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FTSE Bursa Malaysia KLCI Factsheet

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FTSE Bursa Malaysia KLCI Factsheet FTSE Russell Factsheet FTSE Bursa Malaysia KLCI Data as at: 31 August 2021 bmkTitle1 Malaysia’s headline index, the Kuala Lumpur Composite Index (KLCI) is now enhanced and FEATURES known as FTSE Bursa Malaysia KLCI. Part of the FTSE Bursa Malaysia Index Series, the 30 stocks tradable index is representative, liquid and transparent providing domestic and international Coverage investors with an enhanced index to access the Malaysian market. The FTSE Bursa Malaysia KLCI represents 5-Year Performance - Capital Return the top 30 companies by market (MYR) capitalization on the Bursa Malaysia Main 115 Market that pass the relevant investability 110 screens. It is the headline index of the FTSE 105 Bursa Malaysia Index Series. 100 95 Objective 90 85 The index is designed for use in the creation 80 of index tracking funds, derivatives and as a 75 performance benchmark. Aug-2016 Aug-2017 Aug-2018 Aug-2019 Aug-2020 Aug-2021 Data as at month end Investability Stocks are selected and weighted to ensure FTSE Bursa Malaysia KLCI FTSE Bursa Malaysia EMAS that the index is investable. Liquidity Performance and Volatility - Capital Return Stocks are screened to ensure that the index Index (MYR) Return % Return pa %* Volatility %** is tradable. 3M 6M YTD 12M 3YR 5YR 3YR 5YR 1YR 3YR 5YR Transparency FTSE Bursa Malaysia KLCI 1.1 1.5 -1.6 5.0 -12.0 -4.6 -4.2 -0.9 12.9 15.1 11.0 FTSE Bursa Malaysia EMAS 1.1 0.1 -1.1 4.9 -8.6 -1.3 -2.9 -0.3 11.8 15.8 12.0 Index rules are freely available on the FTSE website. * Compound annual returns measured over 3 and 5 years respectively ** Volatility – 1YR based on 12 months daily data. 3YR based on weekly data (Wednesday to Wednesday). 5YR based on monthly data Availability Year-on-Year Performance - Capital Return The index is calculated based on price and Index % (MYR) 2011 2012 2013 2014 2015 2016 2017 2018 2019 2020 total return methodologies, both real time FTSE Bursa Malaysia KLCI 0.8 10.3 10.5 -5.7 -3.9 -3.0 9.4 -5.9 -6.0 2.4 and end-of-day. FTSE Bursa Malaysia EMAS 1.1 9.0 12.4 -6.1 -2.3 -2.8 12.9 -10.9 -1.8 3.9 Industry Classification Benchmark Index constituents are categorised in Return/Risk Ratio and Drawdown - Capital Return accordance with the Industry Classification Index (MYR) Return/Risk Ratio Drawdown (%) Benchmark (ICB), the global standard for 1YR 3YR 5YR 10YR 1YR 3YR 5YR 10YR industry sector analysis. FTSE Bursa Malaysia KLCI 0.4 -0.3 -0.1 0.1 -11.6 -33.0 -35.6 -35.6 FTSE Bursa Malaysia EMAS 0.4 -0.2 0.0 0.2 -9.5 -35.1 -38.6 -38.6 Return/Risk Ratio – based on compound annual returns and volatility in Performance and Volatility table Drawdown - based on daily data Source: FTSE Russell as at 31 August 2021. Past performance is no guarantee of future results. 1 of 3 Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information. FTSE Bursa Malaysia KLCI Data as at: 31 August 2021 Top 10 Constituents INFORMATION Constituent ICB Sector Net MCap (MYRm) Wgt % Index Universe Public Bank BHD Banks 64,633 12.74 Bursa Malaysia Main Market Malayan Banking Banks 50,327 9.92 Tenaga Nasional Electricity 40,891 8.06 Index Launch CIMB Group Holdings Banks 34,252 6.75 Original launch date: 4 April 1986 PETRONAS Chemicals Group Bhd Chemicals 23,439 4.62 Transition to FTSE: 6 July 2009 Top Glove Corp Medical Equipment and Services 21,116 4.16 Base Date Press Metal Aluminium Holdings Industrial Metals and Mining 20,497 4.04 1 January 1977 Axiata Group Bhd Telecommunications Service Providers 19,154 3.78 IHH Healthcare Health Care Providers 19,004 3.75 Base Value Digi.com Telecommunications Service Providers 16,089 3.17 100 Totals 309,404 61.00 Investability Screen Free-float adjusted and liquidity screened ICB Supersector Breakdown FTSE Bursa Malaysia KLCI FTSE Bursa Malaysia EMAS Index Calculation ICB Code ICB Supersector No. of Net MCap (MYRm) Wgt % No. of Net MCap (MYRm) Wgt % Real-time and end-of-day indices available Cons Cons End-of-Day Distribution 1010 Technology - - - 24 29,292 3.97 1510 Telecommunications 4 60,112 11.85 6 64,715 8.77 Via FTP and email 2010 Health Care 3 51,217 10.10 13 64,951 8.80 Currency 3010 Banks 6 174,666 34.44 9 185,234 25.09 MYR, EUR, GBP, USD and JPY 3020 Financial Services - - - 6 6,775 0.92 Review Dates 3030 Insurance - - - 4 2,665 0.36 Semi-annually in June and December 3510 Real Estate - - - 29 22,019 2.98 4010 Automobiles and Parts - - - 3 4,232 0.57 Historical Data 4020 Consumer Products and Services - - - 12 3,924 0.53 Available from January 1995 4030 Media - - - 4 2,370 0.32 4040 Retailers 1 3,562 0.70 10 7,105 0.96 4050 Travel and Leisure 2 19,848 3.91 9 25,887 3.51 4510 Food Beverage and Tobacco 5 58,015 11.44 37 88,190 11.95 Personal Care Drug and Grocery 4520 - - - 4 1,316 0.18 Stores 5010 Construction and Materials - - - 41 21,499 2.91 5020 Industrial Goods and Services 3 26,260 5.18 54 68,940 9.34 5510 Basic Resources 1 20,497 4.04 17 25,591 3.47 5520 Chemicals 1 23,439 4.62 6 24,959 3.38 6010 Energy 2 19,139 3.77 17 26,108 3.54 6510 Utilities 2 50,472 9.95 11 62,475 8.46 Totals 30 507,228 100.00 316 738,248 100.00 Index Characteristics Attributes FTSE Bursa Malaysia KLCI FTSE Bursa Malaysia EMAS Number of constituents 30 316 Net MCap (MYRm) 507,228 738,248 Constituent Sizes (Net MCap MYRm) Average 16,908 2,336 Largest 64,633 64,633 Smallest 3,562 36 Median 12,410 327 Weight of Largest Constituent (%) 12.74 8.75 Top 10 Holdings (% Index MCap) 61 41.91 31 August 2021 Source: FTSE Russell as at 31 August 2021. Past performance is no guarantee of future results. 2 of 3 Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information. FTSE Bursa Malaysia KLCI Data as at: 31 August 2021 bmkImage2 bmkImage3 © 2020 London Stock Exchange Group plc and its applicable group undertakings (the “LSE Group”). The LSE Group includes (1) FTSE International Limited (“FTSE”), (2) Frank Russell Company (“Russell”), (3) FTSE Global Debt Capital Markets Inc. and FTSE Global Debt Capital Markets Limited (together, “FTSE Canada”), (4) MTSNext Limited (“MTSNext”), (5) Mergent, Inc. (“Mergent”), (6) FTSE Fixed Income LLC (“FTSE FI”), (7) The Yield Book Inc (“YB”) and (8) Beyond Ratings S.A.S. (“BR”). All rights reserved. FTSE Russell® is a trading name of FTSE, Russell, FTSE Canada, MTSNext, Mergent, FTSE FI, YB and BR. “FTSE®”, “Russell®”, “FTSE Russell®”, “MTS®”, “FTSE4Good®”, “ICB®”, “Mergent®”, “The Yield Book®”, “Beyond Ratings®” and all other trademarks and service marks used herein (whether registered or unregistered) are trademarks and/or service marks owned or licensed by the applicable member of the LSE Group or their respective licensors and are owned, or used under licence, by FTSE, Russell, MTSNext, FTSE Canada, Mergent, FTSE FI, YB or BR. FTSE International Limited is authorised and regulated by the Financial Conduct Authority as a benchmark administrator. Bursa Malaysia is a trade mark of Bursa Malaysia (“Partner”). All rights in and to the FTSE Bursa Malaysia KLCI (“Index”) vest in FTSE Russell® and/or its relevant Partner(s). All information is provided for information purposes only. All information and data contained in this publication is obtained by the LSE Group, from sources Data definitions available from believed by it to be accurate and reliable. Because of the possibility of human and mechanical error as well as other factors, however, such information and data is provided "as is" without warranty of any kind. No member of the LSE Group nor their respective directors, officers, employees, partners or licensors [email protected] make any claim, prediction, warranty or representation whatsoever, expressly or impliedly, either as to the accuracy, timeliness, completeness, merchantability of any information or of results to be obtained from the use of FTSE Russell products, including but not limited to indexes, data and To learn more, visit www.ftserussell.com; analytics, or the fitness or suitability of the FTSE Russell products for any particular purpose to which they might be put. Any representation of historical data accessible through FTSE Russell products is provided for information purposes only and is not a reliable indicator of future performance. email [email protected]; or call your regional Client Services Team office: No responsibility or liability can be accepted by any member of the LSE Group nor their respective directors, officers, employees, partners or licensors for (a) any loss or damage in whole or in part caused by, resulting from, or relating to any error (negligent or otherwise) or other circumstance involved in EMEA procuring, collecting, compiling, interpreting, analysing, editing, transcribing, transmitting, communicating or delivering any such information or data or from use of this document or links to this document or (b) any direct, indirect, special, consequential or incidental damages whatsoever, even if any member of +44 (0) 20 7866 1810 the LSE Group is advised in advance of the possibility of such damages, resulting from the use of, or inability to use, such information.
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