Akros SCHK HK-U.S. Value 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 sector-neutralized value composite of book-to-price, earnings-to-price, and sales-to-price, taking the top 30 Hong Kong and top 20 U.S. names. Constituents are weighted by a blend of factor rank (60%) and free-float market capitalization (40%), subject to a 10% individual cap, and the index is rebalanced quarterly.