Guide to Index
Other Series_KRX SRI
Overview of Stock Index
- Overview of Stock Index : KRX SRI (Social Responsibility Investment Index) includes companies with high ESG ratings; This index was launched to raise awareness of corporate social responsibility and sustainable business management among domestic companies and to provide a benchmark for social responsible investment. This index consists of 70 constituents selected from listed companies that have fulfilled their corporate social responsibility excellently.
- Method of Calculation : Free-float market value-weighted
(Cap on a constituent's weight : 25%) - Base Date and Value : January 02, 2009 = 1000p
- Number of Constituents : 70
- Regular Rebalancing : once a year (on the next trading day of the second Thursday in September)
- Universe for constituents : Listed companies with the ESG ratings higher than or equal to B+
- Selection of constituents : Constituents are selected in the order of ESG ratings (in case ESG ratings are the same, in the order of market capitalization) among universe companies qualifying following criteria
- Market Capitalization : 3 month average daily market capitalization shall be within the top 50% ranking among listed common stocks.
- Traded value: 3 month average daily traded value shall be within the top 70% ranking among listed common stocks.
- Free-float ratio : Free-float ratio shall be over 10%.
- the companies whose main sales are earned from gambling, tobacco, liquor or munitions industries, are excluded.
※ Data and information on the KRX website are provided for the purpose of improving availability of information for investment, not for trading securities. In spite of the efforts made in ensuring the accuracy of data and information, the KRX recognizes that unintentional and chance errors and delays occur. The KRX is not responsible for any loss resulted from the investments made using the data and information provided on its website.
