Hang Seng - Calculation Formula For HSI

Calculation Formula For HSI

The current Hang Seng Index is calculated from this formula:

Descriptions on parameters:

  • P(t)：Current Price at Day t
  • P(t-1)：Closing Price at Day (t-1)
  • IS：Issued Shares (Only H-share portion is taken into calculation in case of H-share constituents.)
  • FAF：Freefloat-adjusted Factor, which is between 0 and 1, adjusted quarterly
  • CF：Cap Factor, which is between 0 and 1, adjusted quarterly

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