K Score – China A Share Stocks

Discover stock winners and avoid losers.

Use Cases

Rooted in fundamental factor investing, backed by rigorous quantitative research, and super-charged with AI, K Score is a simple 1 to 9 score that can be used as buy/sell signals.

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Equity Research

Conduct independent equity research without hiring additional analysts and data scientists.

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Portfolio Design and Rotation

Select assets, optimize weighting, design and rotate portfolios with the help of K Score.

New Investment Ideas

Generate new long and short ideas. Discover trends by industry sectors and market caps.

The China A-share stock market has two exchanges – Shanghai stock exchange (SSE) and Shenzhen stock exchange (SZSE). The SSE is the world’s 5th largest stock market by market capitalization at US$5.5 trillion as of April 2018. The combined market capitalization of the listed companies on the SZSE is US$2.285 trillion. It is the 8th largest stock exchange in the world, and the 4th largest in Asia.

The most important Indices in China A-share are CSI 300, CSI 500 and CSI 800.

  • CSI 300 Index, similar to the S&P 500 in the US, consists of the 300 largest and most liquid A-share stocks.
  • CSI 500 Index, similar to the Russell 2000 in the US, consists of the largest remaining 500 A-Share stocks after excluding the CSI 300 Index. CSI 500 Index reflects the overall performance of small-mid cap A-shares.
  • CSI 800 Index, similar to the Russell 3000, consists of all the constituents of the CSI 300 Index and CSI 500 Index.
DateCodeConstituent NameK Score
2018/7/312277FRIENDSHIP & APOLLO9
2018/7/31600436PIENTZEHUANG9
2018/7/31600765AVIC HEAVY…8
2018/7/31600026COSCO SHIPPING2
2018/7/31600435NORTH NAVIGATION1
2018/7/31600340CHINA FORTUNE1
2018/7/31300136SUNWAY COMMUNI…1

 

Coverage: China Securities Index (CSI) 800 stocks

Update Frequency: K Score is updated at the end of each trading day.

Geographical Focus: P.R. China

History: from January, 2013

Delivery Frequency: available daily, weekly or monthly.

Delivery Mechanism: via FTP, CSV, Excel or API.

Customers that have an industry sector focus, can purchase K Scores for the top 10 largest sectors in the China equity market.

SectorsCoverage
Communication Services37
Consumer Staples42
Consumer Discretionary87
Energy23
Health Care67
SectorsCoverage
 Information Technology114
Materials112
Real Estate47
Industrials167
Utilities30

 

Asset Class: Tradable equities on the China stock exchanges.

Coverage*: Top 10 largest sectors.

Update Frequency: K Score is updated on trading days.

Geographical Focus: P.R. China

History: from Jan, 2013

Delivery Frequency: available daily, weekly or monthly.

Delivery Mechanism: via FTP, CSV, Excel or API.

Market Caps
  • Large Cap (300 of the largest and most liquid A-share stocks.)
  • Mid Cap (500 A-Share stocks after excluding the 300 in Large Cap)
Asset Class:Tradable equities on the China stock exchanges.
Coverage*: 800
Geographical Focus:P.R. China
History:from Jan, 2013
Update Frequency:K Score is updated on trading days.
Delivery Frequency:available daily, weekly or monthly.
Delivery Mechanism:via FTP, CSV, Excel or API.

 

Customers who track or benchmark indices can purchase K Score for stocks that are part of an index. K Score is available for the following indices in China.

  • CSI 300 (300 stocks)
  • CSI 500 (500 stocks)
  • CSI 800 (800 stocks)

Asset Class: all tradable equities on the China stock exchanges.

Update Frequency: K Score is updated on trading days.

Geographical Focus: P.R. China

History: from Jan, 2013

Delivery Frequency: available daily, weekly or monthly.

Delivery Mechanism: via FTP, CSV, Excel or API.

*K Score coverage excludes companies in the financial services and pharmaceutical industries because the financial report of many companies is too dissimilar from the rest of the market.

Pricing

  • Monthly subscription.
  • Flat Fee based on company’s asset under management (AUM) or revenue.

Contact Us

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