Akros SCHK HK-U.S. High Beta Factor Index

The index pairs a Hong Kong sleeve of Stock Connect Southbound-eligible stocks with a U.S. equity sleeve at a fixed 62%/38% split. Each sleeve selects on a high-beta composite of upside beta, beta asymmetry, and beta stability with a momentum filter, taking the top 30 Hong Kong and top 20 U.S. names. Constituents are weighted by an equal blend of factor rank and free-float market capitalization, subject to a 10% individual cap, and the index is rebalanced quarterly.