HONG KONG, May 24 (Reuters) - Hong Kong shares suffered a second-straight loss in choppy Thursday trade, with underwhelming China data doing little to tempt investors back to a market that has featured low turnover and elevated short-selling interest.

The Hang Seng Index closed down 0.64 percent at 18,666.4. The China Enterprises Index of the top Chinese listings in Hong Kong ended down 0.34 percent at 9,541.33.

In the mainland, the large cap-focused CSI300 Index slipped 0.83 percent, while the Shanghai Composite Index shed 0.53 percent.

HIGHLIGHTS:

* The HSBC Flash Purchasing Managers Index, the earliest indicator of the strength of China's industrial sector, retreated to 48.7 in May from 49.3 the month before, pointing to lingering weakness even as policymakers seek to shore up growth. Its impact on markets was not significant, partly because benchmark indices in Hong Kong have sunk more than 7 percent since official April data pointed to a worse slowdown in world's second-largest economy.

* Infrastructure-related sectors extended gains this week after China Premier Wen Jiabao said on Wednesday that Beijing would step up policy fine-tuning to support the economy, his second statement in four days on the matter. China Railway rose 2.4 percent in strong volume, with Deutsche Bank touting the stock as among its top picks. (Reporting by Clement Tan; Editing by Richard Borsuk)