不同基准下的上证30指数β值实证研究

Empirical Test of the β of Shanghai Stock 30 Index with Different Benchmark

分别以上证 30指数和上证指数为计算基准 ,对目前上证 30指数各个成分股的 β值和指数组合β值进行相关考察。采用流通盘和总股本分别计算成分股的权数和组合β值 ,并进行比较 ,从而对目前上证 30指数代理市场的情况进行检验。

This paper calculates and analyzes the β of every component stock of the present Shanghai Stock 30 index and the compound β of the index, respectively on the basis of the Shanghai Stock 30 index and the Shanghai Stock index. It respectively uses circulating stock and total stock to calculate the steelyard weight of every component stock and the compound β , and then compares them. Thus it discusses how the Shanghai Stock 30 index acts as the proxy of the market at present.