DESEMBER - idx.co.id5 1 2 3 Do-it-yourself Investor dapat membeli saham-saham sesuai saham dalam indeks yang dipilih. Sebagai contoh jika memilih indeks Syariah JII yang terdiri dari

DESEMBER

2019

IDX Stock IndexHandbook v1.0

Pengantar

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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


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:


Manfaat IndeksI.

1

2

3

4

5

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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1

2

3

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


ETF Indeks menggunakan Indeks BEI sebagai acuan

6

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.


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.


7

C. Indeks Thematic

Indeks yang menghitung kinerja pergerakan harga saham-saham dengan tema tertentu seperti keagamaan, ESG, dan lainnya.


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.


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.


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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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.


KodeBloomberg



PeluncuranJumlah


Berbasis Indeks


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).


KodeBloomberg



PeluncuranJumlah


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


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

mailto:[email protected]



Index Name : IDX80 Return Jan 31, 2012 - Dec 30, 2019

IDX JATS Code : IDX80

Description :

Launch Date :

Base Date :

Base Value :

Methodology :


CONSTITUENT SELECTIONUniverse

Selection Criteria

FUNDAMENTAL


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


TOP 10 CONSTITUENTSMarket Cap* Index









CPIN Charoen Pokphand Indonesia Tbk. Basic Industry & Chemicals


SMGR Semen Indonesia (Persero) Tbk. Basic Industry & Chemicals



*Adjusted Market Capitalization






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


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.


-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%


14.1%


13.5%

Consumer Goods Industry12.0% Miscellaneous

Industry8.6%

Trade, Services & Investment

7.2%


5.0%


0.8%

𝐼𝑛𝑑𝑒𝑥 =σ𝑖=1𝑛 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝𝑖 × 𝐹𝑟𝑒𝑒 𝐹𝑙𝑜𝑎𝑡 𝑅𝑎𝑡𝑖𝑜𝑖





Index Name : LQ45 Return Dec 30, 2009 - Dec 30, 2019

IDX JATS Code : LQ45

Description :

Launch Date :

Base Date :

Base Value :

Methodology :



Selection Criteria

FUNDAMENTAL






Largest


Average

Median

Announcement






















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




February 1, 1997


Weighted



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:



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


and others.


Minor Review: April and October.




2.


-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%


14.3%


13.0%



7.9%


4.3%

Mining3.7%


3.0%






Index Name : IDX30 Return Dec 30, 2009 - Dec 30, 2019

IDX JATS Code : IDX30

Description :

Launch Date :

Base Date :

Base Value :

Methodology :



Selection Criteria

FUNDAMENTAL


INDEX MAINTENANCE INDEX CHARACTERISTICS SECTOR WEIGHTSPeriodic Review Schedules



Effective Date Market Cap Total* (in tr. IDR)

Largest

Smallest

Announcement Average

Median






















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




April 23, 2012


Weighted



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:



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


and others.


2. Minor Review: April and October.





-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%


15.3%



11.4%


8.8%

Mining3.2%


3.1%


0.8%






Index Name : IDX Value30 Return Jan 30, 2014 - Dec 30, 2019

IDX JATS Code : IDXV30

Description :

Launch Date :

Base Date :

Base Value :

Methodology :



Eligibility

Selection FUNDAMENTAL

INDEX MAINTENANCE Since Base Date (Ann.)

Periodic Review Schedules

INDEX CHARACTERISTICS SECTOR WEIGHTSEffective Date



Announcement Market Cap Total* (in tr. IDR)

Largest

Smallest

Average

Median





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









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


30 stocks that have relatively low price valuations with

high trading liquidity and good fundamentals.

August 12, 2019


Weighted



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



Third trading day of the month after reviewing month



9.64

1.18

P/E (Weight Avg.)

P/BV (Weight Avg.)


-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%


15.1%

Consumer Goods Industry…


8.9%


8.7%


8.5%Miscellaneous Industry

0.8%






Index Name : IDX Growth30 Return Jan 30, 2014 - Dec 30, 2019

IDX JATS Code : IDXG30

Description :

Launch Date :

Base Date :

Base Value :

Methodology :



Eligibility

FUNDAMENTALSelection






Largest

Smallest


Median











INTP Indocement Tunggal Prakarsa Tbk. Basic Industry & Chemicals

ICBP Indofood CBP Sukses Makmur Tbk. Consumer Goods Industry










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


30 stocks that have a growth trend in stock prices

relative to net profit and revenue with high trading

liquidity and good fundamentals.


Weighted



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



Third trading day of the month after reviewing month




-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%


28.8%


18.4%

Consumer Goods Industry

7.1%


2.2%


2.0%


0.5%






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 :



Selection Criteria FUNDAMENTAL






Largest


Average

Median

Announcement






















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


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



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



(February & August).


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.


-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%


14.9%

Consumer Goods Industry10.8% Miscellaneous

Industry7.6%


6.3%

Mining5.1%


3.9%

𝐼𝑛𝑑𝑒𝑥 =σ𝑖=1𝑛 𝑀𝐶𝑖 × 𝐹𝐹 𝑅𝑎𝑡𝑖𝑜𝑖×𝐷𝑖𝑣𝑖𝑑𝑒𝑛𝑑 𝑌𝑖𝑒𝑙𝑑𝑖





Index Name : IDX BUMN20 Return Dec 30, 2009 - Dec 30, 2019

IDX JATS Code : IDXBUMN20

Description :

Launch Date :

Base Date :

Base Value :

Methodology :



Selection Criteria

FUNDAMENTAL


Market Capitalization.


INDEX MAINTENANCEPeriodic Review Schedules Number of Constituents



Effective Date Largest

Smallest

Average

Announcement Median










JSMR Jasa Marga (Persero) Tbk. Infras., Utilities & Transportation


BBTN Bank Tabungan Negara (Persero) Tbk. Finance

ANTM Aneka Tambang Tbk. Mining









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


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



than 15%.

Stocks of listed BUMNs (state-owned enterprises),

BUMDs (municipal-owned enterprises) and their

affiliates.



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.







-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%


24.9%Basic Industry &

Chemicals9.9%

Mining7.0%


6.7%







IDX JATS Code : ISSI

Description :

Launch Date :

Base Date :

Base Value :

Methodology :

CONSTITUENT SELECTIONEligibility INDEX PERFORMANCE RISK

INDEX MAINTENANCEPeriodic Review Schedules

FUNDAMENTALEffective Date


Announcement of Periodic Review


Listing Number of Constituents



Largest

Delisting Smallest

Average

Median

Exception Index MC / IDX MC (%)










POLL Pollux Properti Indonesia Tbk. Property, RE & Bld. Construction


KLBF Kalbe Farma Tbk. Consumer Goods Industry








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)


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


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.


(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.




shares of a particular stock from the ISSI.

23.42

2.18

P/E (Weight Avg.)

P/BV (Weight Avg.)


-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%)



18.5%


16.0%


14.0%


10.9%


9.2%

Mining8.2%

Agriculture1.9%

Finance1.0%







IDX JATS Code : JII70

Description :

Launch Date :

Base Date :

Base Value :

Methodology :



Selection Criteria

FUNDAMENTAL

INDEX MAINTENANCEPeriodic Review Schedules


Effective Date

INDEX CHARACTERISTICS SECTOR WEIGHTSAnnouncement




Largest

Smallest

Average

Median





















T: (021) 515-0515







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)


70 sharia stocks with relatively large market

capitalization and high liquidity.

May 17, 2018


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.


-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%)



20.2%


19.0%

Miscellaneous Industry10.5%


10.2%

Mining6.7%


6.5%

Agriculture1.4%

Finance1.3%







IDX JATS Code : JII

Description :

Launch Date :

Base Date :

Base Value :

Methodology :


Selection Criteria INDEX PERFORMANCE RISK

INDEX MAINTENANCEPeriodic Review Schedules FUNDAMENTAL

Effective Date


Announcement





Largest

Smallest

Average

Median





















T: (021) 515-0515






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)


30 sharia stocks with relatively large market

capitalization and high liquidity.

July 3, 2000


Constituents of JII70 index.


constituents by considering the market capitalization

and trading value in regular market over the past 12

months.



-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%)



22.3%



12.1%


6.8%

Mining6.5%


3.1%

Finance1.4%







IDX JATS Code : IDXSMC-COM

Description :

Launch Date :

Base Date :

Base Value :

Methodology :


INDEX PERFORMANCE RISKSelection Criteria

INDEX MAINTENANCEPeriodic Review Schedules FUNDAMENTAL

Effective Date


Announcement





Largest

Smallest

Average

Median





MAYA Bank Mayapada Internasional Tbk. Finance



MEGA Bank Mega Tbk. Finance

DNET Indoritel Makmur Internasional Tbk. Trade, Services & Investment


TOWR Sarana Menara Nusantara Tbk. Infras., Utilities & Transportation

MIKA Mitra Keluarga Karyasehat Tbk. Trade, Services & Investment









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


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


(February and August).


20.01

2.68

P/E (Weight Avg.)

P/BV (Weight Avg.)


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


-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%


16.5%

Infras., Utilities & Transportation13.9%

Mining10.8%


6.7%


6.1%

Agriculture3.3%


2.3%






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 :



Selection Criteria

FUNDAMENTAL

INDEX MAINTENANCEPeriodic Review Schedules Since Base Date (Ann.)

Effective Date


Announcement Number of Constituents



Largest

Smallest

Average

Median









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








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


stocks that have small and medium market capitalization

and selected through certain criteria including liquidity

and fundamentals .


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.





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


-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%


17.7%


13.2%Finance12.3%


10.7%

Agriculture3.9%


0.7%Miscellaneous

Industry0.5%







IDX JATS Code : KOMPAS100

Description :

Launch Date :

Base Date :

Base Value :

Methodology :

CONSTITUENT SELECTIONUniverse INDEX PERFORMANCE RISK

Selection Criteria

FUNDAMENTAL





Effective Date Market Cap Total (in tr. IDR)

Largest

Smallest


Median





















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


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


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:



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


and others.





18.73

2.40

P/E (Weight Avg.)

P/BV (Weight Avg.)


-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%



12.6%


11.4%


5.6%


5.1%


3.8%


0.9%







IDX JATS Code : BISNIS-27

Description :

Launch Date :

Base Date :

Base Value :

Methodology :

CONSTITUENT SELECTION INDEX PERFORMANCE RISKUniverse

Selection Criteria

FUNDAMENTAL




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 (%)












GGRM Gudang Garam Tbk. Consumer Goods Industry








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


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



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.


(May and November).



-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%




Chemicals8.0%


7.0%


3.6%

Mining2.0%Property, RE & Bld.

Construction0.7%







IDX JATS Code : MNC36

Description :

Launch Date :

Base Date :

Base Value :

Methodology :


Selection Criteria

FUNDAMENTAL


Corporate Actions

INDEX MAINTENANCEPeriodic Review Schedules INDEX CHARACTERISTICS SECTOR WEIGHTS

Effective Date Number of Constituents



Announcement Largest

Smallest

Average

Median





















T: (021) 515-0515

MNC36

Since Base Date

3Y (Ann.)

5Y (Ann.)

10Y (Ann.) 13.28%

5.70%

252.84%

Returns

6M

1Y

MNC36


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



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);



(May and November).





-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%




Chemicals8.9%


6.4%

Mining3.1%


2.9%Trade, Services &

Investment1.3%







IDX JATS Code : INVESTOR33

Description :

Launch Date :

Base Date :

Base Value :

Methodology :



Selection Criteria

FUNDAMENTAL






Largest

Smallest

Corporate Actions Average

INDEX MAINTENANCE Median



Effective Date

Announcement TOP 10 CONSTITUENTSMarket Cap Index



















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.


h. The stock free float is not less than 20%;





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


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


c.

Investor Magazine version of IDX's 100 best listed

companies issued by Investor Magazine.


-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%




7.7%


4.9%


3.3%


2.5%

Mining1.1%

Agriculture0.7%







IDX JATS Code : INFOBANK15

Description :

Launch Date :

Base Date :

Base Value :

Methodology :


Selection Criteria

FUNDAMENTAL


Corporate Actions INDEX CHARACTERISTICS SECTOR WEIGHTS



Effective Date Market Cap Total (in tr. IDR)

Largest

Smallest


Median









BDMN Bank Danamon Indonesia Tbk. Finance

BNLI Bank Permata Tbk. Finance


PNBN Bank Pan Indonesia Tbk. Finance

BNGA Bank CIMB Niaga Tbk. Finance








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


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


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.



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.


(January and July).


-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%







IDX JATS Code : SMINFRA18

Description :

Launch Date :

Base Date :

Base Value :

Methodology :



FUNDAMENTAL






Selection Criteria Largest

Smallest

Average

Median


Corporate Actions

INDEX MAINTENANCE TOP 10 CONSTITUENTSPeriodic Review Schedules Market Cap* Index



Effective Date UNTR United Tractors Tbk. Trade, Services & Investment



Announcement BBRI Bank Rakyat Indonesia (Persero) Tbk. Finance














T: (021) 515-0515

SMINFRA18

Since Base Date

3Y (Ann.)

5Y (Ann.)

10Y (Ann.) 3.20%

-1.74%

223.68%

Returns

6M

1Y

SMinfra18


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


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.)



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.






-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%)


43.2%


19.1%

Finance16.6%


12.8%


6.4%

Mining2.0%







IDX JATS Code : SRI-KEHATI

Description :

Launch Date :

Base Date :

Base Value :

Methodology :



Selection Criteria

FUNDAMENTAL






Largest

Smallest

Average

Median





INDEX MAINTENANCE BBRI Bank Rakyat Indonesia (Persero) Tbk. Finance

Periodic Review Schedules TLKM Telekomunikasi Indonesia (Persero) Tbk. Infras., Utilities & Transportation


Effective Date UNVR Unilever Indonesia Tbk. Consumer Goods Industry



Announcement UNTR United Tractors Tbk. Trade, Services & Investment










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


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



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,


d. Business Manners,

e. Human Resources,

f. Human Rights.



(May and November).


-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%




8.2%


2.7%


2.4%


2.1%

Agriculture0.8%

Mining0.2%







IDX JATS Code : PEFINDO25

Description :

Launch Date :

Base Date :

Base Value :

Methodology :



FUNDAMENTAL

Selection Criteria Since Base Date (Ann.)





Largest

Smallest

Corporate Actions Average

INDEX MAINTENANCE Median



Effective Date

Announcement TOP 10 CONSTITUENTSMarket Cap Index



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








T: (021) 515-0515

PEFINDO25

Since Base Date

3Y (Ann.)

5Y (Ann.)

10Y (Ann.) 4.69%

-4.87%

228.48%

Returns

6M

1Y

PEFINDO25


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


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.





b. Legal Aspects

1) Number of trading days;

2) Daily trading volume;

3) Daily trading value;

4) Daily trading frequency;


-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%)


72.3%


7.3% Property, RE & Bld. Construction

6.9%


6.2%


3.6%


2.5%Mining1.3%







IDX JATS Code : I-GRADE

Description :

Launch Date :

Base Date :

Base Value :

Methodology :



Selection Criteria FUNDAMENTAL






Largest

Smallest


Median













MYOR Mayora Indah Tbk. Consumer Goods Industry









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


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


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.)



than 20%.

-1.0% -3.3%

2012 0.0% 0.0% 0.0%

Year i-GRADE IHSG


(January, April, July, and October).


Legal Aspect;

c. Market Capitalization;

d. Liquidity.

1. Major Review: June and December.

2. Minor Review: March and September.


-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%


17.6%


9.2%


4.4%


2.6%

Mining1.5%


1.4%







IDX JATS Code : MBX

Description :

Launch Date :

Base Date :

Base Value :

Methodology :




Delisting FUNDAMENTAL


Exception





Largest

Smallest

Average

Median





















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


all stocks listed in the Main Board of Indonesia Stock

Exchange.

April 8, 2002


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%




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%


-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%



10.9%


8.8%Trade, Services &

Investment7.3%


5.8%


5.4%


1.2%







IDX JATS Code : DBX

Description :

Launch Date :

Base Date :

Base Value :

Methodology :




Delisting FUNDAMENTAL


Exception





Largest

Smallest

Average

Median






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








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


all stocks listed in the Development Board of Indonesia

Stock Exchange.

April 8, 2002


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%




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%


-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%


24.4%


11.5%


11.2%

Finance11.1%

Mining8.9%


3.0%


2.8%

Agriculture1.7%







IDX JATS Code : AGRI

Description :

Launch Date :

Base Date :

Base Value :

Methodology :


Eligibility INDEX PERFORMANCE RISK

Selection

FUNDAMENTAL


Listing


Delisting Number of Constituents



Largest

Exception Smallest

Average

Median




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








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



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.




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%


-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%







IDX JATS Code : MINING

Description :

Launch Date :

Base Date :

Base Value :

Methodology :



Selection

FUNDAMENTAL


Listing





Largest

Exception Smallest

Average

Median




BYAN Bayan Resources Tbk. Mining


INCO Vale Indonesia 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








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


the Mining Sector based on the Jakarta Stock Industrial

Classification (JASICA).

January 2, 1996



Every stock that classified in the Mining Sector based on

Jakarta Stock Industrial Classification (JASICA) is

included in IDX Mining Sector Index.


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.





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%


-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%







IDX JATS Code : BASIC-IND

Description :

Launch Date :

Base Date :

Base Value :

Methodology :


INDEX PERFORMANCE RISKEligibility

Selection

FUNDAMENTAL


INDEX MAINTENANCE INDEX CHARACTERISTICS SECTOR WEIGHTSListing




Delisting Largest

Smallest

Average

Median

Exception










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








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



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.


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


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


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.





50.05

1.88

P/E (Weight Avg.)

P/BV (Weight Avg.)

42.13 5.44%

71.18 9.18%

185.02

134.41


-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%)


100.0%







IDX JATS Code : MISC-IND

Description :

Launch Date :

Base Date :

Base Value :

Methodology :



Selection

FUNDAMENTAL


INDEX MAINTENANCEListing INDEX CHARACTERISTICS SECTOR WEIGHTS



Delisting Market Cap Total (in tr. IDR)

Largest

Smallest

Average

Exception Median





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








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



Every stock that classified in the Miscellaneous Industry

Sector based on Jakarta Stock Industrial Classification

(JASICA) is included in IDX Miscellaneous Industry

Sector Index.


mostly (largest portion) from Miscellaneous Industry


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


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


Miscellaneous Industry Sector will be included in the



Miscellaneous Industry Sector will be excluded from the






13.86

1.34

P/E (Weight Avg.)

P/BV (Weight Avg.)

5.32 1.43%

7.77 2.09%

280.35

8.58


-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%)








IDX JATS Code : CONSUMER

Description :

Launch Date :

Base Date :

Base Value :

Methodology :



Selection

FUNDAMENTAL


INDEX MAINTENANCEListing INDEX CHARACTERISTICS SECTOR WEIGHTS



Delisting Market Cap Total (in tr. IDR)

Largest

Smallest

Average

Exception Median










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








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



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.


mostly (largest portion) from Consumer Goods Industry


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


the Consumer Goods Industry Sector based on the


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.





25.52

2.64

P/E (Weight Avg.)

P/BV (Weight Avg.)

69.58 5.94%

101.98 8.71%

320.46

244.27


-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%)








IDX JATS Code : PROPERTY

Description :

Launch Date :

Base Date :

Base Value :

Methodology :


Eligibility

FUNDAMENTALSelection




INDEX MAINTENANCE Constituent In/Out Avg. (10Y)

Listing Market Cap Total (in tr. IDR)

Largest

Smallest

Average

Delisting Median


Exception




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








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.





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


the Property, Real Estate, and building Construction

Sector based on the Jakarta Stock Industrial


December 28, 1995

100



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.


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.


-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%)


100.0%







IDX JATS Code : INFRASTRUC

Description :

Launch Date :

Base Date :

Base Value :

Methodology :



Selection

FUNDAMENTAL



INDEX MAINTENANCEListing Number of Constituents



Largest

Delisting Smallest

Average

Median


Exception








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








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



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.


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


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


Infrastructure, Utilities, and Transportation Sector will be

included in the index since the listing date.


Infrastructure, Utilities, and Transportation Sector will be

excluded from the index since the effective date of

delisting.





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%


-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%)


100.0%







IDX JATS Code : FINANCE

Description :

Launch Date :

Base Date :

Base Value :

Methodology :



Selection

FUNDAMENTAL


Listing





Largest

Exception Smallest

Average

Median








SMMA Sinar Mas Multiartha Tbk. Finance

MAYA Bank Mayapada Internasional Tbk. Finance


BDMN Bank Danamon Indonesia Tbk. Finance

BNLI Bank Permata Tbk. Finance









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


the Finance Sector based on the Jakarta Stock Industrial


January 2, 1996



Every stock that classified in the Finance Sector based

on Jakarta Stock Industrial Classification (JASICA) is

included in IDX Finance Sector Index.


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.





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%


-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%







IDX JATS Code : TRADE

Description :

Launch Date :

Base Date :

Base Value :

Methodology :



Selection

FUNDAMENTAL


INDEX MAINTENANCE INDEX CHARACTERISTICS SECTOR WEIGHTSListing




Delisting Largest

Smallest

Average

Median

Exception







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








T: (021) 515-0515

15.55

2.62

P/E (Weight Avg.)

P/BV (Weight Avg.)


the Trade, Service, and Investment Sector based on the


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



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.


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


A delisted stock that member of the JASICA's Trade,

Service, and Investment Sector will be excluded from the






IDX TRADE, SERVICE, AND INVESTMENT SECTOR INDEX

Since Base Date

3Y (Ann.)

5Y (Ann.)

10Y (Ann.)

January 2, 1996

December 28, 1995


-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%)


100.0%







IDX JATS Code : MANUFACTUR

Description :

Launch Date :

Base Date :

Base Value :

Methodology :

CONSTITUENT SELECTIONUniverse INDEX PERFORMANCE RISK

Eligibility

Selection

FUNDAMENTAL



INDEX MAINTENANCEListing Number of Constituents



Largest

Smallest

Delisting Average

Median


Exception




















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


three sectors: (1) Basic Industry and Chemicals, (2)

Miscellaneous Industry, and (3) Consumer Goods

Industry, based on the Jakarta Stock Industrial


100



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.


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.





IDX MANUFACTURING SECTOR INDEX

Since Base Date

3Y (Ann.)

5Y (Ann.)

10Y (Ann.)

January 2, 1996


-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%)



33.4%





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/


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Documents

DESEMBER - idx.co.id5 1 2 3 Do-it-yourself Investor dapat membeli saham-saham sesuai saham dalam indeks yang dipilih. Sebagai contoh jika memilih indeks Syariah JII yang terdiri dari