Abstract: Under the background of the national strategies of Establish Marine Power and 21st Century Maritime Silk Road, China's ocean economy has entered a key stage of the depth adjustment of industrial structure. In order to reflect the developing trend and prosperity of ocean economy from the perspective of capital market, and aid decision-making of ocean economy management, this paper develops the first ocean economy composite stock price index, namely Blue 100 Ocean Economy Composite Stock Price Index, establishes the sample index compilation method, sample selection technology, free circulation technology and ocean property coefficient determination technology and selects 100 ocean economy stock sample. The index takes 2010-12-31 as the basis point, carries out the compilation of the index from 2010-12-31 to 2016-10-31. Hopefully, this research could be a good reference for the analysis of ocean economy from the perspective of stock market.