The positive and negative values of the Mainland-Hong Kong Stock Connect net inflow intensity ratio represent the overall inflow and outflow direction of foreign capital, and the absolute value indicates the activeness of foreign capital transactions. The higher the ratio, the higher the net inflow of foreign capital relative to the total trading volume, which may indicate that foreign capital is more optimistic about the A-share market, or that there is a higher willingness of foreign capital to buy in the market. Conversely, the lower the ratio, the higher the net outflow of foreign capital relative to the total trading volume, which may indicate that foreign capital is more cautious about the A-share market, or that there is a higher pressure of foreign capital selling in the market. Generally speaking, this factor has a certain correlation with the market trend in the future, especially when the market trend is clear, the movement of Mainland-Hong Kong Stock Connect funds may become an important reference indicator of market sentiment and liquidity. However, it should be noted that this factor is only one of many influencing factors, and it needs to be combined with other market information for comprehensive analysis, and cannot be used alone as the basis for investment decisions. This factor is particularly suitable for studying investment opportunities in blue-chip stocks and heavyweight stocks dominated by foreign capital.