.92% 2.76% -7.60% 14.80 2.39%
Hang Seng China A Dividend Yield Comprehensive Index -6.94% -6.40% 2.22% -6.24% 15.95 2.20%
Hang Seng China A Low Volatility Select Index -7.75% -6.72% 3.92% -7.07% 16.38 2.04%
Hang Seng China A Low Volatility Comprehensive Index -7.17% -5.96% 2.57% -6.49% 17.08 1.98%
Hang Seng China A Low Size Select Index -5.43% -2.35% 2.85% -3.41% 20.55 1.55%
Hang Seng China A Low Size Comprehensive Index -4.91% -0.67% 1.26% -2.07% 21.40 1.59%
ESG Indexes
Hang Seng (China A) Corporate Sustainability Benchmark Index -4.50% -1.01% 18.57% 0.67% 15.36 2.08%
Hang Seng (China A) Corporate Sustainability Index -1.01% 6.00% 31.64% 6.77% 18.74 1.67%
Hang Seng (Mainland and HK) Corporate Sustainability Index -2.44% -0.27% 27.81% 5.36% 18.37 2.45%
Hang Seng Corporate Sustainability Benchmark Index -5.50% -6.64% 15.32% 1.32% 18.96 2.87%
Hang Seng Corporate Sustainability Index -2.31% -3.75% 18.15% 6.95% 22.84 3.14%
HSI ESG Index -7.67% -7.86% 9.73% -1.11% 17.24 2.66%
HSCEI ESG Index -12.04% -13.00% -4.70% -12.19% 13.50 2.53%
HSCEI ESG KRW Hedged Index -12.26% -13.22% -5.47% -12.44% - -
HSCEI ESG KRW-converted Daily Reset Index -12.11% -13.11% -5.14% -12.50% - -
HSCEI ESG NTR KRW Hedged 40 Points Decrement Index -12.21% -12.65% -6.38% -11.80% - -
Hang Seng ESG 50 Index -4.78% -6.68% 13.58% 0.79% 18.78 2.86%
Sector Indexes
Hang Seng Consumer Goods & Services Index -9.42% -4.66% 28.39% -4.12% 138.99 1.12%
Hang Seng Healthcare Index -16.68% -8.57% 6.35% 1.20% -141.52 0.51%
Hang Seng Internet & Information Technology Index -16.53% -18.43% -5.59% -18.48% 59.35 0.56%
Hang Seng REIT Index 0.25% 2.69% 19.62% 7.80% -7.02 5.25%
Hang Seng Hong Kong-Listed Biotech Index -16.50% -8.96% 14.36% 3.49% -123.46 0.50%
Hang Seng Property Service and Management Index -24.68% -21.57% -22.09% -7.53% 34.92 0.92%
Hang Seng New Consumption Index -12.01% -8.53% 19.18% -8.93% 60.09 0.77%
Hang Seng Stock Connect Biotech 50 Index -12.30% -10.12% -1.97% -1.96% 70.00 0.46%
Hang Seng Shanghai-Shenzhen-Hong Kong Innovative Drug Select 50 Index -7.78% -0.13% 8.07% 8.28% 68.72 0.43%
Hang Seng China A Defensive Industries Index -12.91% -11.83% 4.05% -9.76% 35.76 1.18%
Hang Seng Defensive Industries Index -10.84% -9.57% 6.17% -8.26% 26.26 1.78%Hang Seng Stock Connect China New Infrastructure Index -2.63% 10.21% 35.08% 10.18% 47.90 0.49%Hang Seng Shanghai-Shenzhen-Hong Kong E-Commerce Index -14.87% -20.81% -34.13% -25.78% 30.78 0.42%Hang Seng Shanghai-Shenzhen-Hong Kong NextGen Communications Index 3.38% 17.22% 9.05% 7.97% 29.40 1.16%Hang Seng Shanghai-Shenzhen-Hong Kong Clean Energy Index 12.21% 33.92% 85.62% 27.29% 38.15 1.02%Hang Seng Shanghai-Shenzhen-Hong Kong Autonomous and Electric Vehicles Index 9.72% 40.88% 113.40% 35.62% 71.19 0.40%Hang Seng Shanghai-Shenzhen-Hong Kong Technology Select 50 Index -3.80% 11.13% 11.46% 10.18% 54.99 0.47%Hang Seng Shanghai-Shenzhen-Hong Kong New Consumption Index - - - - 34.13 1.15%
Data source for all charts and tables: Hang Seng Indexes
All information as at 31 Jul 2021
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Disclaimer
All information contained herein is for reference only. Hang Seng Indexes Company Limited (“HSIL”) ensures the accuracy and reliability of the information contained herein to the best of its endeavours. However, HSIL makes no warranty or representation as to the accuracy, completeness or reliability of any of the information contained herein and accepts no liability (whether in tort or contract or otherwise) whatsoever to any person for any damage or loss of any nature arising from or as a result of reliance on any of the contents of this document, or any errors or omissions in its contents and such contents may change from time to time without notice.
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Hang Seng Shanghai-Shenzhen-Hong Kong Clean Energy Index, Hang Seng Shanghai-Shenzhen-Hong Kong Autonomous and Electric Vehicles Index, Hang Seng Shanghai-Shenzhen-Hong Kong NextGen Communications Index and Hang Seng Shanghai-Shenzhen-Hong Kong E-Commerce Index (the "Indexes") are published by HSIL. HSIL has contracted with FactSet ("FactSet") to use the FactSet Revere Business Industry Classification System ("RBICS") data which forms part of the data included to maintain and calculate the Indexes. "FactSet" and "RBICS" are trademarks of FactSet and have been licensed for use by HSIL. The Indexes are not owned, sponsored, endorsed or promoted by FactSet and FactSet does not make any representation regarding the advisability of investing in products that are based on such Indexes or otherwise relying on such Indexes for any purpose and neither FactSet nor HSIL shall have any liability for any errors or omissions in the Indexes or any values thereof.
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