desember - idx.co.id5 1 2 3 do-it-yourself investor dapat membeli saham-saham sesuai saham dalam...
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DESEMBER
2019
IDX Stock IndexHandbook v1.0
Pengantar
1 IDX Stock Index Handbook v1.0
Indeks saham merupakan hal yang sangat penting untuk mendukung perkembangan Pasar Modal Indonesia. Indeks saham dapat digunakan untuk menjadi tolak ukur kinerja Pasar Modal dan produk investasi. Selain itu indeks saham dapat dibuat menjadi dasar produk investasi baik reksa dana maupun Exchange Traded Fund (ETF).
Perkembangan investasi pasif semakin meningkat secara global, berdasarkan data dari Investment Company Institute, investasi pasif (reksa dana indeks dan ETF) di Amerika Serikat meningkat sebesar AS$ 1,6 triliun atau 1,5 kali dari tahun 2009 ke tahun 2018 sedangkan investasi aktif (reksa dana non indeks) turun sebesar AS$ 1,4 triliun dari tahun 2009 ke tahun 2018. Di Indonesia sendiri penggunaan indeks BEI untuk dijadikan produk investasi meningkat secara signifikan, dari Rp. 1,49 triliun dana kelolaan pada akhir tahun 2014 menjadi sebesar Rp. 14,51 triliun pada akhir tahun 2019, atau meningkat sekitar 10 kali dalam 5 tahun terakhir.
PT Bursa Efek Indonesia (BEI) secara aktif terus melakukan inovasi dalam pengembangan dan penyediaan indeks saham yang dapat digunakan oleh seluruh pelaku pasar modal baik bekerja sama dengan pihak lain maupun tidak. Pada akhir tahun 2019, BEI telah menyediakan 34 indeks yang dibagi menjadi 4 klasifikasi; 1) Headline (10 indeks), 2) Sector (12 indeks), 3) Thematic (6 Indeks), dan 4) Factor (6 indeks).
Buku ini berisikan gambaran ringkas dan padat mengenai indeks – indeks yang disediakan oleh BEI. Dengan diterbitkannya buku ini, BEI berharap indeks-indeks yang disediakan oleh BEI dapat dimanfaatkan lebih maksimal oleh seluruh pelaku pasar dan dapat dijadikan alternatif produk investasi baik reksa dana maupun ETF.
Inarno DjajadiDirektur Utama, Bursa Efek Indonesia
Daftar Isi
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Pengantar
Daftar Isi
I. Manfaat Indeks
II. Indeks Sebagai Dasar Investasi Pasif
III. Klasifikasi Indeks BEI
Tabel 1 : Daftar dan Performa Indeks BEI
Tabel 2 : Daftar Produk Investasi Berbasis Indeks BEI
Tabel 3 : Jadwal Evaluasi Indeks BEI
Fact Sheet Indeks
Informasi Lebih Lanjut
1
2
3
4
6
9
12
14
15
50
Indeks saham adalah ukuran statistik yang mencerminkan keseluruhan pergerakan harga atas sekumpulan saham yang dipilih berdasarkan kriteria dan metodologi tertentu serta dievaluasi secara berkala.
Tujuan/manfaat dari indeks saham antara lain:
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Manfaat IndeksI.
1
2
3
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Mengukur Sentimen PasarIndeks adalah sebagai alat untuk mengukur sentimen pasar atau kepercayaan investor. Perubahan nilai yang tercermin dalam satu indeks dapat dijadikan indikator yang merefleksikan opini kolektif dari seluruh pelaku pasar.
Dijadikan produk investasi pasif seperti Reksa Dana Indeks dan ETF Indeks serta produk turunanIndeks juga dapat digunakan sebagai acuan/basis produk investasi (”index tracking products”). Investasi pada reksa dana indeks atau ETF yang menggunakan acuan indeks tertentu memastikan bahwa portofolio yang dikelola oleh manajer investasi sesuai dengan indeks tersebut. Investor dapat memilih indeks yang sesuai dengan eksposur maupun profil risiko yang diharapkan. Selain itu indeks saham juga dapat digunakan untuk produk turunan seperti kontrak berjangka, opsi, dan waran terstruktur.
Benchmark bagi portofolio aktifIndeks saham dapat digunakan sebagai benchmark bagi portofolio aktif. Dalam suatu portofolio investasi perlu ditentukan benchmark yang paling sesuai dengan mandat atau profil risiko investasi tersebut, sehingga dapat mengukur kinerja produk investasi yang dikelola oleh manajer investasi. Pemilihan indeks yang tepat sebagai benchmark sangat menentukan risiko dan kinerja manajer investasi yang diharapkan dari portofolio aktif. Sebagai contoh ketika investor memiliki mandat untuk menginvestasikan saham-saham di sektor keuangan maka indeks benchmark yang lebih tepat digunakan adalah indeks sektor keuangan, bukan Indeks Harga Saham Gabungan (IHSG).
Proksi dalam mengukur dan membuat model pengembalian investasi (return), risiko sistematis, dan kinerja yang disesuaikan dengan risikoCapital Asset Pricing Model (CAPM) mendefinisikan beta sebagai risiko sistematis terhadap risiko pasar. Portofolio pasar pada CAPM berisikan seluruh efek berisiko. Indeks komposit seperti IHSG biasanya digunakan sebagai proksi untuk portofolio pasar, yang kemudian dapat digunakan untuk menghitung risiko sistematis dan kinerja yang disesuaikan dengan risiko (risk-adjusted performance) suatu portofolio.
Proksi untuk kelas aset pada alokasi asetKarena indeks saham berisi profil risiko dan dan pengembalian investasi (return) atas sekelompok saham, maka indeks saham dapat dijadikan proksi pada alokasi aset.
Saat ini sebanyak
34 indeks
yang tercatat di BEI
Daftar selengkapnya
ada pada Tabel 1.
4
Indeks Sebagai Acuan Investasi PasifII.
Perkembangan investasi pasif semakin meningkat secara global, berdasarkan data dari Investment Company Institute, investasi pasif (reksa dana indeks dan ETF) di Amerika Serikat meningkat sebesar AS$ 1,6 triliun atau 1,5 kali dari tahun 2009 ke tahun 2018 sedangkan investasi aktif (reksa dana non indeks) turun sebesar AS$ 1,4 triliun dari tahun 2009 ke tahun 2018. Di Indonesia sendiri penggunaan indeks BEI untuk dijadikan produk investasi meningkat secara signifikan, dari Rp. 1,49 triliun dana kelolaan pada akhir tahun 2014 menjadi sebesar Rp. 14,51 triliun pada akhir tahun 2019, atau meningkat sekitar 10 kali dalam 5 tahun terakhir.
Perkembangan dan Keunggulan Investasi Pasif
Keunggulan dari investasi pasif antara lain:
• Profil risiko sesuai dengan indeks yang dipilih;• Investor tidak perlu khawatir dengan pemilihan saham (stock picking);• Biaya (fee) relatif rendah; dan• Biaya untuk jual beli produk relatif rendah.
Grafik: Perkembangan dana kelolaan (dalam triliun Rupiah) dan jumlah produk investasi yang menggunakan indeks BEI sebagai acuan.
Sumber: OJK, diolah.
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Do-it-yourselfInvestor dapat membeli saham-saham sesuai saham dalam indeks yang dipilih. Sebagai contoh jika memilih indeks Syariah JII yang terdiri dari 30 saham, maka investor dapat membeli 30 saham tersebut dan melakukan penyesuaian setiap kali terdapat perubahan bobot maupun komposisi saham dalam JII. Akan tetapi cara ini membutuhkan dana yang cukup besar.
Membeli Reksa Dana IndeksSalah satu cara lain adalah dengan membeli reksa dana Indeks melalui manajer investasi. Saat ini sudah terdapat 33 reksa dana indeks yang menggunakan indeks BEI sebagai acuan. Daftar Reksa Dana Indeks selengkapnya ada pada Tabel 2.
Membeli ETF IndeksETF adalah reksa dana yang diperdagangkan di Bursa, investor dapat membeli ETF yang tercatat di Bursa melalui broker (sekuritas anggota bursa) sebagaima-na membeli saham. Saat ini sudah terdapat 21 ETF indeks yang menggunakan indeks BEI sebagai acuan. Daftar ETF Indeks selengkapnya ada pada Tabel 2.
Investor dapat melakukan investasi pasif dengan beberapa cara, sebagai berikut:
Cara Investasi Pasif
33 Produk
Reksa Dana Indeks menggunakan Indeks BEI sebagai acuan
21 Produk
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ETF Indeks menggunakan Indeks BEI sebagai acuan
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Klasifikasi Indeks BEIIII.
Berikut ini merupakan klasifikasi indeks-indeks yang ada di BEI:
B. Indeks Sector
Indeks yang menghitung kinerja pergerakan harga saham-saham di suatu kelompok sektor industri.
Sub klasifikasi sebagai berikut:
1. Komposit Sektor (Sector Composite)Merupakan sub klasifikasi indeks yang mengelompokkan indeks sektor industri berdasarkan 9 sektor industri yang dikelompokkan oleh BEI sesuai dengan klasifikasi Jakarta Sectoral Index Classification (JASICA). Indeks komposit sektor terdiri atas 10 indeks yaitu tiap sektor dibentuk satu indeks ditambah dengan indeks manufaktur.
2. Investable SectorMerupakan sub klasifikasi indeks yang mengelompokkan indeks berdasarkan sektor/sub sektor industri tertentu dengan jumlah saham yang terbatas berdasarkan kriteria seleksi tertentu sehingga berpeluang dijadikan investasi pasif.
A. Indeks Headline
Indeks yang dijadikan acuan utama untuk menggambarkan kinerja pasar modal.
Sub klasifikasi sebagai berikut:
1. Komposit (Composite)Merupakan sub klasifikasi yang berisikan Indeks Harga Saham Gabungan (IHSG) yang dapat digunakan untuk mengukur kinerja saham Pasar Modal Indonesia.
2. Papan (Board)Merupakan sub klasifikasi indeks yang mengelompokkan indeks berdasarkan Papan Pencatatan yang ada di Bursa. Bursa sudah menyediakan 2 Indeks Papan yaitu Utama dan Pengembangan, dari 3 papan pencatatan yang ada di Bursa.
3. LiquidityMerupakan sub klasifikasi indeks yang mengelompokkan indeks berdasarkan likuiditas transaksi yang tinggi dan kapitalisasi pasar besar serta didukung oleh fundamental perusahaan yang baik.
4. Liquidity Co-brandingMerupakan sub klasifikasi indeks liquidity yang bekerja sama dengan pihak lain.
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C. Indeks Thematic
Indeks yang menghitung kinerja pergerakan harga saham-saham dengan tema tertentu seperti keagamaan, ESG, dan lainnya.
Sub klasifikasi sebagai berikut:
1. ESG (Environment, Social, Governance)Merupakan sub klasifikasi indeks yang mengelompokkan indeks berdasarkan tema Lingkungan, Sosial, dan Tata Kelola (LST).
2. Syariah (Sharia)Merupakan sub klasifikasi indeks yang mengelompokkan indeks berdasarkan tema Syariah.
3. Lainnya (Others)Merupakan sub klasifikasi indeks lainnya dari indeks thematic.
D. Indeks Factor
Indeks yang menghitung kinerja pergerakan harga saham-saham dengan mempertimbangkan faktor-faktor yang mendukung keputusan investasi, seperti: ukuran, valuasi, momentum, volatilitas, fundamental, dan dividen.
Sub klasifikasi sebagai berikut:
Saat ini jumlah klasifikasi dan sub klasifikasi
indeks BEI adalah
4 Klasifikasi
dan
12 Sub klasifikasi
Daftar selengkapnya
ada pada bagian IV.
1. Ukuran (Size)Merupakan sub klasifikasi indeks yang mengelompokkan indeks berdasarkan besaran ukuran tertentu dari Perusahaan Tercatat seperti kapitalisasi pasar, nilai aset, dan sebagainya.
2. Growth/ValueMerupakan sub klasifikasi indeks yang mengelompokkan indeks berdasarkan valuasi relatif (growth/value).
3. DividendMerupakan sub klasifikasi indeks yang mengelompokkan indeks berdasarkan dividen yang dibagikan.
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Daftar Indeks BEI Berdasarkan Klasifikasi
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Indeks Investable (berpotensi dijadikan produk investasi)Indeks yang telah dijadikan produk investasi
(Per 30 Desember 2019)
* Data sebelum tanggal peluncuran merupakan back-tested data. Return hanya memperhitungkan capital gain tidak termasuk dividen yang dibagikan oleh Perusahaan Tercatat.
1Y 3Y 5Y Beta St. Dev.1. IDX Composite /
Indeks Harga Saham Gabungan (IHSG)
COMPOSITE JCI Composite 04-Apr-83 671 1.7% 18.9% 20.5% 1.00 2.72% - Indeks yang mengukur kinerja harga semua saham yang tercatatdi Papan Utama dan Papan Pengembangan Bursa Efek Indonesia.
2. IDX80 IDX80 IDXA80 Blue Chip 01-Feb-19 80 2.6% 12.8% 11.0% 1.28 3.57% - Indeks yang mengukur kinerja harga dari 80 saham yang memilikilikuiditas tinggi dan kapitalisasi pasar besar serta didukung olehfundamental perusahaan yang baik.
3. LQ45 LQ45 LQ45 Blue Chip 01-Feb-97 45 3.2% 14.7% 12.9% 1.26 3.52% 8 Indeks yang mengukur kinerja harga dari 45 saham yang memilikilikuiditas tinggi dan kapitalisasi pasar besar serta didukung olehfundamental perusahaan yang baik.
4. IDX30 IDX30 IDX30 Blue Chip 23-Apr-12 30 2.4% 16.2% 20.0% 1.28 3.60% 20 Indeks yang mengukur kinerja harga dari 30 saham yang memilikilikuiditas tinggi dan kapitalisasi pasar besar serta didukung olehfundamental perusahaan yang baik.
5. IDX Value30 IDXV30 IDX30V Growth/Value 12-Agu-19 30 -4.6% 15.2% 25.6% 1.38 4.40% 2 Indeks yang mengukur kinerja harga dari 30 saham yang memilikivaluasi harga yang rendah dengan likuiditas transaksi serta kinerjakeuangan yang baik.
6. IDX Growth30 IDXG30 IDX30G Growth/Value 12-Agu-19 30 6.0% 14.6% 20.2% 1.31 3.79% - Indeks yang mengukur kinerja harga dari 30 saham yang memilikitren harga relatif terhadap pertumbuhan laba bersih danpendapatan dengan likuiditas transaksi serta kinerja keuanganyang baik.
7. IDX High Dividend 20 IDXHIDIV20 IDXHIDIV Dividend 17-Mei-18 20 -2.2% 13.4% 15.6% 1.29 3.71% 1 Indeks yang mengukur kinerja harga dari 20 saham yangmembagikan dividen tunai selama 3 tahun terakhir dan memilikidividend yield yang tinggi.
8. IDX BUMN20 IDXBUMN20 IDXBUMN Others - Thematic 17-Mei-18 20 -0.5% 9.0% 9.2% 1.39 4.24% - Indeks yang mengukur kinerja harga dari 20 saham perusahaantercatat yang merupakan Badan Usaha Milik Negara (BUMN),Badan Usaha Milik Daerah (BUMD), dan afiliasinya.
9. Indeks Saham Syariah Indonesia/Indonesia Sharia Stock Index (ISSI)
ISSI ISSI Sharia 12-Mei-11 429 2.0% 9.1% 11.3% 0.95 2.73% - Indeks yang mengukur kinerja harga seluruh saham di PapanUtama dan Papan Pengembangan yang dinyatakan sebagaisaham syariah sesuai dengan Daftar Efek Syariah (DES) yangditetapkan oleh Otoritas Jasa Keungan (OJK).
10. Jakarta Islamic Index 70 (JII70)
JII70 JAII70 Sharia 17-Mei-18 70 2.6% 1.9% 0.5% 1.17 3.38% - Indeks yang mengukur kinerja harga dari 70 saham syariah yangmemiliki kinerja keuangan yang baik dan likuiditas transaksi yangtinggi.
11. Jakarta Islamic Index (JII) JII JAKISL Sharia 03-Jul-00 30 1.9% 0.6% 1.0% 1.23 3.62% 8 Indeks yang mengukur kinerja harga dari 30 saham syariah yangmemiliki kinerja keuangan yang baik dan likuiditas transaksi yangtinggi.
12. IDX SMC Composite IDXSMC-COM IDXSMCC Size 21-Des-17 372 2.5% 9.6% -19.1% 0.72 2.36% - Indeks yang mengukur kinerja harga dari saham-saham yangmemiliki kapitalisasi pasar kecil dan menengah.
13. IDX SMC Liquid IDXSMC-LIQ IDXSMCL Size 21-Des-17 56 7.6% -3.7% -11.6% 1.18 3.87% - Indeks yang mengukur kinerja harga dari saham-saham denganlikuiditas tinggi yang memiliki kapitalisasi pasar kecil danmenengah.
14. KOMPAS100 KOMPAS100 KOMPAS Others - Headline 13-Jul-07 100 1.5% 14.4% 11.6% 1.22 3.33% - Indeks yang mengukur kinerja harga dari 100 saham yang memilikilikuiditas yang baik dan kapitalisasi pasar yang besar. IndeksKOMPAS100 diluncurkan dan dikelola berkerja sama denganperusahaan media Kompas Gramedia Group (penerbit suratkabar harian Kompas).
No. Nama Indeks Kode JATS IDX
KodeBloomberg
Sub Klasifikasi Indeks
Return *DeskripsiTanggal
PeluncuranJumlah
KonstituenRisk (3Y) * Jumlah Produk
Berbasis Indeks
Tabel 1 : Daftar dan Performa Ringkas Indeks BEI
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* Data sebelum tanggal peluncuran merupakan back-tested data. Return hanya memperhitungkan capital gain tidak termasuk dividen yang dibagikan oleh Perusahaan Tercatat.
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1Y 3Y 5Y Beta St. Dev.15. BISNIS-27 BISNIS-27 BISNIS27 Others - Headline 27-Jan-09 27 0.3% 19.9% 21.5% 1.26 3.54% 2 Indeks yang mengukur kinerja harga dari 27 saham yang dipilih
oleh Komite Indeks Bisnis Indonesia. Indeks BISNIS-27 diluncurkandan dikelola berkerja sama dengan perusahaan media PTJurnalindo Aksara Grafika (penerbit surat kabar harian BisnisIndonesia).
16. MNC36 MNC36 MNC36 Others - Headline 28-Agu-13 36 0.1% 18.1% 24.6% 1.22 3.43% 1 Indeks yang mengukur kinerja harga dari 36 saham yang memilikikinerja positif yang dipilih berdasarkan kapitalisasi pasar, likuiditastransaksi, dan fundametal serta rasio keuangan. Indeks MNC36diluncurkan dan dikelola berkerja sama dengan perusahaanmedia Media Nusantara Citra (MNC) Group.
17. Investor33 INVESTOR33 INVE33 Others - Headline 21-Mar-14 33 3.8% 27.1% 26.0% 1.23 3.51% - Indeks yang mengukur kinerja harga dari 33 saham yang dipilihdari 100 (seratus) Perusahaan Tercatat terbaik versi MajalahInvestor yang dipilih berdasarkan kapitalisasi pasar, likuiditastransaksi dan fundamental serta rasio keuangan. Indeks Investor33diluncurkan dan dikelola berkerja sama dengan perusahaanmedia PT Media Investor Indonesia (penerbit Majalah Investor).
18. infobank15 INFOBANK15 INFOBANK Investable Sector 07-Nov-12 15 13.5% 68.4% 83.5% 1.23 3.94% - Indeks yang mengukur kinerja harga dari 15 saham perbankanyang memiliki faktor fundamental yang baik dan likuiditasperdagangan yang tinggi. Indeks infobank15 diluncurkan dandikelola berkerja sama dengan perusahaan media PT Info ArthaPratama (penerbit Majalah Infobank).
19. SMinfra18 SMINFRA18 JAKINFRA Investable Sector 31-Jan-13 18 5.3% -5.1% -12.7% 1.37 4.26% 1 Indeks yang mengukur kinerja harga dari 18 saham yangkonstituennya dipilih dari sektorsektor infrastruktur, penunjanginfrastruktur, dan pembiayaan infrastruktur (dari sektor perbankan)yang dipilih berdasarkan kriteria tertentu. Indeks SMinfra18diluncurkan dan dikelola berkerja sama dengan PT Sarana MultiInfrastruktur (Persero) (SMI).
20. SRI-KEHATI SRI-KEHATI SKEHATI ESG 08-Jun-09 25 5.8% 29.1% 33.7% 1.25 3.60% 9 Indeks yang mengukur kinerja harga saham dari 25 perusahaantercatat yang memiliki kinerja yang baik dalam mendorongusaha-usaha berkelanjutan, serta memiliki kesadaran terhadaplingkungan hidup, sosial, dan tata kelola perusahaan yang baikatau disebut Sustainable and Responsible Investment (SRI). IndeksSRI-KEHATI diluncurkan dan dikelola berkerja sama denganYayasan Keanekaragaman Hayati Indonesia (Yayasan KEHATI).
21. PEFINDO25 PEFINDO25 PEFINDO Size 18-Mei-09 25 1.1% -13.9% -32.6% 0.66 3.30% - Indeks yang mengukur kinerja harga saham dari 25 perusahaantercatat kecil dan menengah yang memiliki kinerja keuanganyang baik dan likuiditas transaksi yang tinggi. Indeks PEFINDO25diluncurkan dan dikelola berkerja sama dengan perusahaanpemeringkat PT Pemeringkat Efek Indonesia (PEFINDO).
22. PEFINDO i-Grade I-GRADE PEFINDIG Others - Thematic 21-Des-17 30 12.1% 27.6% 35.0% 1.27 3.77% 2 Indeks yang mengukur kinerja harga dari 30 saham perusahaantercatat yang memiliki peringkat investment grade dari PEFINDO(idAAA hingga idBBB-) yang berkapitalisasi pasar paling besar.Indeks PEFINDO i-Grade diluncurkan dan dikelola berkerja samadengan perusahaan pemeringkat PT Pemeringkat Efek Indonesia(PEFINDO).
23. Indeks Papan Utama MBX MBX Board 08-Apr-02 334 1.3% 16.9% 16.7% 1.09 2.97% - Indeks yang mengukur kinerja harga seluruh saham tercatat diPapan Utama Bursa Efek Indonesia.
24. Indeks Papan Pengembangan
DBX DBX Board 08-Apr-02 337 4.8% 35.9% 55.3% 0.33 1.92% - Indeks yang mengukur kinerja harga seluruh saham tercatat diPapan Pengembangan Bursa Efek Indonesia.
No. Nama Indeks Kode JATS IDX
KodeBloomberg
Sub Klasifikasi Indeks
Return *DeskripsiTanggal
PeluncuranJumlah
KonstituenRisk (3Y) * Jumlah Produk
Berbasis Indeks
* Data sebelum tanggal peluncuran merupakan back-tested data. Return hanya memperhitungkan capital gain tidak termasuk dividen yang dibagikan oleh Perusahaan Tercatat.
1Y 3Y 5Y Beta St. Dev.25. Sektor Pertanian AGRI JAKAGRI Composite Sector 02-Jan-96 20 -2.6% -18.2% -35.2% 0.46 3.69% - Indeks yang mengukur kinerja harga seluruh saham di Papan
Utama dan Papan Pengembangan yang terdapat di sektorPertanian, mengacu pada klasifikasi Jakarta Stock IndustrialClassification (JASICA).
26. Sektor Pertambangan MINING JAKMINE Composite Sector 02-Jan-96 50 -12.8% 11.8% 13.1% 0.86 4.26% - Indeks yang mengukur kinerja harga seluruh saham di PapanUtama dan Papan Pengembangan yang terdapat di sektorPertambangan, mengacu pada klasifikasi Jakarta Stock IndustrialClassification (JASICA).
27. Sektor Industri Dasar dan Kimia
BASIC-IND JAKBIND Composite Sector 02-Jan-96 77 14.4% 81.7% 79.9% 1.16 4.42% - Indeks yang mengukur kinerja harga seluruh saham di PapanUtama dan Papan Pengembangan di sektor Industri Dasar danKimia, mengacu pada klasifikasi Jakarta Stock IndustrialClassification (JASICA).
28. Sektor Aneka Industri MISC-IND JAKMIND Composite Sector 02-Jan-96 51 -12.2% -10.7% -6.4% 1.11 4.87% - Indeks yang mengukur kinerja harga seluruh saham di PapanUtama dan Papan Pengembangan yang terdapat di sektorAneka Industri, mengacu pada klasifikasi Jakarta Stock IndustrialClassification (JASICA).
29. Sektor Industri Barang Konsumsi
CONSUMER JAKCONS Composite Sector 02-Jan-96 56 -20.1% -11.7% -5.8% 1.07 3.82% - Indeks yang mengukur kinerja harga seluruh saham di PapanUtama dan Papan Pengembangan yang terdapat di sektorIndustri Barang Konsumsi, mengacu pada klasifikasi Jakarta StockIndustrial Classification (JASICA).
30. Sektor Properti, Real Estat, dan Konstruksi Bangunan
PROPERTY JAKPROP Composite Sector 02-Jan-96 83 12.5% -2.7% -4.0% 0.87 3.40% - Indeks yang mengukur kinerja harga seluruh saham di PapanUtama dan Papan Pengembangan yang terdapat di sektorProperti, Real Estat, dan Konstruksi Bangunan, mengacu padaklasifikasi Jakarta Stock Industrial Classification (JASICA).
31. Sektor Infrastruktur, Utilitas, dan Transportasi
INFRASTRUC JAKINFR Composite Sector 02-Jan-96 76 6.9% 7.8% -2.0% 1.11 4.03% - Indeks yang mengukur kinerja harga seluruh saham di PapanUtama dan Papan Pengembangan yang terdapat di sektorInfrastruktur, Utilitas, dan Transportasi, mengacu pada klasifikasiJakarta Stock Industrial Classification (JASICA).
32. Sektor Keuangan FINANCE JAKFIN Composite Sector 02-Jan-96 90 15.2% 66.9% 85.2% 1.06 3.35% - Indeks yang mengukur kinerja harga seluruh saham di PapanUtama dan Papan Pengembangan yang terdapat di sektorKeuangan, mengacu pada klasifikasi Jakarta Stock IndustrialClassification (JASICA).
33. Sektor Perdagangan, Jasa, dan Investasi
TRADE JAKTRAD Composite Sector 02-Jan-96 168 -1.8% -10.6% -12.4% 0.59 2.44% - Indeks yang mengukur kinerja harga seluruh saham di PapanUtama dan Papan Pengembangan yang terdapat di sektorPerdagangan, Jasa, dan Investasi, mengacu pada klasifikasiJakarta Stock Industrial Classification (JASICA).
34. Sektor Manufaktur MANUFACTUR JAKMANU Composite Sector 02-Jan-96 164 -9.7% 6.7% 9.4% 1.10 3.35% - Indeks yang mengukur kinerja harga seluruh saham di PapanUtama dan Papan Pengembangan yang terdapat di 3 sektoryaitu (1) Industri Dasar dan Kimia, (2) Aneka Industri, (3) IndustriBarang Konsumsi, mengacu pada klasifikasi Jakarta StockIndustrial Classification (JASICA).
No. Nama Indeks Kode JATS IDX
KodeBloomberg
Sub Klasifikasi Indeks
Return *DeskripsiTanggal
PeluncuranJumlah
KonstituenRisk (3Y) * Jumlah Produk
Berbasis Indeks
11ID
X Stock Index Hand
book v1.0
(Per 30 Desember 2019)
Sumber data: BEI, OJK.
ETF Indeks
1. Reksa Dana Premier ETF LQ-45 ETF Indeks 18-Des-07 LQ45 R-LQ45X 1,709.11
2. Reksa Dana Premier ETF IDX30 ETF Indeks 29-Okt-12 IDX30 XIIT 2,605.40
3. Reksa Dana Syariah Premier ETF JII ETF Indeks 29-Apr-13 JII XIJI 15.51
4. Reksa Dana Premier ETF Sminfra18 ETF Indeks 05-Mar-14 SMINFRA18 XISI 88.24
5. Reksa Dana Premier ETF SRI-KEHATI ETF Indeks 25-Sep-14 SRI-KEHATI XISR 603.27
6. Reksa Dana Indeks Batavia IDX30 ETF ETF Indeks 19-Feb-18 IDX30 XBID 84.07
7. Reksa Dana Indeks Pinnacle IDX30 ETF ETF Indeks 30-Mei-18 IDX30 XPID 574.33
8. Reksa Dana ETF MNC36 Likuid ETF Indeks 29-Agu-18 MNC36 XMTS 8.08
9. Reksa Dana Indeks Simas ETF IDX30 ETF Indeks 12-Sep-18 IDX30 XSBC 316.28
10. Reksa Dana Indeks Premier ETF IDX High Dividend 20 ETF Indeks 18-Des-18 IDXHIDIV20 XIHD 29.13
11. Reksa Dana Indeks Premier ETF PEFINDO i Grade ETF Indeks 21-Des-18 I-GRADE XIPI 47.97
12. Reksa Dana Indeks Batavia SRI-KEHATI ETF ETF Indeks 22-Mar-19 SRI-KEHATI XBSK 81.69
13. Reksa Dana Indeks Panin ETF IDX30 Dinamis ETF Indeks 27-Mei-19 IDX30 XPTD 12.45
14. Reksa Dana Ashmore ETF LQ45 Alpha ETF Indeks 12-Jul-19 LQ45 XAQA 16.48
15. Reksa Dana Indeks Majoris PEFINDO I Grade ETF Indonesia ETF Indeks 25-Jul-19 I-GRADE XMIG 21.00
16. Reksa Dana Syariah Indeks Simas ETF JII ETF Indeks 17-Sep-19 JII XSSI 5.00
17. Reksa Dana PNM ETF Core LQ45 ETF Indeks 30-Sep-19 LQ45 XPCR 5.49
18. Reksa Dana Indeks Bahana ETF Bisnis 27 ETF Indeks 01-Okt-19 BISNIS-27 XBIN 5.99
19. Reksa Dana Indeks KISI IDX Value30 ETF ETF Indeks 12-Nov-19 IDXV30 XKIV 16.00
20. Reksa Dana Indeks Cipta ETF Index LQ45 ETF Indeks 27-Nov-19 LQ45 XCLQ 5.14
21. Reksa Dana Indeks Nusadana ETF IDX Value30 ETF Indeks 05-Des-19 IDXV30 XNVE 5.37
No. Nama Produk ETF Tipe Tanggal Pencatatan
Indeks Acuan
Kode JATS IDX
Dana Kelolaan (AUM), Rp Miliar
IDX Stock Ind
ex Handbook v1.0
12
Tabel 2 : Daftar Produk Investasi Berbasis Indeks BEI
Reksa Dana Indeks
Sumber data: BEI, OJK.
1. Reksa Dana Danareksa Indeks Syariah RD Indeks 17-Mar-06 JII 34.402. Reksa Dana Kresna Indeks 45 RD Indeks 14-Okt-08 LQ45 258.103. Reksa Dana PG Indeks Bisnis 27 RD Indeks 27-Sep-12 BISNIS-27 2.684. Reksa Dana Indeks Principal Index IDX30 RD Indeks 07-Des-12 IDX30 164.185. Reksa Dana Indeks Kresna IDX 30 RD Indeks 16-Jan-14 IDX30 46.006. Reksa Dana Batavia LQ45 Plus RD Indeks 02-Mei-14 LQ45 14.707. Reksa Dana Indeks Kresna IDX30 Tracker RD Indeks 01-Nov-16 IDX30 402.898. Reksa Dana Indeks Premier IDX30 RD Indeks 01-Nov-16 IDX30 401.729. Reksa Dana Syariah Indeks Pinnacle Sharia JII Tracker RD Indeks 06-Okt-17 JII 43.26
10. Reksa Dana Syariah Indeks Syailendra Sharia Index JII RD Indeks 23-Okt-17 JII 29.0711. Reksa Dana Indeks RHB SRI-KEHATI Index Fund RD Indeks 08-Nov-17 SRI-KEHATI 385.5912. Reksa Dana Syariah Indeks Majoris JII Syariah Indonesia RD Indeks 22-Nov-17 JII 29.5113. Reksa Dana Indeks Avrist IDX30 RD Indeks 18-Des-17 IDX30 122.4214. Reksa Dana Indeks Panin IDX30 RD Indeks 28-Des-17 IDX30 1,057.6615. Reksa Dana Indeks BNI AM Indeks IDX30 RD Indeks 28-Des-17 IDX30 780.9716. Reksa Dana Indeks Syailendra Index IDX30 RD Indeks 29-Des-17 IDX30 94.8217. Reksa Dana Syariah Indeks Cipta Syariah Indeks RD Indeks 02-Jan-18 JII 28.4218. Reksa Dana Indeks Insight Indeks IDX30 RD Indeks 30-Jan-18 IDX30 17.5019. Reksa Dana Syariah Indeks RHB JII Fund RD Indeks 28-Mar-18 JII 28.4520. Reksa Dana Indeks Insight SRI-KEHATI Likuid I Sri Likuid RD Indeks 29-Mar-18 SRI-KEHATI 216.0321. Reksa Dana Indeks Simas SRI-KEHATI RD Indeks 14-Mei-18 SRI-KEHATI 169.9522. Reksa Dana Indeks BNP Paribas IDX30 RD Indeks 07-Jun-18 IDX30 530.7823. Reksa Dana Indeks Ayers Asia AM Equity Index SRI-KEHATI RD Indeks 16-Jul-18 SRI-KEHATI 23.5524. Reksa Dana Indeks First State Indoequity IDX30 Index Fund RD Indeks 30-Agu-18 IDX30 619.9725. Reksa Dana Indeks Simas IDX30 RD Indeks 10-Sep-18 IDX30 382.0326. Reksa Dana Indeks Mandiri Indeks LQ45 RD Indeks 22-Okt-18 LQ45 35.0527. Reksa Dana Indeks Yuanta SRI-KEHATI Index RD Indeks 14-Nov-18 SRI-KEHATI 13.0328. Reksa Dana Indeks BNP Paribas SRI-KEHATI RD Indeks 29-Nov-18 SRI-KEHATI 43.6229. Reksa Dana Indeks BNP Paribas IDX30 Filantropi RD Indeks 01-Mar-19 IDX30 284.1630. Reksa Dana Indeks Avrist Indeks LQ45 RD Indeks 12-Mar-19 LQ45 841.7631. Reksa Dana Indeks Panin SRI-KEHATI RD Indeks 22-Agu-19 SRI-KEHATI 231.3832. Reksa Dana Indeks Principal Index IDX30 II RD Indeks 01-Okt-19 IDX30 922.5033. Reksa Dana Indeks Reliance IDX30 Index Fund RD Indeks 25-Okt-19 IDX30 1.00
Dana Kelolaan (AUM), Rp Miliar
Indeks AcuanNo. Nama Produk Reksa Dana Tipe Tanggal
Peluncuran
IDX Stock Ind
ex Handbook v1.0
13
Jan Feb Mar Apr Mei Jun Jul Agu Sep Okt Nov Des
1. IDX80 Mayor Minor Mayor Minor 9%
2. LQ45 Mayor Minor Mayor Minor 15%
3. IDX30 Mayor Minor Mayor Minor 15%
4. IDX Value30 Mayor Minor Mayor Minor 15%
5. IDX Growth30 Mayor Minor Mayor Minor 15%
6. IDX BUMN20 Mayor Minor Mayor Minor 15%
7. KOMPAS100 Mayor Mayor - Kompas Gramedia Group
8. IDX SMC Composite Mayor Mayor -
9. IDX SMC Liquid Mayor Mayor -
10. PEFINDO25 Mayor Mayor - PT PEFINDO
11. IDX High Dividend 20 Mayor Minor 15%
12. SMinfra18 Minor Mayor Minor Mayor 15% PT SMI (Persero)
13. BISNIS-27 Mayor Mayor - PT Jurnalindo Aksara Grafika
14. SRI-KEHATI Mayor Mayor - Yayasan KEHATI
15. MNC36 Mayor Mayor - MNC Group
16. ISSI Mayor Mayor -
17. JII70 Mayor Mayor -
18. JII Mayor Mayor -
19. Investor33 Mayor Mayor - PT Media Investor Indonesia
20. PEFINDO i-Grade Minor Mayor Minor Mayor 20% PT PEFINDO
21. infobank15 Mayor Mayor - PT Info Artha Pratama
Pihak Kerja SamaNo. Nama IndeksBulan Evaluasi* Batasan
(Cap )
* Evaluasi Mayor bertujuan memilih saham konstituen indeks untuk periode selanjutnya disertai dengan menyesuaikan jumlah saham untuk indeks dan/atau bobot dari konstituen. Evaluasi Minor hanya bertujuan menyesuaikan jumlah saham untuk indeks dan/atau bobot dari konstituen tanpa pemilihan konstituen indeks untuk periode selainjutnya.
Tabel 3 : Jadwal Evaluasi Indeks BEI
14ID
X Stock Index Hand
book v1.0
Index Fact Sheet
DisclaimerSeluruh indeks yang dikompilasi, dikalkulasi dan dikelola oleh Bursa Efek Indonesia (“BEI”) (secara bersama-sama disebut “Indeks BEI”) dimiliki oleh BEI (baik oleh BEI sendiri maupun dimiliki secara bersama-sama oleh BEI dan pihak lain). Merek dagang dan hak kekayaan intelektual lainnya atas Indeks BEI telah terdaftar atau setidaknya telah diajukan pendaftarannya ke Direktorat Jenderal Kekayaan Intelektual, Kementerian Hukum dan Hak Asasi Manusia Republik Indonesia, dan dilindungi berdasarkan Hukum Kekayaan Intelektual Republik Indonesia.Seluruh bentuk penggunaan yang tidak sah atas Indeks BEI dilarang keras. Seluruh penggunaan dan distribusi atas merek dagang, informasi dan data terkait Indeks BEI untuk kegiatan yang menghasilkan pendapatan, memerlukan lisensi atau wajib memperoleh izin tertulis dari BEI terlebih dahulu.BEI memiliki hak untuk melakukan perubahan terhadap Indeks BEI tanpa pemberitahuan sebelumnya, termasuk namun tidak terbatas pada metode perhitungan dan hak untuk menangguhkan publikasi atas Indeks BEI.Seluruh informasi terkait Indeks BEI yang tersedia adalah hanya untuk kepentingan penyebaran informasi semata. BEI tidak memberikan jaminan atas keakuratan, kelengkapan, ketepatan waktu, keaslian, ketersediaan, ketiadaan pelanggaran, serta karakteristik lain dari informasi dan data terkait Indeks BEI. Namun demikian, setiap upaya telah dilakukan oleh BEI untuk memastikan keakuratan informasi yang diberikan terkait Indeks BEI. Tidak ada jaminan tertulis maupun tidak tertulis atas kesesuaian Indeks BEI untuk tujuan atau penggunaan tertentu, atau atas hasil yang akan diperoleh pengguna terkait penggunaan Indeks BEI.Penggunaan atas Indeks BEI merupakan tanggung jawab pengguna. BEI tidak bertanggung jawab atau tidak dapat dimintakan pertanggungjawaban atau memiliki kewajiban pembayaran atau apapun juga atas kerugian, kesalahan atau kerusakan yang timbul dari penggunaan informasi atau data apapun yang terdapat disini.
Return di fact sheet hanya memperhitungkan capital gain tidak termasuk dividen yang dibagikan oleh Perusahaan Tercatat.
1.2.3.4.5.6.7.8.9.10.11.12.13.14.15.16.17.18.19.20.21.22.23.24.25.26.27.28.29.30.31.32.33.34.
Indeks Harga Saham Gabungan (IHSG)IDX80LQ45IDX30IDX Value30IDX Growth30IDX High Dividend 20IDX BUMN20Indonesia Sharia Stock Index (ISSI)Jakarta Islamic 70 (JII70)Jakarta Islamic (JII)IDX SMC CompositeIDX SMC LiquidKOMPAS100BISNIS-27MNC36Investor33infobank15SMinfra18SRI-KEHATIPEFINDO25PEFINDO i-GradeMain BoardDevelopment BoardSektor PertanianSektor PertambanganSektor Industri Dasar dan KimiaSektor Aneka IndustriSektor Industri Barang KonsumsiSektor Properti, Real Estat, dan Konstruksi BangunanSektor Infrastruktur, Utilitas, dan TransportasiSektor KeuanganSektor Perdagangan, Jasa, dan InvestasiSektor Manufaktur
15 IDX Stock Index Handbook v1.0
INDONESIA STOCK EXCHANGE
GENERAL INFORMATION HISTORICAL PERFORMANCE
Index Name : Return Dec 30, 2009 - Dec 30, 2019
IDX JATS Code : COMPOSITE
Description :
Launch Date :
Base Date :
Base Value :
Methodology :
CONSTITUENT SELECTIONEligibility
INDEX PERFORMANCE RISK
INDEX MAINTENANCEListing
FUNDAMENTAL
Delisting
Since Base Date (Ann.)
Exception INDEX CHARACTERISTICS SECTOR WEIGHTS
Number of Constituents
Constituent In/Out Avg. (10Y)
Market Cap Total (in tr. IDR)
Largest
Smallest
Average
Median
Index MC / IDX MC (%)
TOP 10 CONSTITUENTSMarket Cap Index
Code Company Name (in trill. IDR) Weight Sector
BBCA Bank Central Asia Tbk. Finance
BBRI Bank Rakyat Indonesia (Persero) Tbk. Finance
TLKM Telekomunikasi Indonesia (Persero) Tbk. Infras., Utilities & Transportation
BMRI Bank Mandiri (Persero) Tbk. Finance
UNVR Unilever Indonesia Tbk. Consumer Goods Industry
ASII Astra International Tbk. Miscellaneous Industry
HMSP H.M. Sampoerna Tbk. Consumer Goods Industry
TPIA Chandra Asri Petrochemical Tbk. Basic Industry & Chemicals
BBNI Bank Negara Indonesia (Persero) Tbk. Finance
BRPT Barito Pacific Tbk. Basic Industry & Chemicals
Total (Top 10 Constituents)
Data prior to the launch date is back-tested data.
Data as of: Dec 30, 2019
Contact Information Disclaimer
Product Development I Unit
Business Development Division
Indonesia Stock Exchange
T: (021) 515-0515
In the case that the important market information of a
particular stock could affect significantly to the index,
the IDX may consider to exclude some or all of the
shares of a particular stock from the IDX Composite
index.
20.39
2.22
P/E (Weight Avg.)
P/BV (Weight Avg.)
An index that measures the stock price performance of
all listed companies in Main Board and Development
Board of the Indonesia Stock Exchange.
100
Market Capitalization Weighted
Every stock (both common & preffered) listed in Main
Board and Development Board of IDX is included in the
IDX Composite index.
A stock which is listed in Main Board or Development
Board of the IDX will be included in the IDX Composite
index since the listing date.
A stock which is delisted from Main Board or
Development Board of the IDX will be excluded from the
IDX Composite since the effective date of delisting.
-0.9% -2.2%
2012 12.9% 15.7% 15.7%
Year IHSG ISSI
148.57%
2016
20.52%
2015
18.93%
-12.1%
-0.93%
1.70%
-14.0% -34.8%
18.6% 13.2%
3Y Std Dev (Ann.)
5Y Std Dev (Ann.)
10.3%
-3.1%
1.00
1.00
2.7%2.5%
SMC
Comp.
3,410.45 46.93%
144.93 1.99%
134.41 1.85%
244.27 3.36%
185.02 2.55%
280.35 3.86%
354.58 4.88%
815.85
537.29
3Y
5Y
10Y
3.80%
2019
15.3%
20.0%
-2.5%
1.7%
6.8%
0.1%
2.0%
2017
22.3% 17.3% 17.1%
2013 -1.0%
5.41%
7.39%
11.23%
320.46
INDEX FACT SHEET
11.93%
2018
YoY Returns
December 2019
3.0%
3Y Beta
5Y Beta
4.41%
7,267.28
<0.01
393.28
815.85
10.83
671
1.18
1.42
100.00%
2014
IDX COMPOSITE (IHSG)
Since Base Date
3Y (Ann.)
5Y (Ann.)
10Y (Ann.)
April 4, 1983
April 1, 1983
9.53%
5.95%
6199.54%
Returns
6M
1Y
IDX Composite/ Indeks Harga
Saham Gabungan (IHSG)
All Indices compiled, calculated and maintained by Indonesia Stock Exchange (“IDX”) (collectively called “IDX Indices”) are owned by IDX (either owned by IDX itself or jointly owned by IDX and other parties). Trademarks and anyother intellectual property rights of the IDX Indices are registered or at least have been applied for their registration at the Directorate General of Intellectual Properties, Ministry of Law and Human Rights of the Republic ofIndonesia, and protected under the Intellectual Property Law of the Republic of Indonesia. Any unauthorized use of IDX Indices is strictly prohibited. The use and distribution of IDX Indices trademarks, information and data forincome-generating activities, require a proper license or prior written consent from IDX. IDX reserves the right to make any changes in IDX Indices without prior notice, including but not limited to the calculation method thereof,and the right to suspend the publication thereof. All information provided regarding IDX Indices is for informational purposes only. IDX gives no warranty regarding the accuracy, completeness, timeliness, originality, availability,non-infringement, and other characteristics of the IDX Indices information and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or impliedwarranties of the fitness of IDX Indices for a particular purpose or use, or as to the results to be attained by user from the use of IDX Indices. The use of IDX Indices is at user’s own responsibility. IDX is not responsible or cannotbe held accountable or has any payment obligations or anything against any losses, errors or damages arising from the use of any information or data contained herein.
-20%
0%
20%
40%
60%
80%
100%
120%
140%
160%
180%
2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019
IHSG6299.539(148.57%)
Finance35.0%
Consumer Goods Industry16.1%
Infras., Utilities & Transportation
11.0%
Basic Industry & Chemicals
10.7% Trade, Services & Investment
9.5%
Property, RE & Bld. Construction
6.5%
Miscellaneous Industry
5.1%
Mining5.0%Agriculture
1.3%
𝐼𝑛𝑑𝑒𝑥 =σ𝑖=1𝑛 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝𝑖
𝐵𝑎𝑠𝑒 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝x 100
INDONESIA STOCK EXCHANGE
GENERAL INFORMATION HISTORICAL PERFORMANCE
Index Name : IDX80 Return Jan 31, 2012 - Dec 30, 2019
IDX JATS Code : IDX80
Description :
Launch Date :
Base Date :
Base Value :
Methodology :
INDEX PERFORMANCE RISK
CONSTITUENT SELECTIONUniverse
Selection Criteria
FUNDAMENTAL
Since Base Date (Ann.)
INDEX CHARACTERISTICS SECTOR WEIGHTS
INDEX MAINTENANCE Number of Constituents
Periodic Review Schedules Constituent In/Out Avg. (10Y)
Market Cap Total* (in tr. IDR)
Largest
Effective Date Smallest
Average
Median
Announcement
Index MC / IDX MC (%)
TOP 10 CONSTITUENTSMarket Cap* Index
Code Company Name (in trill. IDR) Weight Sector
BBCA Bank Central Asia Tbk. Finance
BBRI Bank Rakyat Indonesia (Persero) Tbk. Finance
BMRI Bank Mandiri (Persero) Tbk. Finance
TLKM Telekomunikasi Indonesia (Persero) Tbk. Infras., Utilities & Transportation
ASII Astra International Tbk. Miscellaneous Industry
BBNI Bank Negara Indonesia (Persero) Tbk. Finance
UNVR Unilever Indonesia Tbk. Consumer Goods Industry
CPIN Charoen Pokphand Indonesia Tbk. Basic Industry & Chemicals
BRPT Barito Pacific Tbk. Basic Industry & Chemicals
SMGR Semen Indonesia (Persero) Tbk. Basic Industry & Chemicals
Total (Top 10 Constituents)
Data prior to the launch date is back-tested data.
*Adjusted Market Capitalization
Data as of: Dec 30, 2019
Contact Information Disclaimer
Product Development I Unit
Business Development Division
Indonesia Stock Exchange
T: (021) 515-0515
IDX80
Since Base Date
3Y (Ann.)
5Y (Ann.)
10Y (Ann.)
January 31, 2012
100
-
4.09%
43.04%
Returns
6M
1Y
An index that measures the stock price performance of
80 stocks with relatively large market capitalization, high
liquidity, and good fundamentals.
February 1, 2019
Capped Free Float Adjusted Market Capitalization
Weighted
On each periodic review, the constituent weight is
capped so the highest weight in the index is no more
than 9%.
150 stocks selected from constituents of IDX Composite
that have been listed for at least 6 months based on
transaction value in the regular market over the past 12
months.
From the universe, 80 stocks selected to be IDX80
constituents by considering the factors below:
a. Liquidity: transaction value, transaction frequency,
number of days of transactions in regular market
and free float market capitalization,
9.25%
9.34%
9.46%
126.41
INDEX FACT SHEET
4.63%
2018
YoY Returns
December 2019
3.9%
3Y Beta
5Y Beta
8.24%
1,533.58
0.57
141.83
145.04
19.17
80
7.07
7.65
72.56%
2014
57.97 3.78%
126.88 8.27%
145.04
143.31
3Y
5Y
10Y
2.11%
2019
14.2%
17.8%
-6.7%
2.6%
22.0%
-9.0%
1.7%
2017
27.1% 22.3% 26.4%
2013 -4.3%
902.75 58.87%
37.90 2.47%
34.86 2.27%
45.79 2.99%
42.76 2.79%
2015
12.79%
-13.8%
-0.64%
2.65%
-12.1% -11.9%
15.3% 11.7%
20.0%
-2.5%
3.2%
LQ45Year IDX80 IHSG
-
2016
11.02%
3Y Std Dev (Ann.)
5Y Std Dev (Ann.)
1.28
1.28
3.6%
17.06
2.56
P/E (Weight Avg.)
P/BV (Weight Avg.)
-1.0% -3.3%
2012 6.0% 9.5% 6.2%
b. Fundamentals: financial performance, compliance,
and others.
1. Major Review: January and July.
Minor Review: April and October.
First trading day of the month after reviewing month
(February, May, August, and November).
At the latest 5 exchange days prior to the effective date.
2.
All Indices compiled, calculated and maintained by Indonesia Stock Exchange (“IDX”) (collectively called “IDX Indices”) are owned by IDX (either owned by IDX itself or jointly owned by IDX and other parties). Trademarks and anyother intellectual property rights of the IDX Indices are registered or at least have been applied for their registration at the Directorate General of Intellectual Properties, Ministry of Law and Human Rights of the Republic ofIndonesia, and protected under the Intellectual Property Law of the Republic of Indonesia. Any unauthorized use of IDX Indices is strictly prohibited. The use and distribution of IDX Indices trademarks, information and data forincome-generating activities, require a proper license or prior written consent from IDX. IDX reserves the right to make any changes in IDX Indices without prior notice, including but not limited to the calculation method thereof,and the right to suspend the publication thereof. All information provided regarding IDX Indices is for informational purposes only. IDX gives no warranty regarding the accuracy, completeness, timeliness, originality, availability,non-infringement, and other characteristics of the IDX Indices information and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or impliedwarranties of the fitness of IDX Indices for a particular purpose or use, or as to the results to be attained by user from the use of IDX Indices. The use of IDX Indices is at user’s own responsibility. IDX is not responsible or cannotbe held accountable or has any payment obligations or anything against any losses, errors or damages arising from the use of any information or data contained herein.
-20%
-10%
0%
10%
20%
30%
40%
50%
60%
70%
80%
2012 2013 2014 2015 2016 2017 2018 2019
IHSG LQ45 IDX80 IHSG6299.539(59.82%)
IDX80143.042(43.04%)
LQ451014.473(46.57%)
Finance34.5%
Basic Industry & Chemicals
14.1%
Infras., Utilities & Transportation
13.5%
Consumer Goods Industry12.0% Miscellaneous
Industry8.6%
Trade, Services & Investment
7.2%
Property, RE & Bld. Construction
5.0%
Mining4.3%Agriculture
0.8%
𝐼𝑛𝑑𝑒𝑥 =σ𝑖=1𝑛 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝𝑖 × 𝐹𝑟𝑒𝑒 𝐹𝑙𝑜𝑎𝑡 𝑅𝑎𝑡𝑖𝑜𝑖
𝐵𝑎𝑠𝑒 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝x 100
INDONESIA STOCK EXCHANGE
GENERAL INFORMATION HISTORICAL PERFORMANCE
Index Name : LQ45 Return Dec 30, 2009 - Dec 30, 2019
IDX JATS Code : LQ45
Description :
Launch Date :
Base Date :
Base Value :
Methodology :
INDEX PERFORMANCE RISK
CONSTITUENT SELECTIONUniverse
Selection Criteria
FUNDAMENTAL
Since Base Date (Ann.)
INDEX CHARACTERISTICS SECTOR WEIGHTS
INDEX MAINTENANCE Number of Constituents
Periodic Review Schedules Constituent In/Out Avg. (10Y)
Market Cap Total* (in tr. IDR)
Largest
Effective Date Smallest
Average
Median
Announcement
Index MC / IDX MC (%)
TOP 10 CONSTITUENTSMarket Cap* Index
Code Company Name (in trill. IDR) Weight Sector
BBCA Bank Central Asia Tbk. Finance
BBRI Bank Rakyat Indonesia (Persero) Tbk. Finance
TLKM Telekomunikasi Indonesia (Persero) Tbk. Infras., Utilities & Transportation
BMRI Bank Mandiri (Persero) Tbk. Finance
ASII Astra International Tbk. Miscellaneous Industry
BBNI Bank Negara Indonesia (Persero) Tbk. Finance
UNVR Unilever Indonesia Tbk. Consumer Goods Industry
CPIN Charoen Pokphand Indonesia Tbk. Basic Industry & Chemicals
BRPT Barito Pacific Tbk. Basic Industry & Chemicals
SMGR Semen Indonesia (Persero) Tbk. Basic Industry & Chemicals
Total (Top 10 Constituents)
Data prior to the launch date is back-tested data.
*Adjusted Market Capitalization
Data as of: Dec 30, 2019
Contact Information Disclaimer
Product Development I Unit
Business Development Division
Indonesia Stock Exchange
T: (021) 515-0515
LQ45
Since Base Date
3Y (Ann.)
5Y (Ann.)
10Y (Ann.)
July 13, 1994
100
7.37%
4.67%
914.47%
Returns
6M
1Y
An index that measures the stock price performance of
45 stocks with relatively large market capitalization, high
liquidity, and good fundamentals.
February 1, 1997
Capped Free Float Adjusted Market Capitalization
Weighted
On each periodic review, the constituent weight is
capped so the highest weight in the index is no more
than 15%.
From the 80 stocks of the IDX80 constituents that have
been selected in the given period, 45 stocks are selected
to be LQ45 constituents by considering the factors
below:
a. Liquidity: transaction value, transaction frequency,
number of days of transactions in regular market
and free float market capitalization;
11.50%
14.16%
15.63%
126.41
INDEX FACT SHEET
9.53%
2018
YoY Returns
December 2019
3.9%
3Y Beta
5Y Beta
7.73%
1,636.31
1.96
188.18
255.73
36.36
45
3.28
11.97
65.51%
2014
57.97 3.54%
141.83 8.67%
255.73
231.74
3Y
5Y
10Y
2.46%
2019
11.7%
22.0%
-9.0%
3.2%
24.4%
-8.8%
1.7%
2017
26.4% 22.3% 27.4%
2013 -3.3%
1,163.18 71.09%
37.90 2.32%
34.86 2.13%
45.79 2.80%
42.76 2.61%
103.59%
2016
12.90%
2015
14.68%
-11.9%
0.05%
3.23%
-12.1% -10.2%
15.3% 15.0%
3Y Std Dev (Ann.)
5Y Std Dev (Ann.)
20.0%
-2.5%
1.26
1.27
3.5%2.4%
IDX30
17.02
2.62
P/E (Weight Avg.)
P/BV (Weight Avg.)
Constituents of IDX80 Index.
-1.0% -2.7%
2012 9.1% 12.9% 9.4%
Year LQ45 IHSG
b. Fundamentals: financial performance, compliance,
and others.
1. Major Review: January and July.
Minor Review: April and October.
First trading day of the month after reviewing month
(February, May, August, and November).
At the latest 5 exchange days prior to the effective date.
2.
All Indices compiled, calculated and maintained by Indonesia Stock Exchange (“IDX”) (collectively called “IDX Indices”) are owned by IDX (either owned by IDX itself or jointly owned by IDX and other parties). Trademarks and anyother intellectual property rights of the IDX Indices are registered or at least have been applied for their registration at the Directorate General of Intellectual Properties, Ministry of Law and Human Rights of the Republic ofIndonesia, and protected under the Intellectual Property Law of the Republic of Indonesia. Any unauthorized use of IDX Indices is strictly prohibited. The use and distribution of IDX Indices trademarks, information and data forincome-generating activities, require a proper license or prior written consent from IDX. IDX reserves the right to make any changes in IDX Indices without prior notice, including but not limited to the calculation method thereof,and the right to suspend the publication thereof. All information provided regarding IDX Indices is for informational purposes only. IDX gives no warranty regarding the accuracy, completeness, timeliness, originality, availability,non-infringement, and other characteristics of the IDX Indices information and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or impliedwarranties of the fitness of IDX Indices for a particular purpose or use, or as to the results to be attained by user from the use of IDX Indices. The use of IDX Indices is at user’s own responsibility. IDX is not responsible or cannotbe held accountable or has any payment obligations or anything against any losses, errors or damages arising from the use of any information or data contained herein.
-20%
0%
20%
40%
60%
80%
100%
120%
140%
160%
180%
2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019
IHSG IDX30 LQ45 IHSG6299.539(148.57%)
LQ451014.473(103.59%)
IDX30553.856
(118.94%)
Finance43.1%
Infras., Utilities & Transportation
14.3%
Basic Industry & Chemicals
13.0%
Consumer Goods Industry10.7%
Miscellaneous Industry
7.9%
Trade, Services & Investment
4.3%
Mining3.7%
Property, RE & Bld. Construction
3.0%
𝐼𝑛𝑑𝑒𝑥 =σ𝑖=1𝑛 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝𝑖 × 𝐹𝑟𝑒𝑒 𝐹𝑙𝑜𝑎𝑡 𝑅𝑎𝑡𝑖𝑜𝑖
𝐵𝑎𝑠𝑒 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝x 100
INDONESIA STOCK EXCHANGE
GENERAL INFORMATION HISTORICAL PERFORMANCE
Index Name : IDX30 Return Dec 30, 2009 - Dec 30, 2019
IDX JATS Code : IDX30
Description :
Launch Date :
Base Date :
Base Value :
Methodology :
INDEX PERFORMANCE RISK
CONSTITUENT SELECTIONUniverse
Selection Criteria
FUNDAMENTAL
Since Base Date (Ann.)
INDEX MAINTENANCE INDEX CHARACTERISTICS SECTOR WEIGHTSPeriodic Review Schedules
Number of Constituents
Constituent In/Out Avg. (10Y)
Effective Date Market Cap Total* (in tr. IDR)
Largest
Smallest
Announcement Average
Median
Index MC / IDX MC (%)
TOP 10 CONSTITUENTSMarket Cap* Index
Code Company Name (in trill. IDR) Weight Sector
BBCA Bank Central Asia Tbk. Finance
BBRI Bank Rakyat Indonesia (Persero) Tbk. Finance
TLKM Telekomunikasi Indonesia (Persero) Tbk. Infras., Utilities & Transportation
BMRI Bank Mandiri (Persero) Tbk. Finance
ASII Astra International Tbk. Miscellaneous Industry
BBNI Bank Negara Indonesia (Persero) Tbk. Finance
UNVR Unilever Indonesia Tbk. Consumer Goods Industry
CPIN Charoen Pokphand Indonesia Tbk. Basic Industry & Chemicals
BRPT Barito Pacific Tbk. Basic Industry & Chemicals
SMGR Semen Indonesia (Persero) Tbk. Basic Industry & Chemicals
Total (Top 10 Constituents)
Data prior to the launch date is back-tested data.
*Adjusted Market Capitalization
Data as of: Dec 30, 2019
Contact Information Disclaimer
Product Development I Unit
Business Development Division
Indonesia Stock Exchange
T: (021) 515-0515
IDX30
Since Base Date
3Y (Ann.)
5Y (Ann.)
10Y (Ann.)
December 28, 2004
100
8.15%
5.12%
453.86%
Returns
6M
1Y
An index that measures the stock price performance of
30 stocks with relatively large market capitalization, high
liquidity, and good fundamentals.
April 23, 2012
Capped Free Float Adjusted Market Capitalization
Weighted
On each periodic review, the constituent weight is
capped so the highest weight in the index is no more
than 15%.
From the 45 stocks of LQ45 constituents that have been
selected in the given period, 30 stocks are selected to be
IDX30 constituents by considering the factors below:
a. Liquidity: transaction value, transaction frequency,
number of days of transactions in regular market
and free float market capitalization;
12.93%
15.42%
15.60%
126.41
INDEX FACT SHEET
12.08%
2018
YoY Returns
December 2019
4.0%
3Y Beta
5Y Beta
8.68%
1,455.96
2.12
188.18
227.15
48.53
30
2.67
25.42
58.53%
2014
57.97 3.98%
141.83 9.74%
227.15
224.45
3Y
5Y
10Y
3.71%
2019
15.0%
24.4%
-8.8%
2.4%
22.0%
-9.0%
1.7%
2017
27.4% 22.3% 26.4%
2013 -2.7%
1,127.31 77.43%
37.90 2.60%
34.86 2.39%
45.79 3.15%
42.76 2.94%
118.94%
2016
19.98%
2015
16.16%
-10.2%
-0.55%
2.42%
-12.1% -11.9%
15.3% 11.7%
3Y Std Dev (Ann.)
5Y Std Dev (Ann.)
20.0%
-2.5%
1.28
1.29
3.6%3.2%
LQ45
16.77
2.93
P/E (Weight Avg.)
P/BV (Weight Avg.)
Constituents of LQ45 Index.
-1.0% -3.3%
2012 9.4% 12.9% 9.1%
Year IDX30 IHSG
b. Fundamentals: financial performance, compliance,
and others.
1. Major Review: January and July.
2. Minor Review: April and October.
First trading day of the month after reviewing month
(February, May, August, and November).
At the latest 5 exchange days prior to the effective date.
All Indices compiled, calculated and maintained by Indonesia Stock Exchange (“IDX”) (collectively called “IDX Indices”) are owned by IDX (either owned by IDX itself or jointly owned by IDX and other parties). Trademarks and anyother intellectual property rights of the IDX Indices are registered or at least have been applied for their registration at the Directorate General of Intellectual Properties, Ministry of Law and Human Rights of the Republic ofIndonesia, and protected under the Intellectual Property Law of the Republic of Indonesia. Any unauthorized use of IDX Indices is strictly prohibited. The use and distribution of IDX Indices trademarks, information and data forincome-generating activities, require a proper license or prior written consent from IDX. IDX reserves the right to make any changes in IDX Indices without prior notice, including but not limited to the calculation method thereof,and the right to suspend the publication thereof. All information provided regarding IDX Indices is for informational purposes only. IDX gives no warranty regarding the accuracy, completeness, timeliness, originality, availability,non-infringement, and other characteristics of the IDX Indices information and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or impliedwarranties of the fitness of IDX Indices for a particular purpose or use, or as to the results to be attained by user from the use of IDX Indices. The use of IDX Indices is at user’s own responsibility. IDX is not responsible or cannotbe held accountable or has any payment obligations or anything against any losses, errors or damages arising from the use of any information or data contained herein.
-20%
0%
20%
40%
60%
80%
100%
120%
140%
160%
180%
2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019
IHSG LQ45 IDX30 IHSG6299.539(148.57%)
IDX30553.856
(118.94%)
LQ451014.473(103.59%)
Finance45.4%
Infras., Utilities & Transportation
15.3%
Consumer Goods Industry12.0%
Basic Industry & Chemicals
11.4%
Miscellaneous Industry
8.8%
Mining3.2%
Trade, Services & Investment
3.1%
Property, RE & Bld. Construction
0.8%
𝐼𝑛𝑑𝑒𝑥 =σ𝑖=1𝑛 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝𝑖 × 𝐹𝑟𝑒𝑒 𝐹𝑙𝑜𝑎𝑡 𝑅𝑎𝑡𝑖𝑜𝑖
𝐵𝑎𝑠𝑒 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝x 100
INDONESIA STOCK EXCHANGE
GENERAL INFORMATION HISTORICAL PERFORMANCE
Index Name : IDX Value30 Return Jan 30, 2014 - Dec 30, 2019
IDX JATS Code : IDXV30
Description :
Launch Date :
Base Date :
Base Value :
Methodology :
INDEX PERFORMANCE RISK
CONSTITUENT SELECTIONUniverse
Eligibility
Selection FUNDAMENTAL
INDEX MAINTENANCE Since Base Date (Ann.)
Periodic Review Schedules
INDEX CHARACTERISTICS SECTOR WEIGHTSEffective Date
Number of Constituents
Constituent In/Out Avg. (10Y)
Announcement Market Cap Total* (in tr. IDR)
Largest
Smallest
Average
Median
Index MC / IDX MC (%)
TOP 10 CONSTITUENTSMarket Cap* Index
Code Company Name (in trill. IDR) Weight Sector
BBNI Bank Negara Indonesia (Persero) Tbk. Finance
INDF Indofood Sukses Makmur Tbk. Consumer Goods Industry
UNTR United Tractors Tbk. Trade, Services & Investment
ADRO Adaro Energy Tbk. Mining
PGAS Perusahaan Gas Negara Tbk. Infras., Utilities & Transportation
INKP Indah Kiat Pulp & Paper Tbk. Basic Industry & Chemicals
PTBA Bukit Asam Tbk. Mining
BBTN Bank Tabungan Negara (Persero) Tbk. Finance
WSKT Waskita Karya (Persero) Tbk. Property, RE & Bld. Construction
WIKA Wijaya Karya (Persero) Tbk. Property, RE & Bld. Construction
Total (Top 10 Constituents)
Data prior to the launch date is back-tested data.
*Adjusted Market Capitalization
Data as of: Dec 30, 2019
Contact Information Disclaimer
Product Development I Unit
Business Development Division
Indonesia Stock Exchange
T: (021) 515-0515
IDX VALUE30
Since Base Date
3Y (Ann.)
5Y (Ann.)
10Y (Ann.)
January 30, 2014
100
-
4.83%
42.10%
Returns
6M
1Y
An index that measures the stock price performance of
30 stocks that have relatively low price valuations with
high trading liquidity and good fundamentals.
August 12, 2019
Capped Free Float Adjusted Market Capitalization
Weighted
On each periodic review, the constituent weight is
capped so the highest weight in the index is no more
than 15%.
- Booked net profit and positive equity;
- Stocks with extreme price-to-earning ratio (PER) and
price-to-book value ratio (PBV) are not considered.
30 stocks with the lowest PBV and PER.
12.82%
13.59%
15.24%
22.64
INDEX FACT SHEET
6.12%
2018
YoY Returns
December 2019
4.7%
3Y Beta
5Y Beta
8.94%
253.28
0.60
32.46
38.59
8.44
30
7.55
3.37
10.04%
2014
16.91 6.68%
24.82 9.80%
38.59
34.43
3Y
5Y
10Y
4.67%
2019
21.0%
24.8%
-3.2%
-4.6%
22.0%
-9.0%
1.7%
2017
13.1% 18.3% 21.1%
2013 0.0%
202.16 79.82%
6.85 2.70%
6.24 2.46%
10.33 4.08%
8.89 3.51%
-
2016
25.61%
2015
15.19%
-9.9%
-11.40%
-4.59%
-12.1% -11.9%
15.3% 11.7%
3Y Std Dev (Ann.)
5Y Std Dev (Ann.)
20.0%
-2.5%
1.38
1.37
4.4%3.2%
LQ45Constituents of IDX80 Index.
0.0% 0.0%
2012 0.0% 0.0% 0.0%
Year IDXV30 IHSG
1. Major Review: January and July.
2. Minor Review: April and October.
Third trading day of the month after reviewing month
(February, May, August, and November).
At the latest 5 exchange days prior to the effective date.
9.64
1.18
P/E (Weight Avg.)
P/BV (Weight Avg.)
All Indices compiled, calculated and maintained by Indonesia Stock Exchange (“IDX”) (collectively called “IDX Indices”) are owned by IDX (either owned by IDX itself or jointly owned by IDX and other parties). Trademarks and anyother intellectual property rights of the IDX Indices are registered or at least have been applied for their registration at the Directorate General of Intellectual Properties, Ministry of Law and Human Rights of the Republic ofIndonesia, and protected under the Intellectual Property Law of the Republic of Indonesia. Any unauthorized use of IDX Indices is strictly prohibited. The use and distribution of IDX Indices trademarks, information and data forincome-generating activities, require a proper license or prior written consent from IDX. IDX reserves the right to make any changes in IDX Indices without prior notice, including but not limited to the calculation method thereof,and the right to suspend the publication thereof. All information provided regarding IDX Indices is for informational purposes only. IDX gives no warranty regarding the accuracy, completeness, timeliness, originality, availability,non-infringement, and other characteristics of the IDX Indices information and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or impliedwarranties of the fitness of IDX Indices for a particular purpose or use, or as to the results to be attained by user from the use of IDX Indices. The use of IDX Indices is at user’s own responsibility. IDX is not responsible or cannotbe held accountable or has any payment obligations or anything against any losses, errors or damages arising from the use of any information or data contained herein.
-20%
-10%
0%
10%
20%
30%
40%
50%
60%
70%
80%
2014 2015 2016 2017 2018 2019
IHSG LQ45 IDXV30 IHSG6299.539(42.56%)
IDXV30142.098(42.10%)
LQ451014.473(36.77%)
Finance25.8%
Mining18.5%
Trade, Services & Investment
15.1%
Consumer Goods Industry…
Infras., Utilities & Transportation
8.9%
Property, RE & Bld. Construction
8.7%
Basic Industry & Chemicals
8.5%Miscellaneous Industry
0.8%
𝐼𝑛𝑑𝑒𝑥 =σ𝑖=1𝑛 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝𝑖 × 𝐹𝑟𝑒𝑒 𝐹𝑙𝑜𝑎𝑡 𝑅𝑎𝑡𝑖𝑜𝑖
𝐵𝑎𝑠𝑒 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝x 100
INDONESIA STOCK EXCHANGE
GENERAL INFORMATION HISTORICAL PERFORMANCE
Index Name : IDX Growth30 Return Jan 30, 2014 - Dec 30, 2019
IDX JATS Code : IDXG30
Description :
Launch Date :
Base Date :
Base Value :
Methodology :
INDEX PERFORMANCE RISK
CONSTITUENT SELECTIONUniverse
Eligibility
FUNDAMENTALSelection
Since Base Date (Ann.)
INDEX MAINTENANCE INDEX CHARACTERISTICS SECTOR WEIGHTSPeriodic Review Schedules
Number of Constituents
Constituent In/Out Avg. (10Y)
Effective Date Market Cap Total* (in tr. IDR)
Largest
Smallest
Announcement Average
Median
Index MC / IDX MC (%)
TOP 10 CONSTITUENTSMarket Cap* Index
Code Company Name (in trill. IDR) Weight Sector
BBCA Bank Central Asia Tbk. Finance
BBRI Bank Rakyat Indonesia (Persero) Tbk. Finance
TLKM Telekomunikasi Indonesia (Persero) Tbk. Infras., Utilities & Transportation
BBNI Bank Negara Indonesia (Persero) Tbk. Finance
CPIN Charoen Pokphand Indonesia Tbk. Basic Industry & Chemicals
BRPT Barito Pacific Tbk. Basic Industry & Chemicals
SMGR Semen Indonesia (Persero) Tbk. Basic Industry & Chemicals
INTP Indocement Tunggal Prakarsa Tbk. Basic Industry & Chemicals
ICBP Indofood CBP Sukses Makmur Tbk. Consumer Goods Industry
TPIA Chandra Asri Petrochemical Tbk. Basic Industry & Chemicals
Total (Top 10 Constituents)
Data prior to the launch date is back-tested data.
*Adjusted Market Capitalization
Data as of: Dec 30, 2019
Contact Information Disclaimer
Product Development I Unit
Business Development Division
Indonesia Stock Exchange
T: (021) 515-0515
IDX GROWTH30
Since Base Date
3Y (Ann.)
5Y (Ann.)
10Y (Ann.)
August 12, 2019
January 30, 2014
-
4.66%
44.27%
Returns
6M
1Y
An index that measures the stock price performance of
30 stocks that have a growth trend in stock prices
relative to net profit and revenue with high trading
liquidity and good fundamentals.
Capped Free Float Adjusted Market Capitalization
Weighted
On each periodic review, the constituent weight is
capped so the highest weight in the index is no more
than 15%.
Constituents of IDX80 Index.
- Booked net profit.
- Stocks with extreme price-to-earning ratio (PER) are
not considered.
30 stocks with the highest score of price-to-earning ratio
(PER) trend and price-to-sales (PSR) trend.
13.73%
15.32%
15.87%
42.76
INDEX FACT SHEET
6.39%
2018
YoY Returns
December 2019
4.2%
3Y Beta
5Y Beta
5.81%
736.17
0.57
101.05
116.82
24.54
30
10.36
11.57
42.55%
2014
37.90 5.15%
57.97 7.87%
116.82
112.79
3Y
5Y
10Y
3.75%
2019
17.3%
17.3%
-7.8%
6.0%
22.0%
-9.0%
1.7%
2017
20.0% 18.3% 21.1%
2013 0.0%
588.65 79.96%
26.01 3.53%
24.33 3.31%
34.86 4.73%
34.16 4.64%
-
2016
20.22%
2015
14.64%
-10.6%
2.04%
6.01%
-12.1% -11.9%
15.3% 11.7%
3Y Std Dev (Ann.)
5Y Std Dev (Ann.)
20.0%
-2.5%
1.31
1.32
3.8%3.2%
LQ45
20.84
2.83
P/E (Weight Avg.)
P/BV (Weight Avg.)
100
0.0% 0.0%
2012 0.0% 0.0% 0.0%
Year IDXG30 IHSG
1. Major Review: January and July.
2. Minor Review: April and October.
Third trading day of the month after reviewing month
(February, May, August, and November).
At the latest 5 exchange days prior to the effective date.
All Indices compiled, calculated and maintained by Indonesia Stock Exchange (“IDX”) (collectively called “IDX Indices”) are owned by IDX (either owned by IDX itself or jointly owned by IDX and other parties). Trademarks and anyother intellectual property rights of the IDX Indices are registered or at least have been applied for their registration at the Directorate General of Intellectual Properties, Ministry of Law and Human Rights of the Republic ofIndonesia, and protected under the Intellectual Property Law of the Republic of Indonesia. Any unauthorized use of IDX Indices is strictly prohibited. The use and distribution of IDX Indices trademarks, information and data forincome-generating activities, require a proper license or prior written consent from IDX. IDX reserves the right to make any changes in IDX Indices without prior notice, including but not limited to the calculation method thereof,and the right to suspend the publication thereof. All information provided regarding IDX Indices is for informational purposes only. IDX gives no warranty regarding the accuracy, completeness, timeliness, originality, availability,non-infringement, and other characteristics of the IDX Indices information and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or impliedwarranties of the fitness of IDX Indices for a particular purpose or use, or as to the results to be attained by user from the use of IDX Indices. The use of IDX Indices is at user’s own responsibility. IDX is not responsible or cannotbe held accountable or has any payment obligations or anything against any losses, errors or damages arising from the use of any information or data contained herein.
-20%
-10%
0%
10%
20%
30%
40%
50%
60%
70%
2014 2015 2016 2017 2018 2019
IHSG LQ45 IDXG30
IHSG6299.539(42.56%)
IDXG30144.269(44.27%)
LQ451014.473(36.77%)
Finance41.1%
Basic Industry & Chemicals
28.8%
Infras., Utilities & Transportation
18.4%
Consumer Goods Industry
7.1%
Trade, Services & Investment
2.2%
Property, RE & Bld. Construction
2.0%
Miscellaneous Industry
0.5%
𝐼𝑛𝑑𝑒𝑥 =σ𝑖=1𝑛 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝𝑖 × 𝐹𝑟𝑒𝑒 𝐹𝑙𝑜𝑎𝑡 𝑅𝑎𝑡𝑖𝑜𝑖
𝐵𝑎𝑠𝑒 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝x 100
INDONESIA STOCK EXCHANGE
GENERAL INFORMATION HISTORICAL PERFORMANCE
Index Name : IDX High Dividend 20 Return Dec 30, 2009 - Dec 30, 2019
IDX JATS Code : IDXHIDIV20
Description :
Launch Date :
Base Date :
Base Value :
Methodology :
INDEX PERFORMANCE RISK
CONSTITUENT SELECTIONUniverse
Selection Criteria FUNDAMENTAL
Since Base Date (Ann.)
INDEX CHARACTERISTICS SECTOR WEIGHTS
INDEX MAINTENANCE Number of Constituents
Periodic Review Schedules Constituent In/Out Avg. (10Y)
Market Cap Total* (in tr. IDR)
Largest
Effective Date Smallest
Average
Median
Announcement
Index MC / IDX MC (%)
TOP 10 CONSTITUENTSMarket Cap* Index
Code Company Name (in trill. IDR) Weight Sector
BBRI Bank Rakyat Indonesia (Persero) Tbk. Finance
TLKM Telekomunikasi Indonesia (Persero) Tbk. Infras., Utilities & Transportation
BMRI Bank Mandiri (Persero) Tbk. Finance
BBCA Bank Central Asia Tbk. Finance
ASII Astra International Tbk. Miscellaneous Industry
BBNI Bank Negara Indonesia (Persero) Tbk. Finance
INTP Indocement Tunggal Prakarsa Tbk. Basic Industry & Chemicals
INDF Indofood Sukses Makmur Tbk. Consumer Goods Industry
PTBA Bukit Asam Tbk. Mining
UNTR United Tractors Tbk. Trade, Services & Investment
Total (Top 10 Constituents)
Data prior to the launch date is back-tested data.
*Adjusted Market Capitalization
Data as of: Dec 30, 2019
Contact Information Disclaimer
Product Development I Unit
Business Development Division
Indonesia Stock Exchange
T: (021) 515-0515
14.20
3.05
P/E (Weight Avg.)
P/BV (Weight Avg.)
100
-1.0% -3.3%
2012 7.8% 12.9% 9.1%
Year DIV20 IHSG
129.67%
2016
15.64%
2015
13.45%
-13.8%
-5.31%
-2.25%
-12.1% -11.9%
15.3% 11.7%
3Y Std Dev (Ann.)
5Y Std Dev (Ann.)
20.0%
-2.5%
1.31
1.32
3.7%3.2%
LQ45
22.83 85.66%
0.75 2.79%
0.74 2.78%
1.26 4.73%
1.07 4.02%
1.72 6.44%
3.52 13.22%
4.16
3.98
3Y
5Y
10Y
2.95%
2019
18.3%
26.1%
-7.9%
-2.2%
22.0%
-9.0%
1.7%
2017
24.4% 22.3% 26.4%
2013 2.4%
13.51%
14.94%
15.59%
2.04
INDEX FACT SHEET
15.88%
2018
YoY Returns
December 2019
4.2%
3Y Beta
5Y Beta
7.63%
26.66
0.16
3.60
4.16
1.33
20
4.50
0.72
49.61%
2014
IDX HIGH DIVIDEND 20
Since Base Date
3Y (Ann.)
5Y (Ann.)
10Y (Ann.)
May 17, 2018
January 30, 2009
8.67%
4.29%
399.96%
Returns
6M
1Y
An index that measures the stock price performance of
20 stocks that have distributed cash dividends every
year over the past 3 years and have relatively high
dividend yields.
Capped Dividend Yield Adjusted Free Float Market
Capitalization Weighted
On each periodic review, the constituent weight is
capped so the highest weight in the index is no more
than 15%.
Stocks that have distributed cash dividends every year
over the past 3 years and having daily trading value in
regular market at least IDR 1 billion over the past 3
months, 6 months and 12 months.
From the universe, 20 stocks are selected to be index
constituents by considering the factors below:
First trading day of the month after reviewing month
(February & August).
At the latest 5 exchange days prior to the effective date.
a. Dividend yields over the past 3 years;
b. Trading value in regular market over the past 3
months, 6 months and 12 months;
c. Free-float market capitalization.
1. Major Review: January.
Minor Review: July.2.
All Indices compiled, calculated and maintained by Indonesia Stock Exchange (“IDX”) (collectively called “IDX Indices”) are owned by IDX (either owned by IDX itself or jointly owned by IDX and other parties). Trademarks and anyother intellectual property rights of the IDX Indices are registered or at least have been applied for their registration at the Directorate General of Intellectual Properties, Ministry of Law and Human Rights of the Republic ofIndonesia, and protected under the Intellectual Property Law of the Republic of Indonesia. Any unauthorized use of IDX Indices is strictly prohibited. The use and distribution of IDX Indices trademarks, information and data forincome-generating activities, require a proper license or prior written consent from IDX. IDX reserves the right to make any changes in IDX Indices without prior notice, including but not limited to the calculation method thereof,and the right to suspend the publication thereof. All information provided regarding IDX Indices is for informational purposes only. IDX gives no warranty regarding the accuracy, completeness, timeliness, originality, availability,non-infringement, and other characteristics of the IDX Indices information and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or impliedwarranties of the fitness of IDX Indices for a particular purpose or use, or as to the results to be attained by user from the use of IDX Indices. The use of IDX Indices is at user’s own responsibility. IDX is not responsible or cannotbe held accountable or has any payment obligations or anything against any losses, errors or damages arising from the use of any information or data contained herein.
-20%
0%
20%
40%
60%
80%
100%
120%
140%
160%
180%
2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019
IHSG LQ45 DIV20 IHSG6299.539(148.57%)
DIV20499.962
(129.67%)
LQ451014.473(103.59%)
Finance51.2%
Infras., Utilities & Transportation
14.9%
Consumer Goods Industry10.8% Miscellaneous
Industry7.6%
Basic Industry & Chemicals
6.3%
Mining5.1%
Trade, Services & Investment
3.9%
𝐼𝑛𝑑𝑒𝑥 =σ𝑖=1𝑛 𝑀𝐶𝑖 × 𝐹𝐹 𝑅𝑎𝑡𝑖𝑜𝑖×𝐷𝑖𝑣𝑖𝑑𝑒𝑛𝑑 𝑌𝑖𝑒𝑙𝑑𝑖
𝐵𝑎𝑠𝑒 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝x 100
INDONESIA STOCK EXCHANGE
GENERAL INFORMATION HISTORICAL PERFORMANCE
Index Name : IDX BUMN20 Return Dec 30, 2009 - Dec 30, 2019
IDX JATS Code : IDXBUMN20
Description :
Launch Date :
Base Date :
Base Value :
Methodology :
INDEX PERFORMANCE RISK
CONSTITUENT SELECTIONUniverse
Selection Criteria
FUNDAMENTAL
Since Base Date (Ann.)
Market Capitalization.
INDEX CHARACTERISTICS SECTOR WEIGHTS
INDEX MAINTENANCEPeriodic Review Schedules Number of Constituents
Constituent In/Out Avg. (10Y)
Market Cap Total* (in tr. IDR)
Effective Date Largest
Smallest
Average
Announcement Median
Index MC / IDX MC (%)
TOP 10 CONSTITUENTSMarket Cap* Index
Code Company Name (in trill. IDR) Weight Sector
BMRI Bank Mandiri (Persero) Tbk. Finance
BBRI Bank Rakyat Indonesia (Persero) Tbk. Finance
BBNI Bank Negara Indonesia (Persero) Tbk. Finance
TLKM Telekomunikasi Indonesia (Persero) Tbk. Infras., Utilities & Transportation
SMGR Semen Indonesia (Persero) Tbk. Basic Industry & Chemicals
PGAS Perusahaan Gas Negara Tbk. Infras., Utilities & Transportation
JSMR Jasa Marga (Persero) Tbk. Infras., Utilities & Transportation
PTBA Bukit Asam Tbk. Mining
BBTN Bank Tabungan Negara (Persero) Tbk. Finance
ANTM Aneka Tambang Tbk. Mining
Total (Top 10 Constituents)
Data prior to the launch date is back-tested data.
*Adjusted Market Capitalization
Data as of: Dec 30, 2019
Contact Information Disclaimer
Product Development I Unit
Business Development Division
Indonesia Stock Exchange
T: (021) 515-0515
14.33
1.55
P/E (Weight Avg.)
P/BV (Weight Avg.)
100
-1.0% -3.3%
2012 18.6% 12.9% 9.1%
Year BUMN20 IHSG
113.37%
2016
9.15%
2015
9.03%
-18.8%
-7.50%
-0.46%
-12.1% -11.9%
15.3% 11.7%
3Y Std Dev (Ann.)
5Y Std Dev (Ann.)
20.0%
-2.5%
1.40
1.34
4.2%3.2%
LQ45
752.27 89.52%
22.23 2.64%
20.19 2.40%
37.56 4.47%
30.64 3.65%
52.60 6.26%
119.16 14.18%
136.51
134.60
3Y
5Y
10Y
1.77%
2019
23.2%
18.3%
-7.4%
-0.5%
22.0%
-9.0%
1.7%
2017
39.7% 22.3% 26.4%
2013 -3.4%
15.19%
16.02%
16.24%
71.18
INDEX FACT SHEET
13.29%
2018
YoY Returns
December 2019
4.5%
3Y Beta
5Y Beta
8.47%
840.34
2.23
127.61
136.51
42.02
20
1.50
20.17
24.12%
2014
IDX BUMN20
Since Base Date
3Y (Ann.)
5Y (Ann.)
10Y (Ann.)
May 17, 2018
January 30, 2009
7.87%
2.92%
290.37%
Returns
6M
1Y
An index that measures the stock price performance of
20 stocks of BUMNs (State-Owned Enterprises), BUMDs
(Municipal-Owned Enterprises) and their affiliates with
relatively large market capitalization and high liquidity.
Capped Market Capitalization Weighted
On each periodic review, the constituent weight is
capped so the highest weight in the index is no more
than 15%.
Stocks of listed BUMNs (state-owned enterprises),
BUMDs (municipal-owned enterprises) and their
affiliates.
From the universe, 20 stocks are selected to be index
constituents by considering the factors below:
a. Trading value and frequency in regular market over the
past 3 months, 6 months and 12 months;
b. Number of trading days over the past 12 months;
c.
1. Major Review: January and July.
2. Minor Review: April and October.
First trading day of the month after reviewing month
(February, May, August, and November).
At the latest 5 exchange days prior to the effective date.
All Indices compiled, calculated and maintained by Indonesia Stock Exchange (“IDX”) (collectively called “IDX Indices”) are owned by IDX (either owned by IDX itself or jointly owned by IDX and other parties). Trademarks and anyother intellectual property rights of the IDX Indices are registered or at least have been applied for their registration at the Directorate General of Intellectual Properties, Ministry of Law and Human Rights of the Republic ofIndonesia, and protected under the Intellectual Property Law of the Republic of Indonesia. Any unauthorized use of IDX Indices is strictly prohibited. The use and distribution of IDX Indices trademarks, information and data forincome-generating activities, require a proper license or prior written consent from IDX. IDX reserves the right to make any changes in IDX Indices without prior notice, including but not limited to the calculation method thereof,and the right to suspend the publication thereof. All information provided regarding IDX Indices is for informational purposes only. IDX gives no warranty regarding the accuracy, completeness, timeliness, originality, availability,non-infringement, and other characteristics of the IDX Indices information and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or impliedwarranties of the fitness of IDX Indices for a particular purpose or use, or as to the results to be attained by user from the use of IDX Indices. The use of IDX Indices is at user’s own responsibility. IDX is not responsible or cannotbe held accountable or has any payment obligations or anything against any losses, errors or damages arising from the use of any information or data contained herein.
-20%
0%
20%
40%
60%
80%
100%
120%
140%
160%
180%
2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019
IHSG LQ45 BUMN20 IHSG6299.539(148.57%)
BUMN20390.37
(113.37%)
LQ451014.473(103.59%)
Finance51.5%
Infras., Utilities & Transportation
24.9%Basic Industry &
Chemicals9.9%
Mining7.0%
Property, RE & Bld. Construction
6.7%
𝐼𝑛𝑑𝑒𝑥 =σ𝑖=1𝑛 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝𝑖
𝐵𝑎𝑠𝑒 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝x 100
INDONESIA STOCK EXCHANGE
GENERAL INFORMATION HISTORICAL PERFORMANCE
Index Name : Return Dec 30, 2009 - Dec 30, 2019
IDX JATS Code : ISSI
Description :
Launch Date :
Base Date :
Base Value :
Methodology :
CONSTITUENT SELECTIONEligibility INDEX PERFORMANCE RISK
INDEX MAINTENANCEPeriodic Review Schedules
FUNDAMENTALEffective Date
Since Base Date (Ann.)
Announcement of Periodic Review
INDEX CHARACTERISTICS SECTOR WEIGHTS
Listing Number of Constituents
Constituent In/Out Avg. (10Y)
Market Cap Total (in tr. IDR)
Largest
Delisting Smallest
Average
Median
Exception Index MC / IDX MC (%)
TOP 10 CONSTITUENTSMarket Cap Index
Code Company Name (in trill. IDR) Weight Sector
TLKM Telekomunikasi Indonesia (Persero) Tbk. Infras., Utilities & Transportation
UNVR Unilever Indonesia Tbk. Consumer Goods Industry
ASII Astra International Tbk. Miscellaneous Industry
TPIA Chandra Asri Petrochemical Tbk. Basic Industry & Chemicals
BRPT Barito Pacific Tbk. Basic Industry & Chemicals
ICBP Indofood CBP Sukses Makmur Tbk. Consumer Goods Industry
CPIN Charoen Pokphand Indonesia Tbk. Basic Industry & Chemicals
POLL Pollux Properti Indonesia Tbk. Property, RE & Bld. Construction
UNTR United Tractors Tbk. Trade, Services & Investment
KLBF Kalbe Farma Tbk. Consumer Goods Industry
Total (Top 10 Constituents)
Data prior to the launch date is back-tested data.
Data as of: Dec 30, 2019
Contact Information Disclaimer
Product Development I Unit
Business Development Division
Indonesia Stock Exchange
T: (021) 515-0515
INDONESIA SHARIA STOCK INDEX (ISSI)
Since Base Date
3Y (Ann.)
5Y (Ann.)
10Y (Ann.)
May 12, 2011
7.77%
2.94%
87.73%
Returns
6M
1Y
Indonesia Sharia Stock Index
(ISSI)
An index that measures the stock price performance of
all listed stocks in Main Board and Development Board of
the IDX that included on Sharia Securities List issued by
the Financial Services Authority.
100
Market Capitalization Weighted
All listed stocks in Main Board and Development Board
that included on Sharia Securities List issued by the
Financial Services Authority.
Every 6 months: on May and November.
First trading day of the month after reviewing month
(June and December).
7.48%
8.56%
10.50%
134.41
INDEX FACT SHEET
5.39%
2018
YoY Returns
December 2019
3.1%
3Y Beta
5Y Beta
3.59%
3,745.76
0.01
280.35
393.28
8.73
429
3.48
1.42
51.56%
2014
130.03 3.47%
185.02 4.94%
393.28
320.46
3Y
5Y
10Y
2.17%
2019
18.6%
10.3%
-3.1%
2.0%
6.8%
0.1%
1.7%
2017
17.3% 22.3% 17.1%
2013 -0.9%
1,798.71 48.02%
80.29 2.14%
75.94 2.03%
106.59 2.85%
92.34 2.47%
111.29%
2016
11.32%
2015
9.09%
-14.0%
0.92%
2.03%
-12.1% -34.8%
15.3% 13.2%
3Y Std Dev (Ann.)
5Y Std Dev (Ann.)
20.0%
-2.5%
0.95
0.99
2.7%2.5%
SMC
Comp.
December 31, 2007
-1.0% -2.2%
2012 15.7% 12.9% 15.7%
Year ISSI IHSG
5 exchange days or later prior to the effective date,
depends on announcement date of Sharia Securities List
from the Financial Services Authority.
A sharia compliant stock which is listed in Main Board or
Development Board of the IDX will be included in the ISSI
since the listing date.
A sharia compliant stock which is delisted from Main
Board or Development Board of the IDX will be excluded
from the ISSI since the effective date of delisting.
In the case that the important market information of a
particular stock could affect significantly to the index,
the IDX may consider to exclude some or all of the
shares of a particular stock from the ISSI.
23.42
2.18
P/E (Weight Avg.)
P/BV (Weight Avg.)
All Indices compiled, calculated and maintained by Indonesia Stock Exchange (“IDX”) (collectively called “IDX Indices”) are owned by IDX (either owned by IDX itself or jointly owned by IDX and other parties). Trademarks and anyother intellectual property rights of the IDX Indices are registered or at least have been applied for their registration at the Directorate General of Intellectual Properties, Ministry of Law and Human Rights of the Republic ofIndonesia, and protected under the Intellectual Property Law of the Republic of Indonesia. Any unauthorized use of IDX Indices is strictly prohibited. The use and distribution of IDX Indices trademarks, information and data forincome-generating activities, require a proper license or prior written consent from IDX. IDX reserves the right to make any changes in IDX Indices without prior notice, including but not limited to the calculation method thereof,and the right to suspend the publication thereof. All information provided regarding IDX Indices is for informational purposes only. IDX gives no warranty regarding the accuracy, completeness, timeliness, originality, availability,non-infringement, and other characteristics of the IDX Indices information and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or impliedwarranties of the fitness of IDX Indices for a particular purpose or use, or as to the results to be attained by user from the use of IDX Indices. The use of IDX Indices is at user’s own responsibility. IDX is not responsible or cannotbe held accountable or has any payment obligations or anything against any losses, errors or damages arising from the use of any information or data contained herein.
-20%
0%
20%
40%
60%
80%
100%
120%
140%
160%
180%
2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019
IHSG SMC Comp. ISSI IHSG6299.539(148.57%)
ISSI187.727
(111.29%)
SMC Comp.260.273(41.75%)
Consumer Goods Industry20.3%
Infras., Utilities & Transportation
18.5%
Basic Industry & Chemicals
16.0%
Trade, Services & Investment
14.0%
Property, RE & Bld. Construction
10.9%
Miscellaneous Industry
9.2%
Mining8.2%
Agriculture1.9%
Finance1.0%
𝐼𝑛𝑑𝑒𝑥 =σ𝑖=1𝑛 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝𝑖
𝐵𝑎𝑠𝑒 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝x 100
INDONESIA STOCK EXCHANGE
GENERAL INFORMATION HISTORICAL PERFORMANCE
Index Name : Return Dec 30, 2009 - Dec 30, 2019
IDX JATS Code : JII70
Description :
Launch Date :
Base Date :
Base Value :
Methodology :
CONSTITUENT SELECTIONUniverse
INDEX PERFORMANCE RISK
Selection Criteria
FUNDAMENTAL
INDEX MAINTENANCEPeriodic Review Schedules
Since Base Date (Ann.)
Effective Date
INDEX CHARACTERISTICS SECTOR WEIGHTSAnnouncement
Number of Constituents
Constituent In/Out Avg. (10Y)
Market Cap Total (in tr. IDR)
Largest
Smallest
Average
Median
Index MC / IDX MC (%)
TOP 10 CONSTITUENTSMarket Cap Index
Code Company Name (in trill. IDR) Weight Sector
TLKM Telekomunikasi Indonesia (Persero) Tbk. Infras., Utilities & Transportation
UNVR Unilever Indonesia Tbk. Consumer Goods Industry
ASII Astra International Tbk. Miscellaneous Industry
TPIA Chandra Asri Petrochemical Tbk. Basic Industry & Chemicals
BRPT Barito Pacific Tbk. Basic Industry & Chemicals
ICBP Indofood CBP Sukses Makmur Tbk. Consumer Goods Industry
CPIN Charoen Pokphand Indonesia Tbk. Basic Industry & Chemicals
UNTR United Tractors Tbk. Trade, Services & Investment
KLBF Kalbe Farma Tbk. Consumer Goods Industry
INTP Indocement Tunggal Prakarsa Tbk. Basic Industry & Chemicals
Total (Top 10 Constituents)
Data prior to the launch date is back-tested data.
Data as of: Dec 30, 2019
Contact Information Disclaimer
Product Development I Unit
Business Development Division
Indonesia Stock Exchange
T: (021) 515-0515
Every 6 months: on May and November.
First trading day of the month after reviewing month
(June and December).
5 exchange days or later prior to the effective date,
depends on announcement date of Sharia Securities List
from the Financial Services Authority.
22.30
2.99
P/E (Weight Avg.)
P/BV (Weight Avg.)
-1.0% -3.3%
2012 13.5% 12.9% 9.1%
72.14%
2016
0.51%
3Y Std Dev (Ann.)
5Y Std Dev (Ann.)
1.17
1.20
3.4%
2015
1.90%
-15.6%
3.23%
2.56%
-12.1% -11.9%
15.3% 11.7%
20.0%
-2.5%
3.2%
LQ45Year JII70 IHSG
1,776.40 63.44%
75.94 2.71%
70.04 2.50%
106.59 3.81%
80.29 2.87%
130.03 4.64%
185.02 6.61%
393.28
320.46
3Y
5Y
10Y
0.10%
2019
16.9%
7.7%
-7.8%
2.6%
22.0%
-9.0%
1.7%
2017
18.4% 22.3% 26.4%
2013 -4.7%
10.01%
11.44%
14.04%
134.41
INDEX FACT SHEET
8.33%
2018
YoY Returns
December 2019
3.8%
3Y Beta
5Y Beta
4.80%
2,800.16
2.66
280.35
393.28
40.00
70
10.75
16.59
38.54%
2014
JAKARTA ISLAMIC INDEX 70 (JII70)
Since Base Date
3Y (Ann.)
5Y (Ann.)
10Y (Ann.)
May 29, 2009
100
5.58%
0.63%
133.38%
Returns
6M
1Y
Jakarta Islamic Index 70 (JII70)
An index that measures the stock price performance of
70 sharia stocks with relatively large market
capitalization and high liquidity.
May 17, 2018
Market Capitalization Weighted
150 stocks selected from constituents of ISSI that have
been listed for at least 6 months based on market
capitalization over the past 12 months.
From the universe, 70 stocks selected to be index
constituents by considering the trading value in regular
market over the past 12 months.
All Indices compiled, calculated and maintained by Indonesia Stock Exchange (“IDX”) (collectively called “IDX Indices”) are owned by IDX (either owned by IDX itself or jointly owned by IDX and other parties). Trademarks and anyother intellectual property rights of the IDX Indices are registered or at least have been applied for their registration at the Directorate General of Intellectual Properties, Ministry of Law and Human Rights of the Republic ofIndonesia, and protected under the Intellectual Property Law of the Republic of Indonesia. Any unauthorized use of IDX Indices is strictly prohibited. The use and distribution of IDX Indices trademarks, information and data forincome-generating activities, require a proper license or prior written consent from IDX. IDX reserves the right to make any changes in IDX Indices without prior notice, including but not limited to the calculation method thereof,and the right to suspend the publication thereof. All information provided regarding IDX Indices is for informational purposes only. IDX gives no warranty regarding the accuracy, completeness, timeliness, originality, availability,non-infringement, and other characteristics of the IDX Indices information and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or impliedwarranties of the fitness of IDX Indices for a particular purpose or use, or as to the results to be attained by user from the use of IDX Indices. The use of IDX Indices is at user’s own responsibility. IDX is not responsible or cannotbe held accountable or has any payment obligations or anything against any losses, errors or damages arising from the use of any information or data contained herein.
-20%
0%
20%
40%
60%
80%
100%
120%
140%
160%
180%
2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019
IHSG LQ45 JII70 IHSG6299.539(148.57%)
JII70233.378(72.14%)
LQ451014.473(103.59%)
Consumer Goods Industry24.2%
Infras., Utilities & Transportation
20.2%
Basic Industry & Chemicals
19.0%
Miscellaneous Industry10.5%
Trade, Services & Investment
10.2%
Mining6.7%
Property, RE & Bld. Construction
6.5%
Agriculture1.4%
Finance1.3%
𝐼𝑛𝑑𝑒𝑥 =σ𝑖=1𝑛 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝𝑖
𝐵𝑎𝑠𝑒 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝x 100
INDONESIA STOCK EXCHANGE
GENERAL INFORMATION HISTORICAL PERFORMANCE
Index Name : Return Dec 30, 2009 - Dec 30, 2019
IDX JATS Code : JII
Description :
Launch Date :
Base Date :
Base Value :
Methodology :
CONSTITUENT SELECTIONUniverse
Selection Criteria INDEX PERFORMANCE RISK
INDEX MAINTENANCEPeriodic Review Schedules FUNDAMENTAL
Effective Date
Since Base Date (Ann.)
Announcement
INDEX CHARACTERISTICS SECTOR WEIGHTS
Number of Constituents
Constituent In/Out Avg. (10Y)
Market Cap Total (in tr. IDR)
Largest
Smallest
Average
Median
Index MC / IDX MC (%)
TOP 10 CONSTITUENTSMarket Cap Index
Code Company Name (in trill. IDR) Weight Sector
TLKM Telekomunikasi Indonesia (Persero) Tbk. Infras., Utilities & Transportation
UNVR Unilever Indonesia Tbk. Consumer Goods Industry
ASII Astra International Tbk. Miscellaneous Industry
TPIA Chandra Asri Petrochemical Tbk. Basic Industry & Chemicals
BRPT Barito Pacific Tbk. Basic Industry & Chemicals
ICBP Indofood CBP Sukses Makmur Tbk. Consumer Goods Industry
CPIN Charoen Pokphand Indonesia Tbk. Basic Industry & Chemicals
UNTR United Tractors Tbk. Trade, Services & Investment
KLBF Kalbe Farma Tbk. Consumer Goods Industry
INTP Indocement Tunggal Prakarsa Tbk. Basic Industry & Chemicals
Total (Top 10 Constituents)
Data prior to the launch date is back-tested data.
Data as of: Dec 30, 2019
Contact Information Disclaimer
Product Development I Unit
Business Development Division
Indonesia Stock Exchange
T: (021) 515-0515
First trading day of the month after reviewing month
(June and December).
5 exchange days or later prior to the effective date,
depends on announcement date of Sharia Securities List
from the Financial Services Authority.
21.29
2.66
P/E (Weight Avg.)
P/BV (Weight Avg.)
-1.0% -0.9%
2012 10.8% 12.9% 15.7%
67.33%
2016
1.02%
3Y Std Dev (Ann.)
5Y Std Dev (Ann.)
1.23
1.24
3.6%
2015
0.57%
-12.7%
2.26%
1.88%
-12.1% -14.0%
15.3% 18.6%
20.0%
-2.5%
2.0%
ISSIYear JII IHSG
1,776.40 76.62%
75.94 3.28%
70.04 3.02%
106.59 4.60%
80.29 3.46%
130.03 5.61%
185.02 7.98%
393.28
320.46
3Y
5Y
10Y
0.20%
2019
15.0%
9.4%
-9.7%
1.9%
10.3%
-3.1%
1.7%
2017
18.1% 22.3% 17.3%
2013 -1.6%
12.09%
13.82%
16.96%
134.41
INDEX FACT SHEET
8.08%
2018
YoY Returns
December 2019
4.0%
3Y Beta
5Y Beta
5.80%
2,318.57
5.73
280.35
393.28
77.29
30
3.05
34.92
31.91%
2014
JAKARTA ISLAMIC INDEX (JII)
Since Base Date
3Y (Ann.)
5Y (Ann.)
10Y (Ann.)
January 2, 1995
100
5.28%
0.19%
598.09%
Returns
6M
1Y
Jakarta Islamic Index (JII)
An index that measures the stock price performance of
30 sharia stocks with relatively large market
capitalization and high liquidity.
July 3, 2000
Market Capitalization Weighted
Constituents of JII70 index.
From the universe, 30 stocks are selected to be index
constituents by considering the market capitalization
and trading value in regular market over the past 12
months.
Every 6 months: on May and November.
All Indices compiled, calculated and maintained by Indonesia Stock Exchange (“IDX”) (collectively called “IDX Indices”) are owned by IDX (either owned by IDX itself or jointly owned by IDX and other parties). Trademarks and anyother intellectual property rights of the IDX Indices are registered or at least have been applied for their registration at the Directorate General of Intellectual Properties, Ministry of Law and Human Rights of the Republic ofIndonesia, and protected under the Intellectual Property Law of the Republic of Indonesia. Any unauthorized use of IDX Indices is strictly prohibited. The use and distribution of IDX Indices trademarks, information and data forincome-generating activities, require a proper license or prior written consent from IDX. IDX reserves the right to make any changes in IDX Indices without prior notice, including but not limited to the calculation method thereof,and the right to suspend the publication thereof. All information provided regarding IDX Indices is for informational purposes only. IDX gives no warranty regarding the accuracy, completeness, timeliness, originality, availability,non-infringement, and other characteristics of the IDX Indices information and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or impliedwarranties of the fitness of IDX Indices for a particular purpose or use, or as to the results to be attained by user from the use of IDX Indices. The use of IDX Indices is at user’s own responsibility. IDX is not responsible or cannotbe held accountable or has any payment obligations or anything against any losses, errors or damages arising from the use of any information or data contained herein.
-20%
0%
20%
40%
60%
80%
100%
120%
140%
160%
180%
2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019
IHSG ISSI JII IHSG6299.539(148.57%)
JII698.085(67.33%)
ISSI187.727
(111.29%)
Consumer Goods Industry25.7%
Infras., Utilities & Transportation
22.3%
Basic Industry & Chemicals
22.2%Miscellaneous Industry
12.1%
Trade, Services & Investment
6.8%
Mining6.5%
Property, RE & Bld. Construction
3.1%
Finance1.4%
𝐼𝑛𝑑𝑒𝑥 =σ𝑖=1𝑛 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝𝑖
𝐵𝑎𝑠𝑒 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝x 100
INDONESIA STOCK EXCHANGE
GENERAL INFORMATION HISTORICAL PERFORMANCE
Index Name : Return Dec 30, 2009 - Dec 30, 2019
IDX JATS Code : IDXSMC-COM
Description :
Launch Date :
Base Date :
Base Value :
Methodology :
CONSTITUENT SELECTIONUniverse
INDEX PERFORMANCE RISKSelection Criteria
INDEX MAINTENANCEPeriodic Review Schedules FUNDAMENTAL
Effective Date
Since Base Date (Ann.)
Announcement
INDEX CHARACTERISTICS SECTOR WEIGHTS
Number of Constituents
Constituent In/Out Avg. (10Y)
Market Cap Total (in tr. IDR)
Largest
Smallest
Average
Median
Index MC / IDX MC (%)
TOP 10 CONSTITUENTSMarket Cap Index
Code Company Name (in trill. IDR) Weight Sector
POLL Pollux Properti Indonesia Tbk. Property, RE & Bld. Construction
MAYA Bank Mayapada Internasional Tbk. Finance
PGAS Perusahaan Gas Negara Tbk. Infras., Utilities & Transportation
ADRO Adaro Energy Tbk. Mining
MEGA Bank Mega Tbk. Finance
DNET Indoritel Makmur Internasional Tbk. Trade, Services & Investment
INKP Indah Kiat Pulp & Paper Tbk. Basic Industry & Chemicals
TOWR Sarana Menara Nusantara Tbk. Infras., Utilities & Transportation
MIKA Mitra Keluarga Karyasehat Tbk. Trade, Services & Investment
JSMR Jasa Marga (Persero) Tbk. Infras., Utilities & Transportation
Total (Top 10 Constituents)
Data prior to the launch date is back-tested data.
Data as of: Dec 30, 2019
Contact Information Disclaimer
Product Development I Unit
Business Development Division
Indonesia Stock Exchange
T: (021) 515-0515
IDX SMALL-MID CAP (SMC) COMPOSITE
Since Base Date
3Y (Ann.)
5Y (Ann.)
10Y (Ann.)
December 21, 2017
January 30, 2009
3.55%
3.10%
160.27%
Returns
6M
1Y
IDX Small-Mid Cap (SMC)
Composite
Market Capitalization Weighted
Constituents of IDX Composite.
Stocks that have a market capitalization of between IDR
1 - 50 trillion are included in the IDX SMC Composite
index. Selection is based on market capitalization as of
end of month prior to the reviewing month.
Every 6 months: on January and July.
1.90%
2.22%
3.33%
43.78
INDEX FACT SHEET
9.16%
2018
YoY Returns
December 2019
2.7%
3Y Beta
5Y Beta
1.58%
2,772.20
0.10
52.60
92.34
7.45
372
8.07
3.23
38.16%
2014
43.54 1.57%
49.74 1.79%
92.34
61.55
3Y
5Y
10Y
-4.16%
2019
13.2%
6.8%
0.1%
2.5%
10.3%
-3.1%
1.7%
2017
17.1% 22.3% 17.3%
2013 -2.2%
502.35 18.12%
38.04 1.37%
37.56 1.35%
42.13 1.52%
41.07 1.48%
41.75%
2016
-19.13%
2015
9.59%
-34.8%
-3.40%
2.51%
-12.1% -14.0%
15.3% 18.6%
3Y Std Dev (Ann.)
5Y Std Dev (Ann.)
20.0%
-2.5%
0.72
0.71
2.4%2.0%
ISSI
First trading day of the month after reviewing month
(February and August).
At the latest 5 exchange days prior to the effective date.
20.01
2.68
P/E (Weight Avg.)
P/BV (Weight Avg.)
An index that measures the stock price performance of
listed stocks that have small and medium market
capitalization.
100
-1.0% -0.9%
2012 15.7% 12.9% 15.7%
Year
SMC
Comp. IHSG
All Indices compiled, calculated and maintained by Indonesia Stock Exchange (“IDX”) (collectively called “IDX Indices”) are owned by IDX (either owned by IDX itself or jointly owned by IDX and other parties). Trademarks and anyother intellectual property rights of the IDX Indices are registered or at least have been applied for their registration at the Directorate General of Intellectual Properties, Ministry of Law and Human Rights of the Republic ofIndonesia, and protected under the Intellectual Property Law of the Republic of Indonesia. Any unauthorized use of IDX Indices is strictly prohibited. The use and distribution of IDX Indices trademarks, information and data forincome-generating activities, require a proper license or prior written consent from IDX. IDX reserves the right to make any changes in IDX Indices without prior notice, including but not limited to the calculation method thereof,and the right to suspend the publication thereof. All information provided regarding IDX Indices is for informational purposes only. IDX gives no warranty regarding the accuracy, completeness, timeliness, originality, availability,non-infringement, and other characteristics of the IDX Indices information and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or impliedwarranties of the fitness of IDX Indices for a particular purpose or use, or as to the results to be attained by user from the use of IDX Indices. The use of IDX Indices is at user’s own responsibility. IDX is not responsible or cannotbe held accountable or has any payment obligations or anything against any losses, errors or damages arising from the use of any information or data contained herein.
-20%
0%
20%
40%
60%
80%
100%
120%
140%
160%
180%
2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019
IHSG ISSI SMC Comp. IHSG6299.539(148.57%)
SMC Comp.260.273(41.75%)
ISSI187.727
(111.29%)
Trade, Services & Investment20.9%
Finance19.4%
Property, RE & Bld. Construction
16.5%
Infras., Utilities & Transportation13.9%
Mining10.8%
Basic Industry & Chemicals
6.7%
Consumer Goods Industry
6.1%
Agriculture3.3%
Miscellaneous Industry
2.3%
𝐼𝑛𝑑𝑒𝑥 =σ𝑖=1𝑛 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝𝑖
𝐵𝑎𝑠𝑒 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝x 100
INDONESIA STOCK EXCHANGE
GENERAL INFORMATION HISTORICAL PERFORMANCE
Index Name : IDX Small-Mid Cap (SMC) Liquid Return Dec 30, 2009 - Dec 30, 2019
IDX JATS Code : IDXSMC-LIQ
Description :
Launch Date :
Base Date :
Base Value :
Methodology :
CONSTITUENT SELECTIONUniverse
INDEX PERFORMANCE RISK
Selection Criteria
FUNDAMENTAL
INDEX MAINTENANCEPeriodic Review Schedules Since Base Date (Ann.)
Effective Date
INDEX CHARACTERISTICS SECTOR WEIGHTS
Announcement Number of Constituents
Constituent In/Out Avg. (10Y)
Market Cap Total (in tr. IDR)
Largest
Smallest
Average
Median
Index MC / IDX MC (%)
TOP 10 CONSTITUENTSMarket Cap Index
Code Company Name (in trill. IDR) Weight Sector
PGAS Perusahaan Gas Negara Tbk. Infras., Utilities & Transportation
ADRO Adaro Energy Tbk. Mining
INKP Indah Kiat Pulp & Paper Tbk. Basic Industry & Chemicals
TOWR Sarana Menara Nusantara Tbk. Infras., Utilities & Transportation
JSMR Jasa Marga (Persero) Tbk. Infras., Utilities & Transportation
INCO Vale Indonesia Tbk. Mining
EXCL XL Axiata Tbk. Infras., Utilities & Transportation
BTPS Bank Tabungan Pensiunan Nasional Syariah Tbk. Finance
TKIM Pabrik Kertas Tjiwi Kimia Tbk. Basic Industry & Chemicals
PNBN Bank Pan Indonesia Tbk. Finance
Total (Top 10 Constituents)
Data prior to the launch date is back-tested data.
Data as of: Dec 30, 2019
Contact Information Disclaimer
Product Development I Unit
Business Development Division
Indonesia Stock Exchange
T: (021) 515-0515
IDX SMALL-MID CAP (SMC) LIQUID
Since Base Date
3Y (Ann.)
5Y (Ann.)
10Y (Ann.)
December 21, 2017
January 30, 2009
3.62%
-1.24%
218.63%
Returns
6M
1Y
An index that measures the stock price performance of
stocks that have small and medium market capitalization
and selected through certain criteria including liquidity
and fundamentals .
Market Capitalization Weighted
Constituents of IDX SMC Composite that have been
listed on the IDX for at least 6 months.
From the universe, selection of index constituents is
considering the factors below:
a. Liquidity: transaction value in regular market, free
float market capitalization, and stock price;
b. Others: financial performance, business continuity,
and coverage by analysts.
4.26%
5.03%
5.32%
37.56
INDEX FACT SHEET
11.20%
2018
YoY Returns
December 2019
4.1%
3Y Beta
5Y Beta
3.80%
988.98
0.29
42.13
52.60
17.66
56
8.00
15.84
13.61%
2014
36.17 3.66%
41.07 4.15%
52.60
49.74
3Y
5Y
10Y
-2.43%
2019
19.0%
-0.9%
-9.7%
7.6%
6.8%
0.1%
1.7%
2017
21.0% 22.3% 17.1%
2013 -11.8%
389.16 39.35%
31.99 3.23%
31.82 3.22%
33.67 3.40%
32.41 3.28%
42.68%
2016
-11.58%
2015
-3.67%
-22.9%
-1.34%
7.62%
-12.1% -34.8%
15.3% 13.2%
3Y Std Dev (Ann.)
5Y Std Dev (Ann.)
20.0%
-2.5%
1.18
1.18
3.9%2.5%
SMC
Comp.
Every 6 months: on January and July.
First trading day of the month after reviewing month
(February and August).
At the latest 5 exchange days prior to the effective date.
14.74
1.86
P/E (Weight Avg.)
P/BV (Weight Avg.)
100
-1.0% -2.2%
2012 17.8% 12.9% 15.7%
Year SMC Liq. IHSG
All Indices compiled, calculated and maintained by Indonesia Stock Exchange (“IDX”) (collectively called “IDX Indices”) are owned by IDX (either owned by IDX itself or jointly owned by IDX and other parties). Trademarks and anyother intellectual property rights of the IDX Indices are registered or at least have been applied for their registration at the Directorate General of Intellectual Properties, Ministry of Law and Human Rights of the Republic ofIndonesia, and protected under the Intellectual Property Law of the Republic of Indonesia. Any unauthorized use of IDX Indices is strictly prohibited. The use and distribution of IDX Indices trademarks, information and data forincome-generating activities, require a proper license or prior written consent from IDX. IDX reserves the right to make any changes in IDX Indices without prior notice, including but not limited to the calculation method thereof,and the right to suspend the publication thereof. All information provided regarding IDX Indices is for informational purposes only. IDX gives no warranty regarding the accuracy, completeness, timeliness, originality, availability,non-infringement, and other characteristics of the IDX Indices information and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or impliedwarranties of the fitness of IDX Indices for a particular purpose or use, or as to the results to be attained by user from the use of IDX Indices. The use of IDX Indices is at user’s own responsibility. IDX is not responsible or cannotbe held accountable or has any payment obligations or anything against any losses, errors or damages arising from the use of any information or data contained herein.
-20%
0%
20%
40%
60%
80%
100%
120%
140%
160%
180%
2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019
IHSG SMC Comp. SMC Liq. IHSG6299.539(148.57%)
SMC Liq.318.627(42.68%)
SMC Comp.260.273(41.75%)
Infras., Utilities & Transportation22.4%
Mining18.6%
Property, RE & Bld. Construction
17.7%
Trade, Services & Investment
13.2%Finance12.3%
Basic Industry & Chemicals
10.7%
Agriculture3.9%
Consumer Goods Industry
0.7%Miscellaneous
Industry0.5%
𝐼𝑛𝑑𝑒𝑥 =σ𝑖=1𝑛 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝𝑖
𝐵𝑎𝑠𝑒 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝x 100
INDONESIA STOCK EXCHANGE
GENERAL INFORMATION HISTORICAL PERFORMANCE
Index Name : Return Dec 30, 2009 - Dec 30, 2019
IDX JATS Code : KOMPAS100
Description :
Launch Date :
Base Date :
Base Value :
Methodology :
CONSTITUENT SELECTIONUniverse INDEX PERFORMANCE RISK
Selection Criteria
FUNDAMENTAL
Since Base Date (Ann.)
INDEX CHARACTERISTICS SECTOR WEIGHTS
INDEX MAINTENANCEPeriodic Review Schedules Number of Constituents
Constituent In/Out Avg. (10Y)
Effective Date Market Cap Total (in tr. IDR)
Largest
Smallest
Announcement Average
Median
Index MC / IDX MC (%)
TOP 10 CONSTITUENTSMarket Cap Index
Code Company Name (in trill. IDR) Weight Sector
BBCA Bank Central Asia Tbk. Finance
BBRI Bank Rakyat Indonesia (Persero) Tbk. Finance
TLKM Telekomunikasi Indonesia (Persero) Tbk. Infras., Utilities & Transportation
BMRI Bank Mandiri (Persero) Tbk. Finance
UNVR Unilever Indonesia Tbk. Consumer Goods Industry
ASII Astra International Tbk. Miscellaneous Industry
HMSP H.M. Sampoerna Tbk. Consumer Goods Industry
TPIA Chandra Asri Petrochemical Tbk. Basic Industry & Chemicals
BBNI Bank Negara Indonesia (Persero) Tbk. Finance
BRPT Barito Pacific Tbk. Basic Industry & Chemicals
Total (Top 10 Constituents)
Data prior to the launch date is back-tested data.
Data as of: Dec 30, 2019
Contact Information Disclaimer
Product Development I Unit
Business Development Division
Indonesia Stock Exchange
T: (021) 515-0515
KOMPAS100
Since Base Date
3Y (Ann.)
5Y (Ann.)
10Y (Ann.)
July 13, 2007
7.63%
4.58%
1177.34%
Returns
6M
1Y
KOMPAS100
An index that measures the stock price performance of
100 stocks with relatively large market capitalization,
high liquidity, and good fundamentals.
KOMPAS100 is a jointly developed index with Kompas
Gramedia Group, an Indonesia media corporation.
100
Market Capitalization Weighted
150 stocks selected from constituents of IDX Composite
that have been listed for at least 6 months based on
transaction value in the regular market over the past 12
months.
From the universe, 100 stocks selected to be
KOMPAS100 constituents by considering the factors
below:
a. Liquidity: transaction value, transaction frequency,
number of days of transactions in regular market
and free float market capitalization,
7.29%
9.96%
15.12%
320.46
INDEX FACT SHEET
15.21%
2018
YoY Returns
December 2019
3.7%
3Y Beta
5Y Beta
5.94%
5,396.16
2.04
393.28
815.85
53.96
100
8.20
15.84
74.28%
2014
280.35 5.20%
354.58 6.57%
815.85
537.29
3Y
5Y
10Y
2.22%
2019
13.2%
20.3%
-6.3%
1.5%
22.0%
-9.0%
1.7%
2017
25.8% 22.3% 26.4%
2013 -3.8%
3,410.45 63.20%
144.93 2.69%
134.41 2.49%
244.27 4.53%
185.02 3.43%
108.56%
2016
11.59%
2015
14.39%
-13.8%
-0.90%
1.52%
-12.1% -11.9%
15.3% 11.7%
3Y Std Dev (Ann.)
5Y Std Dev (Ann.)
20.0%
-2.5%
1.22
1.23
3.3%3.2%
LQ45
January 2, 2002
-1.0% -3.3%
2012 9.4% 12.9% 9.1%
Year
KOMPAS
100 IHSG
b. Fundamentals: financial performance, compliance,
and others.
Every 6 months: on January and July.
First trading day of the month after reviewing month
(February and August).
At the latest 5 exchange days prior to the effective date.
18.73
2.40
P/E (Weight Avg.)
P/BV (Weight Avg.)
All Indices compiled, calculated and maintained by Indonesia Stock Exchange (“IDX”) (collectively called “IDX Indices”) are owned by IDX (either owned by IDX itself or jointly owned by IDX and other parties). Trademarks and anyother intellectual property rights of the IDX Indices are registered or at least have been applied for their registration at the Directorate General of Intellectual Properties, Ministry of Law and Human Rights of the Republic ofIndonesia, and protected under the Intellectual Property Law of the Republic of Indonesia. Any unauthorized use of IDX Indices is strictly prohibited. The use and distribution of IDX Indices trademarks, information and data forincome-generating activities, require a proper license or prior written consent from IDX. IDX reserves the right to make any changes in IDX Indices without prior notice, including but not limited to the calculation method thereof,and the right to suspend the publication thereof. All information provided regarding IDX Indices is for informational purposes only. IDX gives no warranty regarding the accuracy, completeness, timeliness, originality, availability,non-infringement, and other characteristics of the IDX Indices information and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or impliedwarranties of the fitness of IDX Indices for a particular purpose or use, or as to the results to be attained by user from the use of IDX Indices. The use of IDX Indices is at user’s own responsibility. IDX is not responsible or cannotbe held accountable or has any payment obligations or anything against any losses, errors or damages arising from the use of any information or data contained herein.
-20%
0%
20%
40%
60%
80%
100%
120%
140%
160%
180%
2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019
IHSG LQ45 KOMPAS100 IHSG6299.539(148.57%)
KOMPAS100
1277.339(108.56%)
LQ451014.473(103.59%)
Finance38.4%
Consumer Goods Industry18.6%
Basic Industry & Chemicals
12.6%
Infras., Utilities & Transportation
11.4%
Miscellaneous Industry
5.6%
Trade, Services & Investment
5.1%
Property, RE & Bld. Construction
3.8%
Mining3.6%Agriculture
0.9%
𝐼𝑛𝑑𝑒𝑥 =σ𝑖=1𝑛 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝𝑖
𝐵𝑎𝑠𝑒 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝x 100
INDONESIA STOCK EXCHANGE
GENERAL INFORMATION HISTORICAL PERFORMANCE
Index Name : Return Dec 30, 2009 - Dec 30, 2019
IDX JATS Code : BISNIS-27
Description :
Launch Date :
Base Date :
Base Value :
Methodology :
CONSTITUENT SELECTION INDEX PERFORMANCE RISKUniverse
Selection Criteria
FUNDAMENTAL
Since Base Date (Ann.)
INDEX CHARACTERISTICS SECTOR WEIGHTS
Number of Constituents
Corporate Actions Constituent In/Out Avg. (10Y)
INDEX MAINTENANCE Market Cap Total (in tr. IDR)
Periodic Review Schedules Largest
Smallest
Effective Date Average
Median
Announcement Index MC / IDX MC (%)
TOP 10 CONSTITUENTSMarket Cap Index
Code Company Name (in trill. IDR) Weight Sector
BBCA Bank Central Asia Tbk. Finance
BBRI Bank Rakyat Indonesia (Persero) Tbk. Finance
TLKM Telekomunikasi Indonesia (Persero) Tbk. Infras., Utilities & Transportation
BMRI Bank Mandiri (Persero) Tbk. Finance
UNVR Unilever Indonesia Tbk. Consumer Goods Industry
ASII Astra International Tbk. Miscellaneous Industry
BBNI Bank Negara Indonesia (Persero) Tbk. Finance
ICBP Indofood CBP Sukses Makmur Tbk. Consumer Goods Industry
CPIN Charoen Pokphand Indonesia Tbk. Basic Industry & Chemicals
GGRM Gudang Garam Tbk. Consumer Goods Industry
Total (Top 10 Constituents)
Data prior to the launch date is back-tested data.
Data as of: Dec 30, 2019
Contact Information Disclaimer
Product Development I Unit
Business Development Division
Indonesia Stock Exchange
T: (021) 515-0515
BISNIS-27
Since Base Date
3Y (Ann.)
5Y (Ann.)
10Y (Ann.) 8.95%
6.25%
455.31%
Returns
6M
1Y
BISNIS-27
An index that measures the stock price performance of
27 stocks selected by the Index Committee of Bisnis
Indonesia based on fundamental and technical criteria.
BISNIS-27 is a jointly developed index with PT Jurnalindo
Aksara Grafika, an Indonesia media company (publisher
of Bisnis Indonesia daily newspaper).
December 28, 2004
100
Market Capitalization Weighted
Constituents of IDX Composite.
1. Fundamentals
Operating Revenue, Net Profit, ROA, ROE and DER. LDR
and CAR (for Issuers in the banking sectors).
2.
9.81%
13.40%
20.35%
320.46
INDEX FACT SHEET
12.10%
2018
YoY Returns
December 2019
4.0%
3Y Beta
5Y Beta
7.99%
4,008.73
25.64
393.28
815.85
148.47
27
3.25
70.04
55.18%
2014
280.35 6.99%
354.58 8.85%
815.85
537.29
3Y
5Y
10Y
3.98%
2019
17.0%
24.8%
-4.2%
0.3%
22.0%
-9.0%
1.7%
2017
26.3% 22.3% 26.4%
2013 -1.9%
3,185.34 79.46%
106.59 2.66%
101.98 2.54%
144.93 3.62%
130.03 3.24%
135.55%
2016
21.54%
2015
19.94%
-13.4%
-1.14%
0.29%
-12.1% -11.9%
15.3% 11.7%
3Y Std Dev (Ann.)
5Y Std Dev (Ann.)
20.0%
-2.5%
1.26
1.29
3.5%3.2%
LQ45
18.10
3.14
P/E (Weight Avg.)
P/BV (Weight Avg.)
January 27, 2009
-1.0% -3.3%
2012 12.9% 12.9% 9.1%
Year
BISNIS-
27 IHSG
1. Delisting: Excluded from the index;
Liquidity
Trading value, volume, frequency, number of trading
days, in a year, and market capitalization.
3. Accountability and Corporate Governance
To ensure the fairness of the stocks selection process,
Bisnis-27 Index Committee was established. The
committee consists of capital market experts and
professionals. The committee provides opinions in
terms of company's accountability, good corporate
governance (GCG) and stock performance.
Every 6 months: on April and October.
First trading day of the month after reviewing month
(May and November).
At the latest 5 exchange days prior to the effective date.
All Indices compiled, calculated and maintained by Indonesia Stock Exchange (“IDX”) (collectively called “IDX Indices”) are owned by IDX (either owned by IDX itself or jointly owned by IDX and other parties). Trademarks and anyother intellectual property rights of the IDX Indices are registered or at least have been applied for their registration at the Directorate General of Intellectual Properties, Ministry of Law and Human Rights of the Republic ofIndonesia, and protected under the Intellectual Property Law of the Republic of Indonesia. Any unauthorized use of IDX Indices is strictly prohibited. The use and distribution of IDX Indices trademarks, information and data forincome-generating activities, require a proper license or prior written consent from IDX. IDX reserves the right to make any changes in IDX Indices without prior notice, including but not limited to the calculation method thereof,and the right to suspend the publication thereof. All information provided regarding IDX Indices is for informational purposes only. IDX gives no warranty regarding the accuracy, completeness, timeliness, originality, availability,non-infringement, and other characteristics of the IDX Indices information and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or impliedwarranties of the fitness of IDX Indices for a particular purpose or use, or as to the results to be attained by user from the use of IDX Indices. The use of IDX Indices is at user’s own responsibility. IDX is not responsible or cannotbe held accountable or has any payment obligations or anything against any losses, errors or damages arising from the use of any information or data contained herein.
-20%
0%
20%
40%
60%
80%
100%
120%
140%
160%
180%
2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019
IHSG LQ45 BISNIS-27 IHSG6299.539(148.57%)
BISNIS-27555.309
(135.55%)
LQ451014.473(103.59%)
Finance46.2%
Consumer Goods Industry18.6%
Infras., Utilities & Transportation
13.9%Basic Industry &
Chemicals8.0%
Miscellaneous Industry
7.0%
Trade, Services & Investment
3.6%
Mining2.0%Property, RE & Bld.
Construction0.7%
𝐼𝑛𝑑𝑒𝑥 =σ𝑖=1𝑛 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝𝑖
𝐵𝑎𝑠𝑒 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝x 100
INDONESIA STOCK EXCHANGE
GENERAL INFORMATION HISTORICAL PERFORMANCE
Index Name : Return Dec 30, 2009 - Dec 30, 2019
IDX JATS Code : MNC36
Description :
Launch Date :
Base Date :
Base Value :
Methodology :
CONSTITUENT SELECTION INDEX PERFORMANCE RISKUniverse
Selection Criteria
FUNDAMENTAL
Since Base Date (Ann.)
Corporate Actions
INDEX MAINTENANCEPeriodic Review Schedules INDEX CHARACTERISTICS SECTOR WEIGHTS
Effective Date Number of Constituents
Constituent In/Out Avg. (10Y)
Market Cap Total (in tr. IDR)
Announcement Largest
Smallest
Average
Median
Index MC / IDX MC (%)
TOP 10 CONSTITUENTSMarket Cap Index
Code Company Name (in trill. IDR) Weight Sector
BBCA Bank Central Asia Tbk. Finance
BBRI Bank Rakyat Indonesia (Persero) Tbk. Finance
TLKM Telekomunikasi Indonesia (Persero) Tbk. Infras., Utilities & Transportation
BMRI Bank Mandiri (Persero) Tbk. Finance
UNVR Unilever Indonesia Tbk. Consumer Goods Industry
ASII Astra International Tbk. Miscellaneous Industry
HMSP H.M. Sampoerna Tbk. Consumer Goods Industry
TPIA Chandra Asri Petrochemical Tbk. Basic Industry & Chemicals
BBNI Bank Negara Indonesia (Persero) Tbk. Finance
BRPT Barito Pacific Tbk. Basic Industry & Chemicals
Total (Top 10 Constituents)
Data prior to the launch date is back-tested data.
Data as of: Dec 30, 2019
Contact Information Disclaimer
Product Development I Unit
Business Development Division
Indonesia Stock Exchange
T: (021) 515-0515
MNC36
Since Base Date
3Y (Ann.)
5Y (Ann.)
10Y (Ann.) 13.28%
5.70%
252.84%
Returns
6M
1Y
MNC36
An index that measures the stock price performance of
36 stocks selected by MNC Group that have large market
capitalization and good fundamental performance.
MNC36 is a jointly developed index with Media
Nusantara Citra (MNC) Group, an Indonesia media
corporation.
December 28, 2007
100
Market Capitalization Weighted
Constituents of IDX Composite.
a. Market Capitalization;
b. Liquidity (trading value);
8.92%
12.18%
18.50%
320.46
INDEX FACT SHEET
11.07%
2018
YoY Returns
December 2019
3.8%
3Y Beta
5Y Beta
7.27%
4,409.66
9.83
393.28
815.85
122.49
36
11.08
41.00
60.70%
2014
280.35 6.36%
354.58 8.04%
815.85
537.29
3Y
5Y
10Y
4.49%
2019
15.9%
22.6%
-3.8%
0.1%
22.0%
-9.0%
1.7%
2017
34.8% 22.3% 26.4%
2013 -0.5%
3,410.45 77.34%
144.93 3.29%
134.41 3.05%
244.27 5.54%
185.02 4.20%
248.05%
2016
24.55%
2015
18.08%
-9.0%
-3.31%
0.12%
-12.1% -11.9%
15.3% 11.7%
3Y Std Dev (Ann.)
5Y Std Dev (Ann.)
20.0%
-2.5%
1.22
1.22
3.4%3.2%
LQ45
19.58
2.63
P/E (Weight Avg.)
P/BV (Weight Avg.)
August 28, 2013
-1.0% -3.3%
2012 20.8% 12.9% 9.1%
Year MNC36 IHSG
c. Price Earning Ratio (PER);
d. Operating Profit Margin;
e. Revenue Growth;
f. Net Income Growth;
g. Price to Book Value (PBV);
h. Debt to Equity Ratio (DER);
Every 6 months: on April and October.
First trading day of the month after reviewing month
(May and November).
At the latest 5 exchange days prior to the effective date.
1. Delisting: Excluded from the index;
1. Delisting: Excluded from the index;
All Indices compiled, calculated and maintained by Indonesia Stock Exchange (“IDX”) (collectively called “IDX Indices”) are owned by IDX (either owned by IDX itself or jointly owned by IDX and other parties). Trademarks and anyother intellectual property rights of the IDX Indices are registered or at least have been applied for their registration at the Directorate General of Intellectual Properties, Ministry of Law and Human Rights of the Republic ofIndonesia, and protected under the Intellectual Property Law of the Republic of Indonesia. Any unauthorized use of IDX Indices is strictly prohibited. The use and distribution of IDX Indices trademarks, information and data forincome-generating activities, require a proper license or prior written consent from IDX. IDX reserves the right to make any changes in IDX Indices without prior notice, including but not limited to the calculation method thereof,and the right to suspend the publication thereof. All information provided regarding IDX Indices is for informational purposes only. IDX gives no warranty regarding the accuracy, completeness, timeliness, originality, availability,non-infringement, and other characteristics of the IDX Indices information and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or impliedwarranties of the fitness of IDX Indices for a particular purpose or use, or as to the results to be attained by user from the use of IDX Indices. The use of IDX Indices is at user’s own responsibility. IDX is not responsible or cannotbe held accountable or has any payment obligations or anything against any losses, errors or damages arising from the use of any information or data contained herein.
-50%
0%
50%
100%
150%
200%
250%
300%
2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019
IHSG LQ45 MNC36
IHSG6299.539(148.57%)
MNC36352.84
(248.05%)
LQ451014.473(103.59%)
Finance43.4%
Consumer Goods Industry23.3%
Infras., Utilities & Transportation
10.9%Basic Industry &
Chemicals8.9%
Miscellaneous Industry
6.4%
Mining3.1%
Property, RE & Bld. Construction
2.9%Trade, Services &
Investment1.3%
𝐼𝑛𝑑𝑒𝑥 =σ𝑖=1𝑛 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝𝑖
𝐵𝑎𝑠𝑒 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝x 100
INDONESIA STOCK EXCHANGE
GENERAL INFORMATION HISTORICAL PERFORMANCE
Index Name : Return Dec 30, 2009 - Dec 30, 2019
IDX JATS Code : INVESTOR33
Description :
Launch Date :
Base Date :
Base Value :
Methodology :
INDEX PERFORMANCE RISK
CONSTITUENT SELECTIONUniverse
Selection Criteria
FUNDAMENTAL
Since Base Date (Ann.)
INDEX CHARACTERISTICS SECTOR WEIGHTS
Number of Constituents
Constituent In/Out Avg. (10Y)
Market Cap Total (in tr. IDR)
Largest
Smallest
Corporate Actions Average
INDEX MAINTENANCE Median
Periodic Review Schedules
Index MC / IDX MC (%)
Effective Date
Announcement TOP 10 CONSTITUENTSMarket Cap Index
Code Company Name (in trill. IDR) Weight Sector
BBCA Bank Central Asia Tbk. Finance
BBRI Bank Rakyat Indonesia (Persero) Tbk. Finance
TLKM Telekomunikasi Indonesia (Persero) Tbk. Infras., Utilities & Transportation
BMRI Bank Mandiri (Persero) Tbk. Finance
UNVR Unilever Indonesia Tbk. Consumer Goods Industry
ASII Astra International Tbk. Miscellaneous Industry
BBNI Bank Negara Indonesia (Persero) Tbk. Finance
ICBP Indofood CBP Sukses Makmur Tbk. Consumer Goods Industry
CPIN Charoen Pokphand Indonesia Tbk. Basic Industry & Chemicals
UNTR United Tractors Tbk. Trade, Services & Investment
Total (Top 10 Constituents)
Data prior to the launch date is back-tested data.
Data as of: Dec 30, 2019
Contact Information Disclaimer
Product Development I Unit
Business Development Division
Indonesia Stock Exchange
T: (021) 515-0515
a. The company has been listed on the IDX for at least 12
months;
b. The company releases its financial statements on
time;
The company did not obtain an adverse or a disclaimer
opinion from the public accountant.
The company did not report a loss at the year of
assessment;
The company's equity is not less than IDR 50 billion
and positive in the last 24 months;
The stock is actively traded: traded every single day for
the past 10 weeks, except suspension;
g. The stock has more than 300 shareholders;
1.
1. Delisting: Excluded from the index;
h. The stock free float is not less than 20%;
Every 6 months: on May and November.
First trading day of the month after reviewing month
(June and December).
At the latest 5 exchange days prior to the effective date.
Delisting: Excluded from the index;
d.
e.
f.
18.49
2.68
P/E (Weight Avg.)
P/BV (Weight Avg.)
-1.0% -3.3%
2012 9.7% 12.9% 9.1%
133.50%
2016
25.96%
3Y Std Dev (Ann.)
5Y Std Dev (Ann.)
1.23
1.25
3.5%
2015
27.07%
-12.9%
-0.88%
3.84%
-12.1% -11.9%
15.3% 11.7%
20.0%
-2.5%
3.2%
LQ45Year
Investor3
3 IHSG
3,163.65 83.17%
106.59 2.80%
80.29 2.11%
144.93 3.81%
130.03 3.42%
280.35 7.37%
354.58 9.32%
815.85
537.29
3Y
5Y
10Y
4.72%
2019
13.8%
25.7%
-2.7%
3.8%
22.0%
-9.0%
1.7%
2017
25.9% 22.3% 26.4%
2013 -5.9%
10.34%
14.12%
21.45%
320.46
INDEX FACT SHEET
15.07%
2018
YoY Returns
December 2019
3.9%
3Y Beta
5Y Beta
8.42%
3,803.97
2.19
393.28
815.85
115.27
33
2.50
30.64
52.36%
2014
INVESTOR33
Since Base Date
3Y (Ann.)
5Y (Ann.)
10Y (Ann.) 8.85%
8.31%
368.46%
Returns
6M
1Y
Investor33
An index that measures the stock price performance of
33 stocks, selected by PT Media Investor Indonesia,
through the technical and fundamental analysis and
meet certain criteria.
Investor33 is a jointly developed index with PT Media
Investor Indonesia, an Indonesia media company
(publisher of Bisnis Indonesia daily newspaper).
March 21, 2014
December 30, 2008
100
Market Capitalization Weighted
c.
Investor Magazine version of IDX's 100 best listed
companies issued by Investor Magazine.
All Indices compiled, calculated and maintained by Indonesia Stock Exchange (“IDX”) (collectively called “IDX Indices”) are owned by IDX (either owned by IDX itself or jointly owned by IDX and other parties). Trademarks and anyother intellectual property rights of the IDX Indices are registered or at least have been applied for their registration at the Directorate General of Intellectual Properties, Ministry of Law and Human Rights of the Republic ofIndonesia, and protected under the Intellectual Property Law of the Republic of Indonesia. Any unauthorized use of IDX Indices is strictly prohibited. The use and distribution of IDX Indices trademarks, information and data forincome-generating activities, require a proper license or prior written consent from IDX. IDX reserves the right to make any changes in IDX Indices without prior notice, including but not limited to the calculation method thereof,and the right to suspend the publication thereof. All information provided regarding IDX Indices is for informational purposes only. IDX gives no warranty regarding the accuracy, completeness, timeliness, originality, availability,non-infringement, and other characteristics of the IDX Indices information and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or impliedwarranties of the fitness of IDX Indices for a particular purpose or use, or as to the results to be attained by user from the use of IDX Indices. The use of IDX Indices is at user’s own responsibility. IDX is not responsible or cannotbe held accountable or has any payment obligations or anything against any losses, errors or damages arising from the use of any information or data contained herein.
-20%
0%
20%
40%
60%
80%
100%
120%
140%
160%
180%
2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019
IHSG LQ45 Investor33 IHSG6299.539(148.57%)
Investor33468.462
(133.50%)
LQ451014.473(103.59%)
Finance49.3%
Consumer Goods Industry17.0%
Infras., Utilities & Transportation
13.4%Miscellaneous Industry
7.7%
Basic Industry & Chemicals
4.9%
Trade, Services & Investment
3.3%
Property, RE & Bld. Construction
2.5%
Mining1.1%
Agriculture0.7%
𝐼𝑛𝑑𝑒𝑥 =σ𝑖=1𝑛 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝𝑖
𝐵𝑎𝑠𝑒 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝x 100
INDONESIA STOCK EXCHANGE
GENERAL INFORMATION HISTORICAL PERFORMANCE
Index Name : Return Dec 30, 2009 - Dec 30, 2019
IDX JATS Code : INFOBANK15
Description :
Launch Date :
Base Date :
Base Value :
Methodology :
CONSTITUENT SELECTION INDEX PERFORMANCE RISKUniverse
Selection Criteria
FUNDAMENTAL
Since Base Date (Ann.)
Corporate Actions INDEX CHARACTERISTICS SECTOR WEIGHTS
INDEX MAINTENANCEPeriodic Review Schedules Number of Constituents
Constituent In/Out Avg. (10Y)
Effective Date Market Cap Total (in tr. IDR)
Largest
Smallest
Announcement Average
Median
Index MC / IDX MC (%)
TOP 10 CONSTITUENTSMarket Cap Index
Code Company Name (in trill. IDR) Weight Sector
BBCA Bank Central Asia Tbk. Finance
BBRI Bank Rakyat Indonesia (Persero) Tbk. Finance
BMRI Bank Mandiri (Persero) Tbk. Finance
BBNI Bank Negara Indonesia (Persero) Tbk. Finance
MEGA Bank Mega Tbk. Finance
BDMN Bank Danamon Indonesia Tbk. Finance
BNLI Bank Permata Tbk. Finance
BTPS Bank Tabungan Pensiunan Nasional Syariah Tbk. Finance
PNBN Bank Pan Indonesia Tbk. Finance
BNGA Bank CIMB Niaga Tbk. Finance
Total (Top 10 Constituents)
Data prior to the launch date is back-tested data.
Data as of: Dec 30, 2019
Contact Information Disclaimer
Product Development I Unit
Business Development Division
Indonesia Stock Exchange
T: (021) 515-0515
16.90
1.75
P/E (Weight Avg.)
P/BV (Weight Avg.)
November 7, 2012
-1.0% -3.3%
2012 12.4% 12.9% 9.1%
Year
INFOBAN
K15 IHSG
343.97%
2016
83.50%
2015
68.37%
-6.8%
2.36%
13.50%
-12.1% -11.9%
15.3% 11.7%
3Y Std Dev (Ann.)
5Y Std Dev (Ann.)
20.0%
-2.5%
1.24
1.25
3.9%3.2%
LQ45
2,058.02 96.83%
31.82 1.50%
24.01 1.13%
35.12 1.65%
32.41 1.53%
38.22 1.80%
144.93 6.82%
815.85
537.29
3Y
5Y
10Y
12.91%
2019
17.0%
46.7%
1.1%
13.5%
22.0%
-9.0%
1.7%
2017
41.3% 22.3% 26.4%
2013 -2.4%
16.68%
25.28%
38.39%
43.78
INDEX FACT SHEET
16.86%
2018
YoY Returns
December 2019
4.4%
3Y Beta
5Y Beta
2.06%
2,125.34
4.18
354.58
815.85
141.69
15
2.46
32.41
29.25%
2014
INFOBANK15
Since Base Date
3Y (Ann.)
5Y (Ann.)
10Y (Ann.) 16.07%
18.96%
933.43%
Returns
6M
1Y
infobank15
An index that measures the stock price performance of
15 leading banks with relatively good fundamentals,
large market capitalization and high liquidity.
infobank15 is a jointly developed index with PT Info Artha
Pratama, an Indonesia media company (publisher of
infobank magazine).
January 3, 2005
100
Market Capitalization Weighted
Members of the IDX Banking sub sector, that have been
listed for at least 6 months.
1. Fundamentals
Bank Rating and Good Corporate Governance Rating
reviewed by the Infobank Magazine.
2.
At the latest 5 exchange days prior to the effective date.
1. Delisting: Excluded from the index;
Liquidity
a. Trading activities: transaction value, transaction
frequency, number of trading days in regular
market;
b. Market capitalization;
c. Free float ratio.
Every 6 months: on June and December.
First trading day of the month after reviewing month
(January and July).
All Indices compiled, calculated and maintained by Indonesia Stock Exchange (“IDX”) (collectively called “IDX Indices”) are owned by IDX (either owned by IDX itself or jointly owned by IDX and other parties). Trademarks and anyother intellectual property rights of the IDX Indices are registered or at least have been applied for their registration at the Directorate General of Intellectual Properties, Ministry of Law and Human Rights of the Republic ofIndonesia, and protected under the Intellectual Property Law of the Republic of Indonesia. Any unauthorized use of IDX Indices is strictly prohibited. The use and distribution of IDX Indices trademarks, information and data forincome-generating activities, require a proper license or prior written consent from IDX. IDX reserves the right to make any changes in IDX Indices without prior notice, including but not limited to the calculation method thereof,and the right to suspend the publication thereof. All information provided regarding IDX Indices is for informational purposes only. IDX gives no warranty regarding the accuracy, completeness, timeliness, originality, availability,non-infringement, and other characteristics of the IDX Indices information and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or impliedwarranties of the fitness of IDX Indices for a particular purpose or use, or as to the results to be attained by user from the use of IDX Indices. The use of IDX Indices is at user’s own responsibility. IDX is not responsible or cannotbe held accountable or has any payment obligations or anything against any losses, errors or damages arising from the use of any information or data contained herein.
-50%
0%
50%
100%
150%
200%
250%
300%
350%
400%
2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019
IHSG LQ45 INFOBANK15
IHSG6299.539(148.57%)
INFOBANK151033.428(343.97%)
LQ451014.473(103.59%)
Finance100.0%
𝐼𝑛𝑑𝑒𝑥 =σ𝑖=1𝑛 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝𝑖
𝐵𝑎𝑠𝑒 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝x 100
INDONESIA STOCK EXCHANGE
GENERAL INFORMATION HISTORICAL PERFORMANCE
Index Name : Return Dec 30, 2009 - Dec 30, 2019
IDX JATS Code : SMINFRA18
Description :
Launch Date :
Base Date :
Base Value :
Methodology :
INDEX PERFORMANCE RISK
CONSTITUENT SELECTIONUniverse
FUNDAMENTAL
Since Base Date (Ann.)
INDEX CHARACTERISTICS SECTOR WEIGHTS
Number of Constituents
Constituent In/Out Avg. (10Y)
Market Cap Total* (in tr. IDR)
Selection Criteria Largest
Smallest
Average
Median
Index MC / IDX MC (%)
Corporate Actions
INDEX MAINTENANCE TOP 10 CONSTITUENTSPeriodic Review Schedules Market Cap* Index
Code Company Name (in trill. IDR) Weight Sector
TLKM Telekomunikasi Indonesia (Persero) Tbk. Infras., Utilities & Transportation
Effective Date UNTR United Tractors Tbk. Trade, Services & Investment
SMGR Semen Indonesia (Persero) Tbk. Basic Industry & Chemicals
INTP Indocement Tunggal Prakarsa Tbk. Basic Industry & Chemicals
Announcement BBRI Bank Rakyat Indonesia (Persero) Tbk. Finance
PGAS Perusahaan Gas Negara Tbk. Infras., Utilities & Transportation
TOWR Sarana Menara Nusantara Tbk. Infras., Utilities & Transportation
JSMR Jasa Marga (Persero) Tbk. Infras., Utilities & Transportation
BMRI Bank Mandiri (Persero) Tbk. Finance
EXCL XL Axiata Tbk. Infras., Utilities & Transportation
Total (Top 10 Constituents)
Data prior to the launch date is back-tested data.
*Adjusted Market Capitalization
Data as of: Dec 30, 2019
Contact Information Disclaimer
Product Development I Unit
Business Development Division
Indonesia Stock Exchange
T: (021) 515-0515
SMINFRA18
Since Base Date
3Y (Ann.)
5Y (Ann.)
10Y (Ann.) 3.20%
-1.74%
223.68%
Returns
6M
1Y
SMinfra18
An index that measures the stock price performance of
18 stocks selected from the infrastructure main sector,
infrastructure supporting sector, and infrastructure
financing sector (from the banking sector) selected
based on certain criteria.
SMinfra18 is a jointly developed index with PT Sarana
Multi Infrastruktur (Persero) (SMI).
January 31, 2013
December 30, 2004
100
Capped Market Capitalization Weighted
Constituents of IDX Composite that have been listed for
at least 6 months and sits within:
a. Main infrastructure sectors which refer to the
Ministry of Finance Regulation
No.100/PMK.010/2009 regarding Infrastructure
Financing Company;
9.09%
10.26%
14.33%
53.73
INDEX FACT SHEET
8.15%
2018
YoY Returns
December 2019
4.3%
3Y Beta
5Y Beta
8.58%
626.17
6.41
56.94
89.73
34.79
18
1.86
34.56
26.42%
2014
52.60 8.40%
56.03 8.95%
89.73
64.23
3Y
5Y
10Y
-2.68%
2019
7.5%
9.1%
-17.4%
5.3%
22.0%
-9.0%
1.7%
2017
26.9% 22.3% 26.4%
2013 -1.6%
521.02 83.21%
35.46 5.66%
33.67 5.38%
41.07 6.56%
37.56 6.00%
36.98%
2016
-12.70%
2015
-5.14%
-14.4%
-5.20%
5.27%
-12.1% -11.9%
15.3% 11.7%
3Y Std Dev (Ann.)
5Y Std Dev (Ann.)
20.0%
-2.5%
1.37
1.25
4.3%3.2%
LQ45
17.23
1.85
P/E (Weight Avg.)
P/BV (Weight Avg.)
On each periodic review, the constituent weight is
capped so the highest weight in the index is no more
than 15%.
-1.0% -3.3%
2012 21.3% 12.9% 9.1%
Year
SMinfra1
8 IHSG
b. Other sectors supporting the infrastructure
development such as: construction, cement, steel,
heavy equipment, and others;
c. Financial sectors: banks which meet criteria that
their total asset at least IDR 500 trillion and having
infrastructure portfolio at least 5% of the total
financing portfolio.
a. Fundamental factors as the basic criteria in the
selection and contribution of the company in
infrastructure development in Indonesia;
b. Transaction activities such as regular transaction
value, frequency, number of trading days, market
capitalization, and free float ratio;
c. Good Corporate Governance (GCG) of the companies.
1. Major Review: April and October.
2. Minor Review: January and July.
First trading day of the month after reviewing month
(February, May, August, and November).
At the latest 5 exchange days prior to the effective date.
1. Delisting: Excluded from the index;
All Indices compiled, calculated and maintained by Indonesia Stock Exchange (“IDX”) (collectively called “IDX Indices”) are owned by IDX (either owned by IDX itself or jointly owned by IDX and other parties). Trademarks and anyother intellectual property rights of the IDX Indices are registered or at least have been applied for their registration at the Directorate General of Intellectual Properties, Ministry of Law and Human Rights of the Republic ofIndonesia, and protected under the Intellectual Property Law of the Republic of Indonesia. Any unauthorized use of IDX Indices is strictly prohibited. The use and distribution of IDX Indices trademarks, information and data forincome-generating activities, require a proper license or prior written consent from IDX. IDX reserves the right to make any changes in IDX Indices without prior notice, including but not limited to the calculation method thereof,and the right to suspend the publication thereof. All information provided regarding IDX Indices is for informational purposes only. IDX gives no warranty regarding the accuracy, completeness, timeliness, originality, availability,non-infringement, and other characteristics of the IDX Indices information and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or impliedwarranties of the fitness of IDX Indices for a particular purpose or use, or as to the results to be attained by user from the use of IDX Indices. The use of IDX Indices is at user’s own responsibility. IDX is not responsible or cannotbe held accountable or has any payment obligations or anything against any losses, errors or damages arising from the use of any information or data contained herein.
-40%
-20%
0%
20%
40%
60%
80%
100%
120%
140%
160%
180%
2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019
IHSG LQ45 SMinfra18 IHSG6299.539(148.57%)
SMinfra18323.683(36.98%)
LQ451014.473(103.59%)
Infras., Utilities & Transportation
43.2%
Basic Industry & Chemicals
19.1%
Finance16.6%
Trade, Services & Investment
12.8%
Property, RE & Bld. Construction
6.4%
Mining2.0%
𝐼𝑛𝑑𝑒𝑥 =σ𝑖=1𝑛 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝𝑖
𝐵𝑎𝑠𝑒 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝x 100
INDONESIA STOCK EXCHANGE
GENERAL INFORMATION HISTORICAL PERFORMANCE
Index Name : Return Dec 30, 2009 - Dec 30, 2019
IDX JATS Code : SRI-KEHATI
Description :
Launch Date :
Base Date :
Base Value :
Methodology :
INDEX PERFORMANCE RISK
CONSTITUENT SELECTIONUniverse
Selection Criteria
FUNDAMENTAL
Since Base Date (Ann.)
INDEX CHARACTERISTICS SECTOR WEIGHTS
Number of Constituents
Constituent In/Out Avg. (10Y)
Market Cap Total (in tr. IDR)
Largest
Smallest
Average
Median
Index MC / IDX MC (%)
TOP 10 CONSTITUENTSMarket Cap Index
Code Company Name (in trill. IDR) Weight Sector
BBCA Bank Central Asia Tbk. Finance
INDEX MAINTENANCE BBRI Bank Rakyat Indonesia (Persero) Tbk. Finance
Periodic Review Schedules TLKM Telekomunikasi Indonesia (Persero) Tbk. Infras., Utilities & Transportation
BMRI Bank Mandiri (Persero) Tbk. Finance
Effective Date UNVR Unilever Indonesia Tbk. Consumer Goods Industry
ASII Astra International Tbk. Miscellaneous Industry
BBNI Bank Negara Indonesia (Persero) Tbk. Finance
Announcement UNTR United Tractors Tbk. Trade, Services & Investment
KLBF Kalbe Farma Tbk. Consumer Goods Industry
SMGR Semen Indonesia (Persero) Tbk. Basic Industry & Chemicals
Total (Top 10 Constituents)
Data prior to the launch date is back-tested data.
Data as of: Dec 30, 2019
Contact Information Disclaimer
Product Development I Unit
Business Development Division
Indonesia Stock Exchange
T: (021) 515-0515
SRI-KEHATI
Since Base Date
3Y (Ann.)
5Y (Ann.)
10Y (Ann.) 10.59%
8.90%
300.56%
Returns
6M
1Y
SRI-KEHATI
An index that measures the stock price performance of
25 listed companies, selected by KEHATI Foundation,
that have good performance in encouraging sustainable
businesses, as well as having an awareness of the
environment, social, and good corporate governance or
called Sustainable and Responsible Investment (SRI).
SRI-KEHATI is a jointly developed index with the
Indonesian Biodiversity Foundation (KEHATI
Foundation).
June 8, 2009
December 28, 2006
100
Market Capitalization Weighted
Constituents of IDX Composite.
1. Core Business Aspects
Negative Selection:
11.56%
15.79%
23.97%
320.46
INDEX FACT SHEET
11.26%
2018
YoY Returns
December 2019
4.0%
3Y Beta
5Y Beta
9.42%
3,403.49
1.58
393.28
815.85
136.14
25
1.75
37.56
46.85%
2014
280.35 8.24%
354.58 10.42%
815.85
537.29
3Y
5Y
10Y
5.98%
2019
17.0%
27.5%
-4.3%
5.8%
22.0%
-9.0%
1.7%
2017
28.4% 22.3% 26.4%
2013 0.9%
3,074.15 90.32%
75.94 2.23%
71.18 2.09%
144.93 4.26%
80.29 2.36%
2015
29.13%
-11.5%
-1.12%
5.78%
-12.1% -11.9%
15.3% 11.7%
20.0%
-2.5%
3.2%
LQ45Year
SRI-
KEHATI IHSG
173.66%
2016
33.71%
3Y Std Dev (Ann.)
5Y Std Dev (Ann.)
1.25
1.27
3.6%
18.44
2.00
P/E (Weight Avg.)
P/BV (Weight Avg.)
-1.0% -3.3%
2012 13.3% 12.9% 9.1%
Pesticide, Nuclear, Weapons, Tobacco, Alcohol,
Pornography, Gambling, and Genetically Modified
Organism (GMO).
2. Financial Aspects
Financial and market indicators:
a. The companies selected should have Market
Capitalization of above Rp 1 Trillion,
b. The companies should own an asset of above Rp
1 Trillion, based on their latest audited financial
reports,
c. The companies should have above 10 percent of
Free Float Ratio, based on active share of publicly
owned in the stock exchange,
d. The companies also should have positive Price
Earning Ratio ( PER ) during the last 6 months.
3. Fundamental Aspects
a. Corporate Management,
b. Environment,
c. Community Involvement,
At the latest 5 exchange days prior to the effective date.
d. Business Manners,
e. Human Resources,
f. Human Rights.
Every 6 months: on April and October.
First trading day of the month after reviewing month
(May and November).
All Indices compiled, calculated and maintained by Indonesia Stock Exchange (“IDX”) (collectively called “IDX Indices”) are owned by IDX (either owned by IDX itself or jointly owned by IDX and other parties). Trademarks and anyother intellectual property rights of the IDX Indices are registered or at least have been applied for their registration at the Directorate General of Intellectual Properties, Ministry of Law and Human Rights of the Republic ofIndonesia, and protected under the Intellectual Property Law of the Republic of Indonesia. Any unauthorized use of IDX Indices is strictly prohibited. The use and distribution of IDX Indices trademarks, information and data forincome-generating activities, require a proper license or prior written consent from IDX. IDX reserves the right to make any changes in IDX Indices without prior notice, including but not limited to the calculation method thereof,and the right to suspend the publication thereof. All information provided regarding IDX Indices is for informational purposes only. IDX gives no warranty regarding the accuracy, completeness, timeliness, originality, availability,non-infringement, and other characteristics of the IDX Indices information and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or impliedwarranties of the fitness of IDX Indices for a particular purpose or use, or as to the results to be attained by user from the use of IDX Indices. The use of IDX Indices is at user’s own responsibility. IDX is not responsible or cannotbe held accountable or has any payment obligations or anything against any losses, errors or damages arising from the use of any information or data contained herein.
-50%
0%
50%
100%
150%
200%
2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019
IHSG LQ45 SRI-KEHATI
IHSG6299.539(148.57%)
SRI-KEHATI400.56
(173.66%)
LQ451014.473(103.59%)
Finance55.1%
Consumer Goods Industry14.3%
Infras., Utilities & Transportation
14.2%Miscellaneous Industry
8.2%
Basic Industry & Chemicals
2.7%
Trade, Services & Investment
2.4%
Property, RE & Bld. Construction
2.1%
Agriculture0.8%
Mining0.2%
𝐼𝑛𝑑𝑒𝑥 =σ𝑖=1𝑛 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝𝑖
𝐵𝑎𝑠𝑒 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝x 100
INDONESIA STOCK EXCHANGE
GENERAL INFORMATION HISTORICAL PERFORMANCE
Index Name : Return Dec 30, 2009 - Dec 30, 2019
IDX JATS Code : PEFINDO25
Description :
Launch Date :
Base Date :
Base Value :
Methodology :
INDEX PERFORMANCE RISK
CONSTITUENT SELECTIONUniverse
FUNDAMENTAL
Selection Criteria Since Base Date (Ann.)
INDEX CHARACTERISTICS SECTOR WEIGHTS
Number of Constituents
Constituent In/Out Avg. (10Y)
Market Cap Total (in tr. IDR)
Largest
Smallest
Corporate Actions Average
INDEX MAINTENANCE Median
Periodic Review Schedules
Index MC / IDX MC (%)
Effective Date
Announcement TOP 10 CONSTITUENTSMarket Cap Index
Code Company Name (in trill. IDR) Weight Sector
MIKA Mitra Keluarga Karyasehat Tbk. Trade, Services & Investment
ACES Ace Hardware Indonesia Tbk. Trade, Services & Investment
SCMA Surya Citra Media Tbk. Trade, Services & Investment
LPPF Matahari Department Store Tbk. Trade, Services & Investment
KREN Kresna Graha Investama Tbk. Trade, Services & Investment
SMSM Selamat Sempurna Tbk. Miscellaneous Industry
RALS Ramayana Lestari Sentosa Tbk. Trade, Services & Investment
CLEO Sariguna Primatirta Tbk. Consumer Goods Industry
MTDL Metrodata Electronics Tbk. Trade, Services & Investment
WOOD Integra Indocabinet Tbk. Consumer Goods Industry
Total (Top 10 Constituents)
Data prior to the launch date is back-tested data.
Data as of: Dec 30, 2019
Contact Information Disclaimer
Product Development I Unit
Business Development Division
Indonesia Stock Exchange
T: (021) 515-0515
PEFINDO25
Since Base Date
3Y (Ann.)
5Y (Ann.)
10Y (Ann.) 4.69%
-4.87%
228.48%
Returns
6M
1Y
PEFINDO25
An index that measures the stock price performance of
25 stocks of small and medium enterprises (SME) that
have relatively good growth potential selected by
PEFINDO based on financial performance and stock
trading liquidity.
PEFINDO25 is a jointly developed index with PT
Pemeringkat Efek Indonesia (PEFINDO), an Indonesia
credit rating agency.
May 18, 2009
December 29, 2005
100
Market Capitalization Weighted
a. Total Assets
1) Not above IDR 10 trillion;
12.04%
14.81%
21.98%
9.10
INDEX FACT SHEET
8.86%
2018
YoY Returns
December 2019
3.7%
3Y Beta
5Y Beta
5.26%
173.07
0.50
20.83
38.04
6.92
25
5.63
2.93
2.38%
2014
8.58 4.96%
11.81 6.82%
38.04
25.64
3Y
5Y
10Y
-7.57%
2019
8.0%
-10.8%
-4.6%
1.1%
22.0%
-9.0%
1.7%
2017
35.9% 22.3% 26.4%
2013 -23.7%
136.53 78.89%
4.59 2.65%
4.32 2.50%
7.56 4.37%
6.06 3.50%
2015
-13.90%
-27.4%
-4.19%
1.11%
-12.1% -11.9%
15.3% 11.7%
20.0%
-2.5%
3.2%
LQ45Year
PEFINDO
25 IHSG
58.10%
2016
-32.55%
3Y Std Dev (Ann.)
5Y Std Dev (Ann.)
0.66
0.79
3.3%
16.85
3.06
P/E (Weight Avg.)
P/BV (Weight Avg.)
-1.0% -3.3%
2012 16.8% 12.9% 9.1%
b. Legal Aspect
1) No Unusual Market Activity (UMA) and suspension
over the last 6 months;
2) Has been listed in the IDX for at least 6 months.
a. Business Aspect
1) Using the indicators of ROA and ROI of the
company.
5) Free float.
Every 6 months: on January and July.
First trading day of the month after reviewing month
(February and August).
At the latest 5 exchange days prior to the effective date.
b. Legal Aspects
1) Number of trading days;
2) Daily trading volume;
3) Daily trading value;
4) Daily trading frequency;
All Indices compiled, calculated and maintained by Indonesia Stock Exchange (“IDX”) (collectively called “IDX Indices”) are owned by IDX (either owned by IDX itself or jointly owned by IDX and other parties). Trademarks and anyother intellectual property rights of the IDX Indices are registered or at least have been applied for their registration at the Directorate General of Intellectual Properties, Ministry of Law and Human Rights of the Republic ofIndonesia, and protected under the Intellectual Property Law of the Republic of Indonesia. Any unauthorized use of IDX Indices is strictly prohibited. The use and distribution of IDX Indices trademarks, information and data forincome-generating activities, require a proper license or prior written consent from IDX. IDX reserves the right to make any changes in IDX Indices without prior notice, including but not limited to the calculation method thereof,and the right to suspend the publication thereof. All information provided regarding IDX Indices is for informational purposes only. IDX gives no warranty regarding the accuracy, completeness, timeliness, originality, availability,non-infringement, and other characteristics of the IDX Indices information and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or impliedwarranties of the fitness of IDX Indices for a particular purpose or use, or as to the results to be attained by user from the use of IDX Indices. The use of IDX Indices is at user’s own responsibility. IDX is not responsible or cannotbe held accountable or has any payment obligations or anything against any losses, errors or damages arising from the use of any information or data contained herein.
-20%
0%
20%
40%
60%
80%
100%
120%
140%
160%
180%
2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019
IHSG LQ45 PEFINDO25 IHSG6299.539(148.57%)
PEFINDO25328.483(58.10%)
LQ451014.473(103.59%)
Trade, Services & Investment
72.3%
Consumer Goods Industry
7.3% Property, RE & Bld. Construction
6.9%
Miscellaneous Industry
6.2%
Basic Industry & Chemicals
3.6%
Infras., Utilities & Transportation
2.5%Mining1.3%
𝐼𝑛𝑑𝑒𝑥 =σ𝑖=1𝑛 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝𝑖
𝐵𝑎𝑠𝑒 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝x 100
INDONESIA STOCK EXCHANGE
GENERAL INFORMATION HISTORICAL PERFORMANCE
Index Name : Return Dec 28, 2012 - Dec 30, 2019
IDX JATS Code : I-GRADE
Description :
Launch Date :
Base Date :
Base Value :
Methodology :
INDEX PERFORMANCE RISK
CONSTITUENT SELECTIONUniverse
Selection Criteria FUNDAMENTAL
Since Base Date (Ann.)
INDEX MAINTENANCE INDEX CHARACTERISTICS SECTOR WEIGHTSPeriodic Review Schedules
Number of Constituents
Constituent In/Out Avg. (10Y)
Effective Date Market Cap Total* (in tr. IDR)
Largest
Smallest
Announcement Average
Median
Index MC / IDX MC (%)
TOP 10 CONSTITUENTSMarket Cap* Index
Code Company Name (in trill. IDR) Weight Sector
BBCA Bank Central Asia Tbk. Finance
BBRI Bank Rakyat Indonesia (Persero) Tbk. Finance
TLKM Telekomunikasi Indonesia (Persero) Tbk. Infras., Utilities & Transportation
BMRI Bank Mandiri (Persero) Tbk. Finance
TPIA Chandra Asri Petrochemical Tbk. Basic Industry & Chemicals
BBNI Bank Negara Indonesia (Persero) Tbk. Finance
SMGR Semen Indonesia (Persero) Tbk. Basic Industry & Chemicals
INDF Indofood Sukses Makmur Tbk. Consumer Goods Industry
PGAS Perusahaan Gas Negara Tbk. Infras., Utilities & Transportation
MYOR Mayora Indah Tbk. Consumer Goods Industry
Total (Top 10 Constituents)
Data prior to the launch date is back-tested data.
*Adjusted Market Capitalization
Data as of: Dec 30, 2019
Contact Information Disclaimer
Product Development I Unit
Business Development Division
Indonesia Stock Exchange
T: (021) 515-0515
PEFINDO I-GRADE
Since Base Date
3Y (Ann.)
5Y (Ann.)
10Y (Ann.) -
8.47%
80.09%
Returns
6M
1Y
PEFINDO i-Grade
An index that measures the stock price performance of
30 stocks that received an investment grade rating
(idAAA to idBBB-) from PEFINDO and selected by
PEFINDO through certain criteria.
PEFINDO i-Grade is a jointly developed index with PT
Pemeringkat Efek Indonesia (PEFINDO), an Indonesia
credit rating agency.
December 21, 2017
December 28, 2012
100
Capped Market Capitalization Weighted
Listed companies that have at least one debt instrument
rated by PEFINDO.
a. Company Rating;
b.
13.89%
18.98%
21.42%
185.02
INDEX FACT SHEET
8.76%
2018
YoY Returns
December 2019
4.2%
3Y Beta
5Y Beta
6.54%
2,831.07
4.18
393.28
606.28
94.37
30
2.63
24.08
41.85%
2014
144.93 5.12%
354.58 12.52%
606.28
537.29
3Y
5Y
10Y
6.19%
2019
21.3%
21.2%
-6.1%
12.1%
22.0%
-9.0%
1.7%
2017
36.4% 22.3% 26.4%
2013 -2.2%
2,460.59 86.91%
52.60 1.86%
45.84 1.62%
71.18 2.51%
69.58 2.46%
-
2016
35.05%
2015
27.63%
-12.8%
2.80%
12.11%
-12.1% -11.9%
15.3% 11.7%
3Y Std Dev (Ann.)
5Y Std Dev (Ann.)
20.0%
-2.5%
1.27
1.28
3.8%3.2%
LQ45
18.34
1.96
P/E (Weight Avg.)
P/BV (Weight Avg.)
On each periodic review, the constituent weight is
capped so the highest weight in the index is no more
than 20%.
-1.0% -3.3%
2012 0.0% 0.0% 0.0%
Year i-GRADE IHSG
First trading day of the month after reviewing month
(January, April, July, and October).
At the latest 5 exchange days prior to the effective date.
Legal Aspect;
c. Market Capitalization;
d. Liquidity.
1. Major Review: June and December.
2. Minor Review: March and September.
All Indices compiled, calculated and maintained by Indonesia Stock Exchange (“IDX”) (collectively called “IDX Indices”) are owned by IDX (either owned by IDX itself or jointly owned by IDX and other parties). Trademarks and anyother intellectual property rights of the IDX Indices are registered or at least have been applied for their registration at the Directorate General of Intellectual Properties, Ministry of Law and Human Rights of the Republic ofIndonesia, and protected under the Intellectual Property Law of the Republic of Indonesia. Any unauthorized use of IDX Indices is strictly prohibited. The use and distribution of IDX Indices trademarks, information and data forincome-generating activities, require a proper license or prior written consent from IDX. IDX reserves the right to make any changes in IDX Indices without prior notice, including but not limited to the calculation method thereof,and the right to suspend the publication thereof. All information provided regarding IDX Indices is for informational purposes only. IDX gives no warranty regarding the accuracy, completeness, timeliness, originality, availability,non-infringement, and other characteristics of the IDX Indices information and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or impliedwarranties of the fitness of IDX Indices for a particular purpose or use, or as to the results to be attained by user from the use of IDX Indices. The use of IDX Indices is at user’s own responsibility. IDX is not responsible or cannotbe held accountable or has any payment obligations or anything against any losses, errors or damages arising from the use of any information or data contained herein.
-20%
0%
20%
40%
60%
80%
100%
2012 2013 2014 2015 2016 2017 2018 2019
IHSG LQ45 i-GRADE
IHSG6299.539(45.93%)
i-GRADE180.086(80.09%)
LQ451014.473(38.02%)
Finance63.4%
Infras., Utilities & Transportation
17.6%
Basic Industry & Chemicals
9.2%
Consumer Goods Industry
4.4%
Property, RE & Bld. Construction
2.6%
Mining1.5%
Trade, Services & Investment
1.4%
𝐼𝑛𝑑𝑒𝑥 =σ𝑖=1𝑛 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝𝑖
𝐵𝑎𝑠𝑒 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝x 100
INDONESIA STOCK EXCHANGE
GENERAL INFORMATION HISTORICAL PERFORMANCE
Index Name : Return Dec 30, 2009 - Dec 30, 2019
IDX JATS Code : MBX
Description :
Launch Date :
Base Date :
Base Value :
Methodology :
CONSTITUENT SELECTIONEligibility
INDEX PERFORMANCE RISK
INDEX MAINTENANCEListing
Delisting FUNDAMENTAL
Since Base Date (Ann.)
Exception
INDEX CHARACTERISTICS SECTOR WEIGHTS
Number of Constituents
Constituent In/Out Avg. (10Y)
Market Cap Total (in tr. IDR)
Largest
Smallest
Average
Median
Index MC / IDX MC (%)
TOP 10 CONSTITUENTSMarket Cap Index
Code Company Name (in trill. IDR) Weight Sector
BBCA Bank Central Asia Tbk. Finance
BBRI Bank Rakyat Indonesia (Persero) Tbk. Finance
TLKM Telekomunikasi Indonesia (Persero) Tbk. Infras., Utilities & Transportation
BMRI Bank Mandiri (Persero) Tbk. Finance
UNVR Unilever Indonesia Tbk. Consumer Goods Industry
ASII Astra International Tbk. Miscellaneous Industry
HMSP H.M. Sampoerna Tbk. Consumer Goods Industry
BBNI Bank Negara Indonesia (Persero) Tbk. Finance
BRPT Barito Pacific Tbk. Basic Industry & Chemicals
ICBP Indofood CBP Sukses Makmur Tbk. Consumer Goods Industry
Total (Top 10 Constituents)
Data prior to the launch date is back-tested data.
Data as of: Dec 30, 2019
Contact Information Disclaimer
Product Development I Unit
Business Development Division
Indonesia Stock Exchange
T: (021) 515-0515
IDX MAIN BOARD INDEX
Since Base Date
3Y (Ann.)
5Y (Ann.)
10Y (Ann.)
December 28, 2001
100
9.28%
5.35%
1658.50%
Returns
6M
1Y
IDX Main Board Index
An index that measures the stock price performance of
all stocks listed in the Main Board of Indonesia Stock
Exchange.
April 8, 2002
Market Capitalization Weighted
Every stock listed in the Main Board is included in the
IDX Main Board Index.
A stock which is listed in the Main Board will be included
in the IDX Composite index since the listing date.
A stock which is delisted from the Main Board will be
excluded from the IDX Composite since the effective
date of delisting.
6.16%
8.42%
12.78%
320.46
INDEX FACT SHEET
17.26%
2018
YoY Returns
December 2019
3.3%
3Y Beta
5Y Beta
5.02%
6,381.67
<0.01
393.28
815.85
19.11
334
1.58
2.92
87.84%
2014
280.35 4.39%
354.58 5.56%
815.85
537.29
3Y
5Y
10Y
3.14%
2019
14.9%
20.1%
-3.9%
1.3%
19.5%
8.5%
1.7%
2017
24.3% 22.3% 9.9%
2013 -2.5%
3,355.46 52.58%
134.41 2.11%
130.03 2.04%
244.27 3.83%
144.93 2.27%
2015
16.91%
-13.1%
-1.97%
1.32%
-12.1% -4.0%
15.3% 19.0%
20.0%
-2.5%
4.8%
DBXYear MBX IHSG
142.91%
2016
16.70%
3Y Std Dev (Ann.)
5Y Std Dev (Ann.)
1.09
1.09
3.0%
In the case that the important market information of a
particular stock could affect significantly to the index,
the IDX may consider to exclude some or all of the
shares of a particular stock from the IDX Main Board
Index.
19.67
1.97
P/E (Weight Avg.)
P/BV (Weight Avg.)
-1.0% 9.6%
2012 13.2% 12.9% 11.4%
All Indices compiled, calculated and maintained by Indonesia Stock Exchange (“IDX”) (collectively called “IDX Indices”) are owned by IDX (either owned by IDX itself or jointly owned by IDX and other parties). Trademarks and anyother intellectual property rights of the IDX Indices are registered or at least have been applied for their registration at the Directorate General of Intellectual Properties, Ministry of Law and Human Rights of the Republic ofIndonesia, and protected under the Intellectual Property Law of the Republic of Indonesia. Any unauthorized use of IDX Indices is strictly prohibited. The use and distribution of IDX Indices trademarks, information and data forincome-generating activities, require a proper license or prior written consent from IDX. IDX reserves the right to make any changes in IDX Indices without prior notice, including but not limited to the calculation method thereof,and the right to suspend the publication thereof. All information provided regarding IDX Indices is for informational purposes only. IDX gives no warranty regarding the accuracy, completeness, timeliness, originality, availability,non-infringement, and other characteristics of the IDX Indices information and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or impliedwarranties of the fitness of IDX Indices for a particular purpose or use, or as to the results to be attained by user from the use of IDX Indices. The use of IDX Indices is at user’s own responsibility. IDX is not responsible or cannotbe held accountable or has any payment obligations or anything against any losses, errors or damages arising from the use of any information or data contained herein.
-50%
0%
50%
100%
150%
200%
250%
2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019
IHSG DBX MBX
IHSG6299.539(148.57%)
MBX1758.5
(142.91%)
DBX1120.865(200.15%)
Finance38.3%
Consumer Goods Industry18.0%
Infras., Utilities & Transportation
10.9%
Basic Industry & Chemicals
8.8%Trade, Services &
Investment7.3%
Property, RE & Bld. Construction
5.8%
Miscellaneous Industry
5.4%
Mining4.4%Agriculture
1.2%
𝐼𝑛𝑑𝑒𝑥 =σ𝑖=1𝑛 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝𝑖
𝐵𝑎𝑠𝑒 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝x 100
INDONESIA STOCK EXCHANGE
GENERAL INFORMATION HISTORICAL PERFORMANCE
Index Name : Return Dec 30, 2009 - Dec 30, 2019
IDX JATS Code : DBX
Description :
Launch Date :
Base Date :
Base Value :
Methodology :
CONSTITUENT SELECTIONEligibility
INDEX PERFORMANCE RISK
INDEX MAINTENANCEListing
Delisting FUNDAMENTAL
Since Base Date (Ann.)
Exception
INDEX CHARACTERISTICS SECTOR WEIGHTS
Number of Constituents
Constituent In/Out Avg. (10Y)
Market Cap Total (in tr. IDR)
Largest
Smallest
Average
Median
Index MC / IDX MC (%)
TOP 10 CONSTITUENTSMarket Cap Index
Code Company Name (in trill. IDR) Weight Sector
TPIA Chandra Asri Petrochemical Tbk. Basic Industry & Chemicals
DNET Indoritel Makmur Internasional Tbk. Trade, Services & Investment
TCPI Transcoal Pacific Tbk. Infras., Utilities & Transportation
MDKA Merdeka Copper Gold Tbk. Mining
MPRO Maha Properti Indonesia Tbk. Property, RE & Bld. Construction
CASA Capital Financial Indonesia Tbk. Finance
POWR Cikarang Listrindo Tbk. Infras., Utilities & Transportation
MKPI Metropolitan Kentjana Tbk. Property, RE & Bld. Construction
MAPA Map Aktif Adiperkasa Tbk. Trade, Services & Investment
TAMU Pelayaran Tamarin Samudra Tbk. Infras., Utilities & Transportation
Total (Top 10 Constituents)
Data prior to the launch date is back-tested data.
Data as of: Dec 30, 2019
Contact Information Disclaimer
Product Development I Unit
Business Development Division
Indonesia Stock Exchange
T: (021) 515-0515
IDX DEVELOPMENT BOARD INDEX
Since Base Date
3Y (Ann.)
5Y (Ann.)
10Y (Ann.)
December 28, 2001
100
11.62%
10.78%
1020.87%
Returns
6M
1Y
IDX Development Board Index
An index that measures the stock price performance of
all stocks listed in the Development Board of Indonesia
Stock Exchange.
April 8, 2002
Market Capitalization Weighted
Every stock listed in the Development Board is included
in the IDX Development Board Index.
A stock which is listed in the Development Board will be
included in the IDX Development Board Index since the
listing date.
A stock which is delisted from the Development Board
will be excluded from the IDX Development Board Index
since the effective date of delisting.
3.74%
4.92%
20.89%
22.87
INDEX FACT SHEET
14.36%
2018
YoY Returns
December 2019
1.9%
3Y Beta
5Y Beta
2.58%
885.61
<0.01
33.13
185.02
2.63
337
1.14
0.66
12.19%
2014
22.77 2.57%
23.43 2.65%
185.02
43.54
3Y
5Y
10Y
9.21%
2019
19.0%
19.5%
8.5%
4.8%
20.1%
-3.9%
1.7%
2017
9.9% 22.3% 24.3%
2013 9.6%
391.94 44.26%
15.11 1.71%
14.63 1.65%
16.09 1.82%
15.36 1.73%
2015
35.94%
-4.0%
7.63%
4.82%
-12.1% -13.1%
15.3% 14.9%
20.0%
-2.5%
1.3%
MBXYear DBX IHSG
200.15%
2016
55.32%
3Y Std Dev (Ann.)
5Y Std Dev (Ann.)
0.33
0.33
1.9%
In the case that the important market information of a
particular stock could affect significantly to the index,
the IDX may consider to exclude some or all of the
shares of a particular stock from the IDX Development
Board Index.
27.75
2.54
P/E (Weight Avg.)
P/BV (Weight Avg.)
-1.0% -2.5%
2012 11.4% 12.9% 13.2%
All Indices compiled, calculated and maintained by Indonesia Stock Exchange (“IDX”) (collectively called “IDX Indices”) are owned by IDX (either owned by IDX itself or jointly owned by IDX and other parties). Trademarks and anyother intellectual property rights of the IDX Indices are registered or at least have been applied for their registration at the Directorate General of Intellectual Properties, Ministry of Law and Human Rights of the Republic ofIndonesia, and protected under the Intellectual Property Law of the Republic of Indonesia. Any unauthorized use of IDX Indices is strictly prohibited. The use and distribution of IDX Indices trademarks, information and data forincome-generating activities, require a proper license or prior written consent from IDX. IDX reserves the right to make any changes in IDX Indices without prior notice, including but not limited to the calculation method thereof,and the right to suspend the publication thereof. All information provided regarding IDX Indices is for informational purposes only. IDX gives no warranty regarding the accuracy, completeness, timeliness, originality, availability,non-infringement, and other characteristics of the IDX Indices information and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or impliedwarranties of the fitness of IDX Indices for a particular purpose or use, or as to the results to be attained by user from the use of IDX Indices. The use of IDX Indices is at user’s own responsibility. IDX is not responsible or cannotbe held accountable or has any payment obligations or anything against any losses, errors or damages arising from the use of any information or data contained herein.
-50%
0%
50%
100%
150%
200%
250%
2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019
IHSG MBX DBX
IHSG6299.539(148.57%)
DBX1120.865(200.15%)
MBX1758.5
(142.91%)
Trade, Services & Investment25.3%
Basic Industry & Chemicals
24.4%
Property, RE & Bld. Construction
11.5%
Infras., Utilities & Transportation
11.2%
Finance11.1%
Mining8.9%
Miscellaneous Industry
3.0%
Consumer Goods Industry
2.8%
Agriculture1.7%
𝐼𝑛𝑑𝑒𝑥 =σ𝑖=1𝑛 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝𝑖
𝐵𝑎𝑠𝑒 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝x 100
INDONESIA STOCK EXCHANGE
GENERAL INFORMATION HISTORICAL PERFORMANCE
Index Name : Return Dec 30, 2009 - Dec 30, 2019
IDX JATS Code : AGRI
Description :
Launch Date :
Base Date :
Base Value :
Methodology :
CONSTITUENT SELECTIONUniverse
Eligibility INDEX PERFORMANCE RISK
Selection
FUNDAMENTAL
INDEX MAINTENANCE Since Base Date (Ann.)
Listing
INDEX CHARACTERISTICS SECTOR WEIGHTS
Delisting Number of Constituents
Constituent In/Out Avg. (10Y)
Market Cap Total (in tr. IDR)
Largest
Exception Smallest
Average
Median
Index MC / IDX MC (%)
TOP 10 CONSTITUENTSMarket Cap Index
Code Company Name (in trill. IDR) Weight Sector
AALI Astra Agro Lestari Tbk. Agriculture
SMAR SMART Tbk. Agriculture
LSIP PP London Sumatra Indonesia Tbk. Agriculture
SSMS Sawit Sumbermas Sarana Tbk. Agriculture
SIMP Salim Ivomas Pratama Tbk. Agriculture
BWPT Eagle High Plantations Tbk. Agriculture
DSNG Dharma Satya Nusantara Tbk. Agriculture
SGRO Sampoerna Agro Tbk. Agriculture
ANJT Austindo Nusantara Jaya Tbk. Agriculture
MGRO Mahkota Group Tbk. Agriculture
Total (Top 10 Constituents)
Data prior to the launch date is back-tested data.
Data as of: Dec 30, 2019
Contact Information Disclaimer
Product Development I Unit
Business Development Division
Indonesia Stock Exchange
T: (021) 515-0515
1.28%
2014
IDX AGRICULTURE SECTOR INDEX
Since Base Date
3Y (Ann.)
5Y (Ann.)
10Y (Ann.)
December 28, 1995
100
-1.39%
-6.49%
1424.46%
Returns
6M
1Y
IDX Agriculture Sector Index
An index that measures the performance of all stocks in
the Agriculture Sector based on the Jakarta Stock
Industrial Classification (JASICA).
January 2, 1996
Market Capitalization Weighted
Constituents of IDX Composite.
Every stock that classified in the Agriculture Sector
based on Jakarta Stock Industrial Classification
(JASICA) is included in IDX Agriculture Sector Index.
Listed companies that posses revenue generated
mostly (largest portion) from agriculture
business/products are selected to be in JASICA's
agriculture sector classification.
22.3% 26.4%
2013 3.7%
10.85%
12.74%
30.05%
6.83
INDEX FACT SHEET
2018
YoY Returns
December 2019
4.2%
3Y Beta
5Y Beta
7.32%
93.35
0.18
10.13
28.05
4.67
20
1.00
3.17
3Y
5Y
10Y
-8.30%
2019
8.4%
-13.3%
-3.2%
-2.6%
2017
9.9%
85.83 91.94%
3.35 3.59%
3.20 3.43%
4.88 5.22%
4.50 4.82%
2015
-18.23%
-26.9%
8.37%
-2.55%
-12.1% -11.9%
15.3% 11.7%
20.0%
-2.5%
3.2%
LQ45
22.0%
-9.0%
1.7%
Year Agri IHSG
-13.04%
2016
-35.16%
3Y Std Dev (Ann.)
5Y Std Dev (Ann.)
0.46
0.56
3.7%
A new listed stock that classified on JASICA's
Agriculture Sector will be included in the index since the
listing date.
A delisted stock that member of the JASICA's
Agriculture Sector will be excluded from the index since
the effective date of delisting.
In the case that the important market information of a
particular stock could affect significantly to the index,
the IDX may consider to exclude some or all of the
shares of a particular stock from any IDX Sector index.
-53.41
2.12
P/E (Weight Avg.)
P/BV (Weight Avg.)
-1.0% -3.3%
2012 -3.9% 12.9% 9.1%
4.95 5.30%
8.05 8.62%
28.05
11.89
12.02%
All Indices compiled, calculated and maintained by Indonesia Stock Exchange (“IDX”) (collectively called “IDX Indices”) are owned by IDX (either owned by IDX itself or jointly owned by IDX and other parties). Trademarks and anyother intellectual property rights of the IDX Indices are registered or at least have been applied for their registration at the Directorate General of Intellectual Properties, Ministry of Law and Human Rights of the Republic ofIndonesia, and protected under the Intellectual Property Law of the Republic of Indonesia. Any unauthorized use of IDX Indices is strictly prohibited. The use and distribution of IDX Indices trademarks, information and data forincome-generating activities, require a proper license or prior written consent from IDX. IDX reserves the right to make any changes in IDX Indices without prior notice, including but not limited to the calculation method thereof,and the right to suspend the publication thereof. All information provided regarding IDX Indices is for informational purposes only. IDX gives no warranty regarding the accuracy, completeness, timeliness, originality, availability,non-infringement, and other characteristics of the IDX Indices information and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or impliedwarranties of the fitness of IDX Indices for a particular purpose or use, or as to the results to be attained by user from the use of IDX Indices. The use of IDX Indices is at user’s own responsibility. IDX is not responsible or cannotbe held accountable or has any payment obligations or anything against any losses, errors or damages arising from the use of any information or data contained herein.
-50%
0%
50%
100%
150%
200%
2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019
IHSG LQ45 Agri IHSG6299.539(148.57%)
Agri1524.459(-13.04%)
LQ451014.473(103.59%)
Agriculture100.0%
𝐼𝑛𝑑𝑒𝑥 =σ𝑖=1𝑛 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝𝑖
𝐵𝑎𝑠𝑒 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝x 100
INDONESIA STOCK EXCHANGE
GENERAL INFORMATION HISTORICAL PERFORMANCE
Index Name : Return Dec 30, 2009 - Dec 30, 2019
IDX JATS Code : MINING
Description :
Launch Date :
Base Date :
Base Value :
Methodology :
CONSTITUENT SELECTIONUniverse
Eligibility INDEX PERFORMANCE RISK
Selection
FUNDAMENTAL
INDEX MAINTENANCE Since Base Date (Ann.)
Listing
INDEX CHARACTERISTICS SECTOR WEIGHTS
Delisting Number of Constituents
Constituent In/Out Avg. (10Y)
Market Cap Total (in tr. IDR)
Largest
Exception Smallest
Average
Median
Index MC / IDX MC (%)
TOP 10 CONSTITUENTSMarket Cap Index
Code Company Name (in trill. IDR) Weight Sector
BYAN Bayan Resources Tbk. Mining
ADRO Adaro Energy Tbk. Mining
INCO Vale Indonesia Tbk. Mining
PTBA Bukit Asam Tbk. Mining
MDKA Merdeka Copper Gold Tbk. Mining
ANTM Aneka Tambang Tbk. Mining
MEDC Medco Energi Internasional Tbk. Mining
GEMS Golden Energy Mines Tbk. Mining
ITMG Indo Tambangraya Megah Tbk. Mining
DSSA Dian Swastatika Sentosa Tbk. Mining
Total (Top 10 Constituents)
Data prior to the launch date is back-tested data.
Data as of: Dec 30, 2019
Contact Information Disclaimer
Product Development I Unit
Business Development Division
Indonesia Stock Exchange
T: (021) 515-0515
4.95%
2014
IDX MINING SECTOR INDEX
Since Base Date
3Y (Ann.)
5Y (Ann.)
10Y (Ann.)
December 28, 1995
100
-3.47%
3.80%
1448.62%
Returns
6M
1Y
IDX Mining Sector Index
An index that measures the performance of all stocks in
the Mining Sector based on the Jakarta Stock Industrial
Classification (JASICA).
January 2, 1996
Market Capitalization Weighted
Constituents of IDX Composite.
Every stock that classified in the Mining Sector based on
Jakarta Stock Industrial Classification (JASICA) is
included in IDX Mining Sector Index.
Listed companies that posses revenue generated
mostly (largest portion) from Mining business/products
are selected to be in JASICA's Mining sector
classification.
22.3% 26.4%
2013 -23.3%
10.05%
13.82%
14.72%
23.43
INDEX FACT SHEET
2018
YoY Returns
December 2019
4.3%
3Y Beta
5Y Beta
6.51%
359.98
0.04
36.17
53.00
7.20
50
1.19
2.42
3Y
5Y
10Y
2.50%
2019
70.7%
15.1%
11.4%
-12.8%
2017
-4.2%
267.32 74.26%
12.97 3.60%
10.69 2.97%
15.50 4.31%
15.00 4.17%
2015
11.84%
-40.8%
-9.73%
-12.83%
-12.1% -11.9%
15.3% 11.7%
20.0%
-2.5%
3.2%
LQ45
22.0%
-9.0%
1.7%
Year Mining IHSG
-29.72%
2016
13.12%
3Y Std Dev (Ann.)
5Y Std Dev (Ann.)
0.86
0.77
4.3%
A new listed stock that classified on JASICA's Mining
Sector will be included in the index since the listing date.
A delisted stock that member of the JASICA's Mining
Sector will be excluded from the index since the effective
date of delisting.
In the case that the important market information of a
particular stock could affect significantly to the index,
the IDX may consider to exclude some or all of the
shares of a particular stock from any IDX Sector index.
13.11
2.38
P/E (Weight Avg.)
P/BV (Weight Avg.)
-1.0% -3.3%
2012 -26.4% 12.9% 9.1%
20.19 5.61%
30.64 8.51%
53.00
49.74
12.09%
All Indices compiled, calculated and maintained by Indonesia Stock Exchange (“IDX”) (collectively called “IDX Indices”) are owned by IDX (either owned by IDX itself or jointly owned by IDX and other parties). Trademarks and anyother intellectual property rights of the IDX Indices are registered or at least have been applied for their registration at the Directorate General of Intellectual Properties, Ministry of Law and Human Rights of the Republic ofIndonesia, and protected under the Intellectual Property Law of the Republic of Indonesia. Any unauthorized use of IDX Indices is strictly prohibited. The use and distribution of IDX Indices trademarks, information and data forincome-generating activities, require a proper license or prior written consent from IDX. IDX reserves the right to make any changes in IDX Indices without prior notice, including but not limited to the calculation method thereof,and the right to suspend the publication thereof. All information provided regarding IDX Indices is for informational purposes only. IDX gives no warranty regarding the accuracy, completeness, timeliness, originality, availability,non-infringement, and other characteristics of the IDX Indices information and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or impliedwarranties of the fitness of IDX Indices for a particular purpose or use, or as to the results to be attained by user from the use of IDX Indices. The use of IDX Indices is at user’s own responsibility. IDX is not responsible or cannotbe held accountable or has any payment obligations or anything against any losses, errors or damages arising from the use of any information or data contained herein.
-100%
-50%
0%
50%
100%
150%
200%
2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019
IHSG LQ45 Mining IHSG6299.539(148.57%)
Mining1548.622(-29.72%)
LQ451014.473(103.59%)
Mining100.0%
𝐼𝑛𝑑𝑒𝑥 =σ𝑖=1𝑛 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝𝑖
𝐵𝑎𝑠𝑒 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝x 100
INDONESIA STOCK EXCHANGE
GENERAL INFORMATION HISTORICAL PERFORMANCE
Index Name : Return Dec 30, 2009 - Dec 30, 2019
IDX JATS Code : BASIC-IND
Description :
Launch Date :
Base Date :
Base Value :
Methodology :
CONSTITUENT SELECTIONUniverse
INDEX PERFORMANCE RISKEligibility
Selection
FUNDAMENTAL
Since Base Date (Ann.)
INDEX MAINTENANCE INDEX CHARACTERISTICS SECTOR WEIGHTSListing
Number of Constituents
Constituent In/Out Avg. (10Y)
Market Cap Total (in tr. IDR)
Delisting Largest
Smallest
Average
Median
Exception
Index MC / IDX MC (%)
TOP 10 CONSTITUENTSMarket Cap Index
Code Company Name (in trill. IDR) Weight Sector
TPIA Chandra Asri Petrochemical Tbk. Basic Industry & Chemicals
BRPT Barito Pacific Tbk. Basic Industry & Chemicals
CPIN Charoen Pokphand Indonesia Tbk. Basic Industry & Chemicals
SMGR Semen Indonesia (Persero) Tbk. Basic Industry & Chemicals
INTP Indocement Tunggal Prakarsa Tbk. Basic Industry & Chemicals
INKP Indah Kiat Pulp & Paper Tbk. Basic Industry & Chemicals
TKIM Pabrik Kertas Tjiwi Kimia Tbk. Basic Industry & Chemicals
FASW Fajar Surya Wisesa Tbk. Basic Industry & Chemicals
JPFA Japfa Comfeed Indonesia Tbk. Basic Industry & Chemicals
SMCB Solusi Bangun Indonesia Tbk. Basic Industry & Chemicals
Total (Top 10 Constituents)
Data prior to the launch date is back-tested data.
Data as of: Dec 30, 2019
Contact Information Disclaimer
Product Development I Unit
Business Development Division
Indonesia Stock Exchange
T: (021) 515-0515
IDX BASIC INDUSTRY AND CHEMICALS SECTOR INDEX
Since Base Date
3Y (Ann.)
5Y (Ann.)
10Y (Ann.)
January 2, 1996
December 28, 1995
13.57%
22.04%
878.13%
Returns
6M
1Y
IDX Basic Industry and
Chemicals Sector Index
Market Capitalization Weighted
Constituents of IDX Composite.
Every stock that classified in the Basic Industry and
Chemicals Sector based on Jakarta Stock Industrial
Classification (JASICA) is included in IDX Basic Industry
and Chemicals Sector Index.
Listed companies that posses revenue generated
mostly (largest portion) from Basic Industry and
Chemicals business/products are selected to be in
JASICA's Basic Industry and Chemicals sector
classification.
INDEX FACT SHEET
9.97%
2018
YoY Returns
December 2019
4.7%
3Y Beta
5Y Beta
9.04%
775.02
<0.01
106.59
185.02
10.07
77
1.06
0.93
10.67%
2014 13.1% 22.3% 26.4%
2013 -8.7%
13.75%
17.34%
23.87%
70.04
687.47 88.70%
18.00 2.32%
9.04 1.17%
31.99 4.13%
19.08 2.46%
257.07%
2016
79.91%
2015
81.74%
-25.0%
25.84%
14.44%
-12.1% -11.9%
15.3% 11.7%
3Y Std Dev (Ann.)
5Y Std Dev (Ann.)
20.0%
-2.5%
1.16
1.17
4.4%3.2%
LQ45
An index that measures the performance of all stocks in
the Basic Industry and Chemicals Sector based on the
Jakarta Stock Industrial Classification (JASICA).
100
-1.0% -3.3%
2012 29.0% 12.9% 9.1%
Year Basic-Ind IHSG
3Y
5Y
10Y
12.46%
2019
32.0%
28.1%
24.0%
14.4%
22.0%
-9.0%
1.7%
2017
A new listed stock that classified on JASICA's Basic
Industry and Chemicals Sector will be included in the
index since the listing date.
A delisted stock that member of the JASICA's Basic
Industry and Chemicals Sector will be excluded from the
index since the effective date of delisting.
In the case that the important market information of a
particular stock could affect significantly to the index,
the IDX may consider to exclude some or all of the
shares of a particular stock from any IDX Sector index.
50.05
1.88
P/E (Weight Avg.)
P/BV (Weight Avg.)
42.13 5.44%
71.18 9.18%
185.02
134.41
All Indices compiled, calculated and maintained by Indonesia Stock Exchange (“IDX”) (collectively called “IDX Indices”) are owned by IDX (either owned by IDX itself or jointly owned by IDX and other parties). Trademarks and anyother intellectual property rights of the IDX Indices are registered or at least have been applied for their registration at the Directorate General of Intellectual Properties, Ministry of Law and Human Rights of the Republic ofIndonesia, and protected under the Intellectual Property Law of the Republic of Indonesia. Any unauthorized use of IDX Indices is strictly prohibited. The use and distribution of IDX Indices trademarks, information and data forincome-generating activities, require a proper license or prior written consent from IDX. IDX reserves the right to make any changes in IDX Indices without prior notice, including but not limited to the calculation method thereof,and the right to suspend the publication thereof. All information provided regarding IDX Indices is for informational purposes only. IDX gives no warranty regarding the accuracy, completeness, timeliness, originality, availability,non-infringement, and other characteristics of the IDX Indices information and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or impliedwarranties of the fitness of IDX Indices for a particular purpose or use, or as to the results to be attained by user from the use of IDX Indices. The use of IDX Indices is at user’s own responsibility. IDX is not responsible or cannotbe held accountable or has any payment obligations or anything against any losses, errors or damages arising from the use of any information or data contained herein.
-50%
0%
50%
100%
150%
200%
250%
300%
2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019
IHSG LQ45 Basic-Ind
IHSG6299.539(148.57%)
Basic-Ind978.127
(257.07%)
LQ451014.473(103.59%)
Basic Industry & Chemicals
100.0%
𝐼𝑛𝑑𝑒𝑥 =σ𝑖=1𝑛 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝𝑖
𝐵𝑎𝑠𝑒 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝x 100
INDONESIA STOCK EXCHANGE
GENERAL INFORMATION HISTORICAL PERFORMANCE
Index Name : Return Dec 30, 2009 - Dec 30, 2019
IDX JATS Code : MISC-IND
Description :
Launch Date :
Base Date :
Base Value :
Methodology :
CONSTITUENT SELECTIONUniverse
INDEX PERFORMANCE RISKEligibility
Selection
FUNDAMENTAL
Since Base Date (Ann.)
INDEX MAINTENANCEListing INDEX CHARACTERISTICS SECTOR WEIGHTS
Number of Constituents
Constituent In/Out Avg. (10Y)
Delisting Market Cap Total (in tr. IDR)
Largest
Smallest
Average
Exception Median
Index MC / IDX MC (%)
TOP 10 CONSTITUENTSMarket Cap Index
Code Company Name (in trill. IDR) Weight Sector
ASII Astra International Tbk. Miscellaneous Industry
SMSM Selamat Sempurna Tbk. Miscellaneous Industry
SLIS Gaya Abadi Sempurna Tbk. Miscellaneous Industry
UCID Uni-Charm Indonesia Tbk Miscellaneous Industry
AUTO Astra Otoparts Tbk. Miscellaneous Industry
SRIL Sri Rejeki Isman Tbk. Miscellaneous Industry
BRAM Indo Kordsa Tbk. Miscellaneous Industry
GMFI Garuda Maintenance Facility Aero Asia Tbk. Miscellaneous Industry
MASA Multistrada Arah Sarana Tbk. Miscellaneous Industry
ARKA Arkha Jayanti Persada Tbk. Miscellaneous Industry
Total (Top 10 Constituents)
Data prior to the launch date is back-tested data.
Data as of: Dec 30, 2019
Contact Information Disclaimer
Product Development I Unit
Business Development Division
Indonesia Stock Exchange
T: (021) 515-0515
IDX MISCELLANEOUS INDUSTRY SECTOR INDEX
Since Base Date
3Y (Ann.)
5Y (Ann.)
10Y (Ann.)
January 2, 1996
December 28, 1995
7.36%
-3.71%
1123.85%
Returns
6M
1Y
IDX Miscellaneous Industry
Sector Index
Market Capitalization Weighted
Constituents of IDX Composite.
Every stock that classified in the Miscellaneous Industry
Sector based on Jakarta Stock Industrial Classification
(JASICA) is included in IDX Miscellaneous Industry
Sector Index.
Listed companies that posses revenue generated
mostly (largest portion) from Miscellaneous Industry
business/products are selected to be in JASICA's
Miscellaneous Industry sector classification.
INDEX FACT SHEET
11.00%
2018
YoY Returns
December 2019
5.7%
3Y Beta
5Y Beta
1.61%
371.39
0.01
8.58
280.35
7.28
51
1.00
0.84
5.11%
2014 8.5% 22.3% 26.4%
2013 -9.8%
2.31%
2.31%
75.49%
5.98
334.70 90.12%
4.22 1.14%
4.18 1.13%
4.86 1.31%
4.86 1.31%
103.48%
2016
-6.37%
2015
-10.71%
-19.1%
-5.38%
-12.23%
-12.1% -11.9%
15.3% 11.7%
3Y Std Dev (Ann.)
5Y Std Dev (Ann.)
20.0%
-2.5%
1.11
1.24
4.9%3.2%
LQ45
An index that measures the performance of all stocks in
the Miscellaneous Industry Sector based on the Jakarta
Stock Industrial Classification (JASICA).
100
-1.0% -3.3%
2012 1.9% 12.9% 9.1%
Year Misc-Ind IHSG
3Y
5Y
10Y
-1.31%
2019
29.6%
0.8%
1.0%
-12.2%
22.0%
-9.0%
1.7%
2017
A new listed stock that classified on JASICA's
Miscellaneous Industry Sector will be included in the
index since the listing date.
A delisted stock that member of the JASICA's
Miscellaneous Industry Sector will be excluded from the
index since the effective date of delisting.
In the case that the important market information of a
particular stock could affect significantly to the index,
the IDX may consider to exclude some or all of the
shares of a particular stock from any IDX Sector index.
13.86
1.34
P/E (Weight Avg.)
P/BV (Weight Avg.)
5.32 1.43%
7.77 2.09%
280.35
8.58
All Indices compiled, calculated and maintained by Indonesia Stock Exchange (“IDX”) (collectively called “IDX Indices”) are owned by IDX (either owned by IDX itself or jointly owned by IDX and other parties). Trademarks and anyother intellectual property rights of the IDX Indices are registered or at least have been applied for their registration at the Directorate General of Intellectual Properties, Ministry of Law and Human Rights of the Republic ofIndonesia, and protected under the Intellectual Property Law of the Republic of Indonesia. Any unauthorized use of IDX Indices is strictly prohibited. The use and distribution of IDX Indices trademarks, information and data forincome-generating activities, require a proper license or prior written consent from IDX. IDX reserves the right to make any changes in IDX Indices without prior notice, including but not limited to the calculation method thereof,and the right to suspend the publication thereof. All information provided regarding IDX Indices is for informational purposes only. IDX gives no warranty regarding the accuracy, completeness, timeliness, originality, availability,non-infringement, and other characteristics of the IDX Indices information and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or impliedwarranties of the fitness of IDX Indices for a particular purpose or use, or as to the results to be attained by user from the use of IDX Indices. The use of IDX Indices is at user’s own responsibility. IDX is not responsible or cannotbe held accountable or has any payment obligations or anything against any losses, errors or damages arising from the use of any information or data contained herein.
-20%
0%
20%
40%
60%
80%
100%
120%
140%
160%
180%
2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019
IHSG LQ45 Misc-Ind IHSG6299.539(148.57%)
Misc-Ind1223.853(103.48%)
LQ451014.473(103.59%)
Miscellaneous Industry100.0%
𝐼𝑛𝑑𝑒𝑥 =σ𝑖=1𝑛 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝𝑖
𝐵𝑎𝑠𝑒 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝x 100
INDONESIA STOCK EXCHANGE
GENERAL INFORMATION HISTORICAL PERFORMANCE
Index Name : Return Dec 30, 2009 - Dec 30, 2019
IDX JATS Code : CONSUMER
Description :
Launch Date :
Base Date :
Base Value :
Methodology :
CONSTITUENT SELECTIONUniverse
INDEX PERFORMANCE RISKEligibility
Selection
FUNDAMENTAL
Since Base Date (Ann.)
INDEX MAINTENANCEListing INDEX CHARACTERISTICS SECTOR WEIGHTS
Number of Constituents
Constituent In/Out Avg. (10Y)
Delisting Market Cap Total (in tr. IDR)
Largest
Smallest
Average
Exception Median
Index MC / IDX MC (%)
TOP 10 CONSTITUENTSMarket Cap Index
Code Company Name (in trill. IDR) Weight Sector
UNVR Unilever Indonesia Tbk. Consumer Goods Industry
HMSP H.M. Sampoerna Tbk. Consumer Goods Industry
ICBP Indofood CBP Sukses Makmur Tbk. Consumer Goods Industry
GGRM Gudang Garam Tbk. Consumer Goods Industry
KLBF Kalbe Farma Tbk. Consumer Goods Industry
INDF Indofood Sukses Makmur Tbk. Consumer Goods Industry
MYOR Mayora Indah Tbk. Consumer Goods Industry
MLBI Multi Bintang Indonesia Tbk. Consumer Goods Industry
ULTJ Ultra Jaya Milk Industry & Trading Company Tbk. Consumer Goods Industry
SIDO Industri Jamu dan Farmasi Sido Muncul Tbk. Consumer Goods Industry
Total (Top 10 Constituents)
Data prior to the launch date is back-tested data.
Data as of: Dec 30, 2019
Contact Information Disclaimer
Product Development I Unit
Business Development Division
Indonesia Stock Exchange
T: (021) 515-0515
IDX CONSUMER GOODS INDUSTRY SECTOR INDEX
Since Base Date
3Y (Ann.)
5Y (Ann.)
10Y (Ann.)
January 2, 1996
December 28, 1995
11.83%
-4.06%
1952.65%
Returns
6M
1Y
IDX Consumer Goods Industry
Sector Index
Market Capitalization Weighted
Constituents of IDX Composite.
Every stock that classified in the Consumer Goods
Industry Sector based on Jakarta Stock Industrial
Classification (JASICA) is included in IDX Consumer
Goods Industry Sector Index.
Listed companies that posses revenue generated
mostly (largest portion) from Consumer Goods Industry
business/products are selected to be in JASICA's
Consumer Goods Industry sector classification.
INDEX FACT SHEET
13.41%
2018
YoY Returns
December 2019
4.2%
3Y Beta
5Y Beta
6.49%
1,170.94
0.05
130.03
320.46
20.91
56
1.10
2.21
16.12%
2014 22.2% 22.3% 26.4%
2013 13.8%
11.10%
20.86%
27.37%
75.94
1,059.29 90.46%
19.41 1.66%
19.13 1.63%
45.84 3.91%
32.66 2.79%
205.77%
2016
-5.75%
2015
-11.69%
-5.2%
-14.28%
-20.11%
-12.1% -11.9%
15.3% 11.7%
3Y Std Dev (Ann.)
5Y Std Dev (Ann.)
20.0%
-2.5%
1.07
1.07
3.8%3.2%
LQ45
An index that measures the performance of all stocks in
the Consumer Goods Industry Sector based on the
Jakarta Stock Industrial Classification (JASICA).
100
-1.0% -3.3%
2012 19.0% 12.9% 9.1%
Year
Consume
r IHSG
3Y
5Y
10Y
-1.18%
2019
12.6%
23.1%
-10.2%
-20.1%
22.0%
-9.0%
1.7%
2017
A new listed stock that classified on JASICA's Consumer
Goods Industry Sector will be included in the index since
the listing date.
A delisted stock that member of the JASICA's Consumer
Goods Industry Sector will be excluded from the index
since the effective date of delisting.
In the case that the important market information of a
particular stock could affect significantly to the index,
the IDX may consider to exclude some or all of the
shares of a particular stock from any IDX Sector index.
25.52
2.64
P/E (Weight Avg.)
P/BV (Weight Avg.)
69.58 5.94%
101.98 8.71%
320.46
244.27
All Indices compiled, calculated and maintained by Indonesia Stock Exchange (“IDX”) (collectively called “IDX Indices”) are owned by IDX (either owned by IDX itself or jointly owned by IDX and other parties). Trademarks and anyother intellectual property rights of the IDX Indices are registered or at least have been applied for their registration at the Directorate General of Intellectual Properties, Ministry of Law and Human Rights of the Republic ofIndonesia, and protected under the Intellectual Property Law of the Republic of Indonesia. Any unauthorized use of IDX Indices is strictly prohibited. The use and distribution of IDX Indices trademarks, information and data forincome-generating activities, require a proper license or prior written consent from IDX. IDX reserves the right to make any changes in IDX Indices without prior notice, including but not limited to the calculation method thereof,and the right to suspend the publication thereof. All information provided regarding IDX Indices is for informational purposes only. IDX gives no warranty regarding the accuracy, completeness, timeliness, originality, availability,non-infringement, and other characteristics of the IDX Indices information and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or impliedwarranties of the fitness of IDX Indices for a particular purpose or use, or as to the results to be attained by user from the use of IDX Indices. The use of IDX Indices is at user’s own responsibility. IDX is not responsible or cannotbe held accountable or has any payment obligations or anything against any losses, errors or damages arising from the use of any information or data contained herein.
-50%
0%
50%
100%
150%
200%
250%
300%
350%
400%
2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019
IHSG LQ45 Consumer
IHSG6299.539(148.57%)
Consumer2052.654(205.77%)
LQ451014.473(103.59%)
Consumer Goods Industry100.0%
𝐼𝑛𝑑𝑒𝑥 =σ𝑖=1𝑛 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝𝑖
𝐵𝑎𝑠𝑒 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝x 100
INDONESIA STOCK EXCHANGE
GENERAL INFORMATION HISTORICAL PERFORMANCE
Index Name : Return Dec 30, 2009 - Dec 30, 2019
IDX JATS Code : PROPERTY
Description :
Launch Date :
Base Date :
Base Value :
Methodology :
CONSTITUENT SELECTION INDEX PERFORMANCE RISKUniverse
Eligibility
FUNDAMENTALSelection
Since Base Date (Ann.)
INDEX CHARACTERISTICS SECTOR WEIGHTS
Number of Constituents
INDEX MAINTENANCE Constituent In/Out Avg. (10Y)
Listing Market Cap Total (in tr. IDR)
Largest
Smallest
Average
Delisting Median
Index MC / IDX MC (%)
Exception
TOP 10 CONSTITUENTSMarket Cap Index
Code Company Name (in trill. IDR) Weight Sector
POLL Pollux Properti Indonesia Tbk. Property, RE & Bld. Construction
PWON Pakuwon Jati Tbk. Property, RE & Bld. Construction
BSDE Bumi Serpong Damai Tbk. Property, RE & Bld. Construction
MPRO Maha Properti Indonesia Tbk. Property, RE & Bld. Construction
WSKT Waskita Karya (Persero) Tbk. Property, RE & Bld. Construction
CTRA Ciputra Development Tbk. Property, RE & Bld. Construction
WIKA Wijaya Karya (Persero) Tbk. Property, RE & Bld. Construction
LPKR Lippo Karawaci Tbk. Property, RE & Bld. Construction
MKPI Metropolitan Kentjana Tbk. Property, RE & Bld. Construction
SMRA Summarecon Agung Tbk. Property, RE & Bld. Construction
Total (Top 10 Constituents)
Data prior to the launch date is back-tested data.
Data as of: Dec 30, 2019
Contact Information Disclaimer
Product Development I Unit
Business Development Division
Indonesia Stock Exchange
T: (021) 515-0515
A new listed stock that classified on JASICA's Property,
Real Estate, and Building Construction Sector will be
included in the index since the listing date.
A delisted stock that member of the JASICA's Property,
Real Estate, and Building Construction Sector will be
excluded from the index since the effective date of
delisting.
In the case that the important market information of a
particular stock could affect significantly to the index,
the IDX may consider to exclude some or all of the
shares of a particular stock from any IDX Sector index.
29.75
2.02
P/E (Weight Avg.)
P/BV (Weight Avg.)
271.30 57.49%
15.36 3.26%
14.50 3.07%
17.85 3.78%
17.31 3.67%
19.30 4.09%
LQ45
January 2, 1996
-1.0% -3.3%
2012 42.4% 12.9% 9.1%
Year Property IHSG
5.12%
5.82%
243.24%
2016
-4.01%
2015
-2.69%
-6.5%
3.31%
12.54%
-12.1% -11.9%
15.3% 11.7%
3Y Std Dev (Ann.)
5Y Std Dev (Ann.)
20.0%
-2.5%
0.87
0.90
3.4%
22.0%
-9.0%
1.7%
2017
55.8% 22.3% 26.4%
2013 3.2%
3.2%
92.34
27.45
3Y
5Y
10Y
-0.81%
2019
5.5%
-4.3%
-9.6%
12.5%
19.57%
20.16
INDEX FACT SHEET
6.97%
2018
YoY Returns
December 2019
3.7%
3Y Beta
5Y Beta
4.27%
471.91
0.05
24.15
92.34
5.69
83
1.06
2.08
6.50%
2014
22.87 4.85%
IDX PROPERTY, REAL ESTATE, AND BUILDING CONSTRUCTION SECTOR INDEX
Since Base Date
3Y (Ann.)
5Y (Ann.)
10Y (Ann.) 13.13%
-0.90%
403.88%
Returns
6M
1Y
IDX Property, Real Estate, and
Building Construction Sector
Index
An index that measures the performance of all stocks in
the Property, Real Estate, and building Construction
Sector based on the Jakarta Stock Industrial
Classification (JASICA).
December 28, 1995
100
Market Capitalization Weighted
Constituents of IDX Composite.
Every stock that classified in the Property, Real Estate,
and Building Construction Sector based on Jakarta Stock
Industrial Classification (JASICA) is included in IDX
Property, Real Estate, and Building Construction Sector
Index.
Listed companies that posses revenue generated
mostly (largest portion) from Property, Real Estate, and
Building Construction business/products are selected to
be in JASICA's Property, Real Estate, and Building
Construction sector classification.
All Indices compiled, calculated and maintained by Indonesia Stock Exchange (“IDX”) (collectively called “IDX Indices”) are owned by IDX (either owned by IDX itself or jointly owned by IDX and other parties). Trademarks and anyother intellectual property rights of the IDX Indices are registered or at least have been applied for their registration at the Directorate General of Intellectual Properties, Ministry of Law and Human Rights of the Republic ofIndonesia, and protected under the Intellectual Property Law of the Republic of Indonesia. Any unauthorized use of IDX Indices is strictly prohibited. The use and distribution of IDX Indices trademarks, information and data forincome-generating activities, require a proper license or prior written consent from IDX. IDX reserves the right to make any changes in IDX Indices without prior notice, including but not limited to the calculation method thereof,and the right to suspend the publication thereof. All information provided regarding IDX Indices is for informational purposes only. IDX gives no warranty regarding the accuracy, completeness, timeliness, originality, availability,non-infringement, and other characteristics of the IDX Indices information and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or impliedwarranties of the fitness of IDX Indices for a particular purpose or use, or as to the results to be attained by user from the use of IDX Indices. The use of IDX Indices is at user’s own responsibility. IDX is not responsible or cannotbe held accountable or has any payment obligations or anything against any losses, errors or damages arising from the use of any information or data contained herein.
-50%
0%
50%
100%
150%
200%
250%
300%
350%
2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019
IHSG LQ45 Property
IHSG6299.539(148.57%)
Property503.879
(243.24%)
LQ451014.473(103.59%)
Property, RE & Bld. Construction
100.0%
𝐼𝑛𝑑𝑒𝑥 =σ𝑖=1𝑛 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝𝑖
𝐵𝑎𝑠𝑒 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝x 100
INDONESIA STOCK EXCHANGE
GENERAL INFORMATION HISTORICAL PERFORMANCE
Index Name : Return Dec 30, 2009 - Dec 30, 2019
IDX JATS Code : INFRASTRUC
Description :
Launch Date :
Base Date :
Base Value :
Methodology :
CONSTITUENT SELECTIONUniverse
INDEX PERFORMANCE RISKEligibility
Selection
FUNDAMENTAL
Since Base Date (Ann.)
INDEX CHARACTERISTICS SECTOR WEIGHTS
INDEX MAINTENANCEListing Number of Constituents
Constituent In/Out Avg. (10Y)
Market Cap Total (in tr. IDR)
Largest
Delisting Smallest
Average
Median
Index MC / IDX MC (%)
Exception
TOP 10 CONSTITUENTSMarket Cap Index
Code Company Name (in trill. IDR) Weight Sector
TLKM Telekomunikasi Indonesia (Persero) Tbk. Infras., Utilities & Transportation
PGAS Perusahaan Gas Negara Tbk. Infras., Utilities & Transportation
TOWR Sarana Menara Nusantara Tbk. Infras., Utilities & Transportation
JSMR Jasa Marga (Persero) Tbk. Infras., Utilities & Transportation
EXCL XL Axiata Tbk. Infras., Utilities & Transportation
TCPI Transcoal Pacific Tbk. Infras., Utilities & Transportation
FREN Smartfren Telecom Tbk. Infras., Utilities & Transportation
TBIG Tower Bersama Infrastructure Tbk. Infras., Utilities & Transportation
POWR Cikarang Listrindo Tbk. Infras., Utilities & Transportation
ISAT Indosat Tbk. Infras., Utilities & Transportation
Total (Top 10 Constituents)
Data prior to the launch date is back-tested data.
Data as of: Dec 30, 2019
Contact Information Disclaimer
Product Development I Unit
Business Development Division
Indonesia Stock Exchange
T: (021) 515-0515
IDX INFRASTRUCTURE, UTILITIES, AND TRANSPORTATION SECTOR INDEX
Since Base Date
3Y (Ann.)
5Y (Ann.)
10Y (Ann.)
January 2, 1996
December 28, 1995
4.56%
2.52%
1037.54%
Returns
6M
1Y
IDX Infrastructure, Utilities, and
Transportation Sector Index
Market Capitalization Weighted
Constituents of IDX Composite.
Every stock that classified in the Infrastructure, Utilities,
and Transportation Sector based on Jakarta Stock
Industrial Classification (JASICA) is included in IDX
Infrastructure, Utilities, and Transportation Sector Index.
Listed companies that posses revenue generated
mostly (largest portion) from Infrastructure, Utilities, and
Transportation business/products are selected to be in
JASICA's Infrastructure, Utilities, and Transportation
sector classification.
49.40%
33.67
INDEX FACT SHEET
10.66%
2018
YoY Returns
December 2019
4.0%
3Y Beta
5Y Beta
4.23%
796.16
0.03
41.07
393.28
10.48
76
1.07
0.96
10.96%
2014
37.56 4.72%
393.28
52.60
3Y
5Y
10Y
-0.40%
2019
7.6%
12.1%
-10.1%
6.9%
22.0%
-9.0%
1.7%
2017
24.7% 22.3% 26.4%
2013 2.5%
5.16%
6.61%
56.14%
2016
-1.96%
2015
7.76%
-15.4%
-6.34%
6.88%
-12.1% -11.9%
15.3% 11.7%
3Y Std Dev (Ann.)
5Y Std Dev (Ann.)
20.0%
-2.5%
1.11
1.00
4.0%3.2%
LQ45
An index that measures the performance of all stocks in
the Infrastructure, Utilities, & Transportation Sector
based on the Jakarta Stock Industrial Classification
(JASICA).
100
-1.0% -3.3%
2012 29.7% 12.9% 9.1%
Year Infrastruc IHSG
A new listed stock that classified on JASICA's
Infrastructure, Utilities, and Transportation Sector will be
included in the index since the listing date.
A delisted stock that member of the JASICA's
Infrastructure, Utilities, and Transportation Sector will be
excluded from the index since the effective date of
delisting.
In the case that the important market information of a
particular stock could affect significantly to the index,
the IDX may consider to exclude some or all of the
shares of a particular stock from any IDX Sector index.
24.02
2.22
P/E (Weight Avg.)
P/BV (Weight Avg.)
681.15 85.55%
16.09 2.02%
15.81 1.99%
30.08 3.78%
27.87 3.50%
33.13 4.16%
All Indices compiled, calculated and maintained by Indonesia Stock Exchange (“IDX”) (collectively called “IDX Indices”) are owned by IDX (either owned by IDX itself or jointly owned by IDX and other parties). Trademarks and anyother intellectual property rights of the IDX Indices are registered or at least have been applied for their registration at the Directorate General of Intellectual Properties, Ministry of Law and Human Rights of the Republic ofIndonesia, and protected under the Intellectual Property Law of the Republic of Indonesia. Any unauthorized use of IDX Indices is strictly prohibited. The use and distribution of IDX Indices trademarks, information and data forincome-generating activities, require a proper license or prior written consent from IDX. IDX reserves the right to make any changes in IDX Indices without prior notice, including but not limited to the calculation method thereof,and the right to suspend the publication thereof. All information provided regarding IDX Indices is for informational purposes only. IDX gives no warranty regarding the accuracy, completeness, timeliness, originality, availability,non-infringement, and other characteristics of the IDX Indices information and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or impliedwarranties of the fitness of IDX Indices for a particular purpose or use, or as to the results to be attained by user from the use of IDX Indices. The use of IDX Indices is at user’s own responsibility. IDX is not responsible or cannotbe held accountable or has any payment obligations or anything against any losses, errors or damages arising from the use of any information or data contained herein.
-40%
-20%
0%
20%
40%
60%
80%
100%
120%
140%
160%
180%
2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019
IHSG LQ45 Infrastruc IHSG6299.539(148.57%)
Infrastruc1137.544(56.14%)
LQ451014.473(103.59%)
Infras., Utilities & Transportation
100.0%
𝐼𝑛𝑑𝑒𝑥 =σ𝑖=1𝑛 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝𝑖
𝐵𝑎𝑠𝑒 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝x 100
INDONESIA STOCK EXCHANGE
GENERAL INFORMATION HISTORICAL PERFORMANCE
Index Name : Return Dec 30, 2009 - Dec 30, 2019
IDX JATS Code : FINANCE
Description :
Launch Date :
Base Date :
Base Value :
Methodology :
CONSTITUENT SELECTIONUniverse
Eligibility INDEX PERFORMANCE RISK
Selection
FUNDAMENTAL
INDEX MAINTENANCE Since Base Date (Ann.)
Listing
INDEX CHARACTERISTICS SECTOR WEIGHTS
Delisting Number of Constituents
Constituent In/Out Avg. (10Y)
Market Cap Total (in tr. IDR)
Largest
Exception Smallest
Average
Median
Index MC / IDX MC (%)
TOP 10 CONSTITUENTSMarket Cap Index
Code Company Name (in trill. IDR) Weight Sector
BBCA Bank Central Asia Tbk. Finance
BBRI Bank Rakyat Indonesia (Persero) Tbk. Finance
BMRI Bank Mandiri (Persero) Tbk. Finance
BBNI Bank Negara Indonesia (Persero) Tbk. Finance
SMMA Sinar Mas Multiartha Tbk. Finance
MAYA Bank Mayapada Internasional Tbk. Finance
MEGA Bank Mega Tbk. Finance
BDMN Bank Danamon Indonesia Tbk. Finance
BNLI Bank Permata Tbk. Finance
BTPS Bank Tabungan Pensiunan Nasional Syariah Tbk. Finance
Total (Top 10 Constituents)
Data prior to the launch date is back-tested data.
Data as of: Dec 30, 2019
Contact Information Disclaimer
Product Development I Unit
Business Development Division
Indonesia Stock Exchange
T: (021) 515-0515
34.96%
2014
IDX FINANCE SECTOR INDEX
Since Base Date
3Y (Ann.)
5Y (Ann.)
10Y (Ann.)
December 28, 1995
100
16.22%
18.61%
1254.66%
Returns
6M
1Y
IDX Finance Sector Index
An index that measures the performance of all stocks in
the Finance Sector based on the Jakarta Stock Industrial
Classification (JASICA).
January 2, 1996
Market Capitalization Weighted
Constituents of IDX Composite.
Every stock that classified in the Finance Sector based
on Jakarta Stock Industrial Classification (JASICA) is
included in IDX Finance Sector Index.
Listed companies that posses revenue generated
mostly (largest portion) from Finance business/products
are selected to be in JASICA's Finance sector
classification.
22.3% 26.4%
2013 -1.8%
13.96%
21.15%
32.12%
96.95
INDEX FACT SHEET
2018
YoY Returns
December 2019
3.8%
3Y Beta
5Y Beta
3.82%
2,540.17
0.07
354.58
815.85
28.22
90
1.16
2.37
3Y
5Y
10Y
13.11%
2019
18.2%
40.5%
3.1%
15.2%
2017
35.4%
2,160.69 85.06%
35.12 1.38%
32.41 1.28%
43.78 1.72%
38.22 1.50%
2015
66.85%
-6.1%
3.72%
15.22%
-12.1% -11.9%
15.3% 11.7%
20.0%
-2.5%
3.2%
LQ45
22.0%
-9.0%
1.7%
Year Finance IHSG
349.42%
2016
85.15%
3Y Std Dev (Ann.)
5Y Std Dev (Ann.)
1.06
1.09
3.4%
A new listed stock that classified on JASICA's Finance
Sector will be included in the index since the listing date.
A delisted stock that member of the JASICA's Finance
Sector will be excluded from the index since the effective
date of delisting.
In the case that the important market information of a
particular stock could affect significantly to the index,
the IDX may consider to exclude some or all of the
shares of a particular stock from any IDX Sector index.
17.02
2.18
P/E (Weight Avg.)
P/BV (Weight Avg.)
-1.0% -3.3%
2012 11.9% 12.9% 9.1%
61.55 2.42%
144.93 5.71%
815.85
537.29
11.47%
All Indices compiled, calculated and maintained by Indonesia Stock Exchange (“IDX”) (collectively called “IDX Indices”) are owned by IDX (either owned by IDX itself or jointly owned by IDX and other parties). Trademarks and anyother intellectual property rights of the IDX Indices are registered or at least have been applied for their registration at the Directorate General of Intellectual Properties, Ministry of Law and Human Rights of the Republic ofIndonesia, and protected under the Intellectual Property Law of the Republic of Indonesia. Any unauthorized use of IDX Indices is strictly prohibited. The use and distribution of IDX Indices trademarks, information and data forincome-generating activities, require a proper license or prior written consent from IDX. IDX reserves the right to make any changes in IDX Indices without prior notice, including but not limited to the calculation method thereof,and the right to suspend the publication thereof. All information provided regarding IDX Indices is for informational purposes only. IDX gives no warranty regarding the accuracy, completeness, timeliness, originality, availability,non-infringement, and other characteristics of the IDX Indices information and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or impliedwarranties of the fitness of IDX Indices for a particular purpose or use, or as to the results to be attained by user from the use of IDX Indices. The use of IDX Indices is at user’s own responsibility. IDX is not responsible or cannotbe held accountable or has any payment obligations or anything against any losses, errors or damages arising from the use of any information or data contained herein.
-50%
0%
50%
100%
150%
200%
250%
300%
350%
400%
2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019
IHSG LQ45 Finance
IHSG6299.539(148.57%)
Finance1354.661(349.42%)
LQ451014.473(103.59%)
Finance100.0%
𝐼𝑛𝑑𝑒𝑥 =σ𝑖=1𝑛 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝𝑖
𝐵𝑎𝑠𝑒 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝x 100
INDONESIA STOCK EXCHANGE
GENERAL INFORMATION HISTORICAL PERFORMANCE
Index Name : Return Dec 30, 2009 - Dec 30, 2019
IDX JATS Code : TRADE
Description :
Launch Date :
Base Date :
Base Value :
Methodology :
CONSTITUENT SELECTIONUniverse
INDEX PERFORMANCE RISKEligibility
Selection
FUNDAMENTAL
Since Base Date (Ann.)
INDEX MAINTENANCE INDEX CHARACTERISTICS SECTOR WEIGHTSListing
Number of Constituents
Constituent In/Out Avg. (10Y)
Market Cap Total (in tr. IDR)
Delisting Largest
Smallest
Average
Median
Exception
Index MC / IDX MC (%)
TOP 10 CONSTITUENTSMarket Cap Index
Code Company Name (in trill. IDR) Weight Sector
UNTR United Tractors Tbk. Trade, Services & Investment
DNET Indoritel Makmur Internasional Tbk. Trade, Services & Investment
MIKA Mitra Keluarga Karyasehat Tbk. Trade, Services & Investment
AMRT Sumber Alfaria Trijaya Tbk. Trade, Services & Investment
EMTK Elang Mahkota Teknologi Tbk. Trade, Services & Investment
ACES Ace Hardware Indonesia Tbk. Trade, Services & Investment
MNCN Media Nusantara Citra Tbk. Trade, Services & Investment
SCMA Surya Citra Media Tbk. Trade, Services & Investment
IPTV MNC Vision Networks Tbk. Trade, Services & Investment
MAPI Mitra Adiperkasa Tbk. Trade, Services & Investment
Total (Top 10 Constituents)
Data prior to the launch date is back-tested data.
Data as of: Dec 30, 2019
Contact Information Disclaimer
Product Development I Unit
Business Development Division
Indonesia Stock Exchange
T: (021) 515-0515
15.55
2.62
P/E (Weight Avg.)
P/BV (Weight Avg.)
An index that measures the performance of all stocks in
the Trade, Service, and Investment Sector based on the
Jakarta Stock Industrial Classification (JASICA).
100
-1.0% -3.3%
2012 27.3% 12.9% 9.1%
Year Trade IHSG
179.17%
2016
-12.38%
2015
-10.55%
-3.3%
-4.35%
-1.79%
-12.1% -11.9%
15.3% 11.7%
3Y Std Dev (Ann.)
5Y Std Dev (Ann.)
20.0%
-2.5%
0.59
0.64
2.4%3.2%
LQ45
334.91 48.65%
17.79 2.58%
17.51 2.54%
23.27 3.38%
20.83 3.03%
25.64 3.72%
36.54 5.31%
80.29
43.54
3Y
5Y
10Y
-2.61%
2019
1.3%
7.1%
-14.9%
-1.8%
22.0%
-9.0%
1.7%
2017
13.1% 22.3% 26.4%
2013 4.8%
5.53%
6.33%
11.66%
31.46
INDEX FACT SHEET
8.87%
2018
YoY Returns
December 2019
2.7%
3Y Beta
5Y Beta
4.57%
688.35
<0.01
38.04
80.29
4.10
168
1.20
1.12
9.47%
2014
10.81%
-3.65%
669.83%
Returns
6M
1Y
IDX Trade, Service, and
Investment Sector Index
Market Capitalization Weighted
Constituents of IDX Composite.
Every stock that classified in the Trade, Service, and
Investment Sector based on Jakarta Stock Industrial
Classification (JASICA) is included in IDX Trade, Service,
and Investment Sector Index.
Listed companies that posses revenue generated
mostly (largest portion) from Trade, Service, and
Investment business/products are selected to be in
JASICA's Trade, Service, and Investment sector
classification.
A new listed stock that classified on JASICA's Trade,
Service, and Investment Sector will be included in the
index since the listing date.
A delisted stock that member of the JASICA's Trade,
Service, and Investment Sector will be excluded from the
index since the effective date of delisting.
In the case that the important market information of a
particular stock could affect significantly to the index,
the IDX may consider to exclude some or all of the
shares of a particular stock from any IDX Sector index.
IDX TRADE, SERVICE, AND INVESTMENT SECTOR INDEX
Since Base Date
3Y (Ann.)
5Y (Ann.)
10Y (Ann.)
January 2, 1996
December 28, 1995
All Indices compiled, calculated and maintained by Indonesia Stock Exchange (“IDX”) (collectively called “IDX Indices”) are owned by IDX (either owned by IDX itself or jointly owned by IDX and other parties). Trademarks and anyother intellectual property rights of the IDX Indices are registered or at least have been applied for their registration at the Directorate General of Intellectual Properties, Ministry of Law and Human Rights of the Republic ofIndonesia, and protected under the Intellectual Property Law of the Republic of Indonesia. Any unauthorized use of IDX Indices is strictly prohibited. The use and distribution of IDX Indices trademarks, information and data forincome-generating activities, require a proper license or prior written consent from IDX. IDX reserves the right to make any changes in IDX Indices without prior notice, including but not limited to the calculation method thereof,and the right to suspend the publication thereof. All information provided regarding IDX Indices is for informational purposes only. IDX gives no warranty regarding the accuracy, completeness, timeliness, originality, availability,non-infringement, and other characteristics of the IDX Indices information and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or impliedwarranties of the fitness of IDX Indices for a particular purpose or use, or as to the results to be attained by user from the use of IDX Indices. The use of IDX Indices is at user’s own responsibility. IDX is not responsible or cannotbe held accountable or has any payment obligations or anything against any losses, errors or damages arising from the use of any information or data contained herein.
-50%
0%
50%
100%
150%
200%
250%
300%
2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019
IHSG LQ45 Trade
IHSG6299.539(148.57%)
Trade769.832
(179.17%)
LQ451014.473(103.59%)
Trade, Services & Investment
100.0%
𝐼𝑛𝑑𝑒𝑥 =σ𝑖=1𝑛 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝𝑖
𝐵𝑎𝑠𝑒 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝x 100
INDONESIA STOCK EXCHANGE
GENERAL INFORMATION HISTORICAL PERFORMANCE
Index Name : Return Dec 30, 2009 - Dec 30, 2019
IDX JATS Code : MANUFACTUR
Description :
Launch Date :
Base Date :
Base Value :
Methodology :
CONSTITUENT SELECTIONUniverse INDEX PERFORMANCE RISK
Eligibility
Selection
FUNDAMENTAL
Since Base Date (Ann.)
INDEX CHARACTERISTICS SECTOR WEIGHTS
INDEX MAINTENANCEListing Number of Constituents
Constituent In/Out Avg. (10Y)
Market Cap Total (in tr. IDR)
Largest
Smallest
Delisting Average
Median
Index MC / IDX MC (%)
Exception
TOP 10 CONSTITUENTSMarket Cap Index
Code Company Name (in trill. IDR) Weight Sector
UNVR Unilever Indonesia Tbk. Consumer Goods Industry
ASII Astra International Tbk. Miscellaneous Industry
HMSP H.M. Sampoerna Tbk. Consumer Goods Industry
TPIA Chandra Asri Petrochemical Tbk. Basic Industry & Chemicals
BRPT Barito Pacific Tbk. Basic Industry & Chemicals
ICBP Indofood CBP Sukses Makmur Tbk. Consumer Goods Industry
CPIN Charoen Pokphand Indonesia Tbk. Basic Industry & Chemicals
GGRM Gudang Garam Tbk. Consumer Goods Industry
KLBF Kalbe Farma Tbk. Consumer Goods Industry
SMGR Semen Indonesia (Persero) Tbk. Basic Industry & Chemicals
Total (Top 10 Constituents)
Data prior to the launch date is back-tested data.
Data as of: Dec 30, 2019
Contact Information Disclaimer
Product Development I Unit
Business Development Division
Indonesia Stock Exchange
T: (021) 515-0515
26.29
1.96
P/E (Weight Avg.)
P/BV (Weight Avg.)
December 28, 1995
-1.0% -3.3%
2012 15.7% 12.9% 9.1%
Year
Manufact
ur IHSG
176.13%
2016
9.41%
2015
6.73%
-13.7%
-2.44%
-9.72%
-12.1% -11.9%
15.3% 11.7%
3Y Std Dev (Ann.)
5Y Std Dev (Ann.)
20.0%
-2.5%
1.11
1.14
3.3%3.2%
LQ45
1,650.22 71.21%
75.94 3.28%
71.18 3.07%
106.59 4.60%
101.98 4.40%
130.03 5.61%
185.02 7.98%
320.46
280.35
3Y
5Y
10Y
1.81%
2019
18.8%
19.8%
-1.3%
-9.7%
22.0%
-9.0%
1.7%
2017
16.0% 22.3% 26.4%
2013 0.2%
10.54%
12.10%
13.83%
134.41
INDEX FACT SHEET
11.82%
2018
YoY Returns
December 2019
3.8%
3Y Beta
5Y Beta
5.80%
2,317.36
<0.01
244.27
320.46
12.59
184
1.08
1.04
31.90%
2014
10.69%
2.19%
1360.81%
Returns
6M
1Y
IDX Manufacturing Sector Index
An index that measures the performance of all stocks in
three sectors: (1) Basic Industry and Chemicals, (2)
Miscellaneous Industry, and (3) Consumer Goods
Industry, based on the Jakarta Stock Industrial
Classification (JASICA).
100
Market Capitalization Weighted
Constituents of IDX Composite.
Every stock that classified in one of the following 3
sectors: (1) Basic Industry and Chemicals, (2)
Miscellaneous Industry, and (2) Consumer Goods
Industry is included in IDX Manufacturing Sector Index.
Listed companies that posses revenue generated
mostly (largest portion) from: (1) Basic Industry and
Chemicals, (2) Miscellaneous Industry, or (3) Consumer
Goods Industry business/products are selected to be in
JASICA's Manufacturing sector classification.
A new listed stock that classified on JASICA's (1) Basic
Industry and Chemicals, (2) Miscellaneous Industry, or
(3) Consumer Goods Industry Sector will be included in
the index since the listing date.
A delisted stock that member of the JASICA's (1) Basic
Industry and Chemicals, (2) Miscellaneous Industry, or
(3) Consumer Goods Industry Sector will be excluded
from the index since the effective date of delisting.
In the case that the important market information of a
particular stock could affect significantly to the index,
the IDX may consider to exclude some or all of the
shares of a particular stock from any IDX Sector index.
IDX MANUFACTURING SECTOR INDEX
Since Base Date
3Y (Ann.)
5Y (Ann.)
10Y (Ann.)
January 2, 1996
All Indices compiled, calculated and maintained by Indonesia Stock Exchange (“IDX”) (collectively called “IDX Indices”) are owned by IDX (either owned by IDX itself or jointly owned by IDX and other parties). Trademarks and anyother intellectual property rights of the IDX Indices are registered or at least have been applied for their registration at the Directorate General of Intellectual Properties, Ministry of Law and Human Rights of the Republic ofIndonesia, and protected under the Intellectual Property Law of the Republic of Indonesia. Any unauthorized use of IDX Indices is strictly prohibited. The use and distribution of IDX Indices trademarks, information and data forincome-generating activities, require a proper license or prior written consent from IDX. IDX reserves the right to make any changes in IDX Indices without prior notice, including but not limited to the calculation method thereof,and the right to suspend the publication thereof. All information provided regarding IDX Indices is for informational purposes only. IDX gives no warranty regarding the accuracy, completeness, timeliness, originality, availability,non-infringement, and other characteristics of the IDX Indices information and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or impliedwarranties of the fitness of IDX Indices for a particular purpose or use, or as to the results to be attained by user from the use of IDX Indices. The use of IDX Indices is at user’s own responsibility. IDX is not responsible or cannotbe held accountable or has any payment obligations or anything against any losses, errors or damages arising from the use of any information or data contained herein.
-50%
0%
50%
100%
150%
200%
250%
2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019
IHSG LQ45 Manufactur
IHSG6299.539(148.57%)
Manufactur1460.809(176.13%)
LQ451014.473(103.59%)
Consumer Goods Industry50.5%
Basic Industry & Chemicals
33.4%
Miscellaneous Industry16.0%
𝐼𝑛𝑑𝑒𝑥 =σ𝑖=1𝑛 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝𝑖
𝐵𝑎𝑠𝑒 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝x 100
Informasi lebih Lanjut
Berikut beberapa informasi lebih lanjut terkait indeks di BEI:
• Konstituen masing masing indeks BEI Konstituen masing-masing indeks yang disediakan oleh BEI dapat diunduh pada tautan berikut: https://www.idx.co.id/data-pasar/data-saham/indeks-saham/
• Pertanyaan/masukan/rencana pembuatan produk berbasis indeks yang diterbitkan BEI Rencana pembuatan produk berbasis indeks dapat disampaikan melalui email pada [email protected] • Informasi perubahan dan unduh dokumen ini Buku “IDX Stock Index Handbook” versi yang lebih baru (jika ada) maupun yang sama dengan dokumen ini dapat diunduh pada tautan berikut: https://www.idx.co.id/produk/indeks/
50 IDX Stock Index Handbook v1.0
© 2020 Indonesia Stock Exchange
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