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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

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  • DESEMBER

    2019

    IDX Stock IndexHandbook v1.0

  • Pengantar

    1 IDX Stock Index Handbook v1.0

    Indeks saham merupakan hal yang sangat penting untuk mendukung perkembangan Pasar Modal Indonesia. Indeks saham dapat digunakan untuk menjadi tolak ukur kinerja Pasar Modal dan produk investasi. Selain itu indeks saham dapat dibuat menjadi dasar produk investasi baik reksa dana maupun Exchange Traded Fund (ETF).

    Perkembangan investasi pasif semakin meningkat secara global, berdasarkan data dari Investment Company Institute, investasi pasif (reksa dana indeks dan ETF) di Amerika Serikat meningkat sebesar AS$ 1,6 triliun atau 1,5 kali dari tahun 2009 ke tahun 2018 sedangkan investasi aktif (reksa dana non indeks) turun sebesar AS$ 1,4 triliun dari tahun 2009 ke tahun 2018. Di Indonesia sendiri penggunaan indeks BEI untuk dijadikan produk investasi meningkat secara signifikan, dari Rp. 1,49 triliun dana kelolaan pada akhir tahun 2014 menjadi sebesar Rp. 14,51 triliun pada akhir tahun 2019, atau meningkat sekitar 10 kali dalam 5 tahun terakhir.

    PT Bursa Efek Indonesia (BEI) secara aktif terus melakukan inovasi dalam pengembangan dan penyediaan indeks saham yang dapat digunakan oleh seluruh pelaku pasar modal baik bekerja sama dengan pihak lain maupun tidak. Pada akhir tahun 2019, BEI telah menyediakan 34 indeks yang dibagi menjadi 4 klasifikasi; 1) Headline (10 indeks), 2) Sector (12 indeks), 3) Thematic (6 Indeks), dan 4) Factor (6 indeks).

    Buku ini berisikan gambaran ringkas dan padat mengenai indeks – indeks yang disediakan oleh BEI. Dengan diterbitkannya buku ini, BEI berharap indeks-indeks yang disediakan oleh BEI dapat dimanfaatkan lebih maksimal oleh seluruh pelaku pasar dan dapat dijadikan alternatif produk investasi baik reksa dana maupun ETF.

    Inarno DjajadiDirektur Utama, Bursa Efek Indonesia

  • Daftar Isi

    2 IDX Stock Index Handbook v1.0

    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:

    3 IDX Stock Index Handbook v1.0

    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.

    IDX Stock Index Handbook v1.0

  • 5

    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 ProdukReksa Dana Indeks menggunakan Indeks BEI sebagai acuan

    21 Produk

    IDX Stock Index Handbook v1.0

    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.

    Sub klasifikasi sebagai berikut:

    1. Komposit (Composite)Merupakan sub klasifikasi yang berisikan Indeks Harga Saham Gabungan (IHSG) yang dapat digunakan untuk mengukur kinerja saham Pasar Modal Indonesia.

    2. Papan (Board)Merupakan sub klasifikasi indeks yang mengelompokkan indeks berdasarkan Papan Pencatatan yang ada di Bursa. Bursa sudah menyediakan 2 Indeks Papan yaitu Utama dan Pengembangan, dari 3 papan pencatatan yang ada di Bursa.

    3. LiquidityMerupakan sub klasifikasi indeks yang mengelompokkan indeks berdasarkan likuiditas transaksi yang tinggi dan kapitalisasi pasar besar serta didukung oleh fundamental perusahaan yang baik.

    4. Liquidity Co-brandingMerupakan sub klasifikasi indeks liquidity yang bekerja sama dengan pihak lain.

    IDX Stock Index Handbook v1.0

  • 7

    C. Indeks Thematic

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

    Sub klasifikasi sebagai berikut:

    1. ESG (Environment, Social, Governance)Merupakan sub klasifikasi indeks yang mengelompokkan indeks berdasarkan tema Lingkungan, Sosial, dan Tata Kelola (LST).

    2. Syariah (Sharia)Merupakan sub klasifikasi indeks yang mengelompokkan indeks berdasarkan tema Syariah.

    3. Lainnya (Others)Merupakan sub klasifikasi indeks lainnya dari indeks thematic.

    D. Indeks Factor

    Indeks yang menghitung kinerja pergerakan harga saham-saham dengan mempertimbangkan faktor-faktor yang mendukung keputusan investasi, seperti: ukuran, valuasi, momentum, volatilitas, fundamental, dan dividen.

    Sub klasifikasi sebagai berikut:

    Saat ini jumlah klasifikasi dan sub klasifikasi

    indeks BEI adalah

    4 Klasifikasi

    dan

    12 Sub klasifikasi

    Daftar selengkapnya

    ada pada bagian IV.

    1. Ukuran (Size)Merupakan sub klasifikasi indeks yang mengelompokkan indeks berdasarkan besaran ukuran tertentu dari Perusahaan Tercatat seperti kapitalisasi pasar, nilai aset, dan sebagainya.

    2. Growth/ValueMerupakan sub klasifikasi indeks yang mengelompokkan indeks berdasarkan valuasi relatif (growth/value).

    3. DividendMerupakan sub klasifikasi indeks yang mengelompokkan indeks berdasarkan dividen yang dibagikan.

    IDX Stock Index Handbook v1.0

  • Daftar Indeks BEI Berdasarkan Klasifikasi

    IDX Stock Ind

    ex Handbook v1.0

    8

    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 IDXKode

    BloombergSub Klasifikasi

    IndeksReturn *

    DeskripsiTanggal PeluncuranJumlah

    KonstituenRisk (3Y) * Jumlah Produk

    Berbasis Indeks

    Tabel 1 : Daftar dan Performa Ringkas Indeks BEI

    IDX Stock Ind

    ex Handbook v1.0

    9

  • * Data sebelum tanggal peluncuran merupakan back-tested data. Return hanya memperhitungkan capital gain tidak termasuk dividen yang dibagikan oleh Perusahaan Tercatat.

    IDX Stock Ind

    ex Handbook v1.0

    10

    1Y 3Y 5Y Beta St. Dev.15. BISNIS-27 BISNIS-27 BISNIS27 Others - Headline 27-Jan-09 27 0.3% 19.9% 21.5% 1.26 3.54% 2 Indeks yang mengukur kinerja harga dari 27 saham yang dipilih

    oleh Komite Indeks Bisnis Indonesia. Indeks BISNIS-27 diluncurkandan dikelola berkerja sama dengan perusahaan media PTJurnalindo Aksara Grafika (penerbit surat kabar harian BisnisIndonesia).

    16. MNC36 MNC36 MNC36 Others - Headline 28-Agu-13 36 0.1% 18.1% 24.6% 1.22 3.43% 1 Indeks yang mengukur kinerja harga dari 36 saham yang memilikikinerja positif yang dipilih berdasarkan kapitalisasi pasar, likuiditastransaksi, dan fundametal serta rasio keuangan. Indeks MNC36diluncurkan dan dikelola berkerja sama dengan perusahaanmedia Media Nusantara Citra (MNC) Group.

    17. Investor33 INVESTOR33 INVE33 Others - Headline 21-Mar-14 33 3.8% 27.1% 26.0% 1.23 3.51% - Indeks yang mengukur kinerja harga dari 33 saham yang dipilihdari 100 (seratus) Perusahaan Tercatat terbaik versi MajalahInvestor yang dipilih berdasarkan kapitalisasi pasar, likuiditastransaksi dan fundamental serta rasio keuangan. Indeks Investor33diluncurkan dan dikelola berkerja sama dengan perusahaanmedia PT Media Investor Indonesia (penerbit Majalah Investor).

    18. infobank15 INFOBANK15 INFOBANK Investable Sector 07-Nov-12 15 13.5% 68.4% 83.5% 1.23 3.94% - Indeks yang mengukur kinerja harga dari 15 saham perbankanyang memiliki faktor fundamental yang baik dan likuiditasperdagangan yang tinggi. Indeks infobank15 diluncurkan dandikelola berkerja sama dengan perusahaan media PT Info ArthaPratama (penerbit Majalah Infobank).

    19. SMinfra18 SMINFRA18 JAKINFRA Investable Sector 31-Jan-13 18 5.3% -5.1% -12.7% 1.37 4.26% 1 Indeks yang mengukur kinerja harga dari 18 saham yangkonstituennya dipilih dari sektorsektor infrastruktur, penunjanginfrastruktur, dan pembiayaan infrastruktur (dari sektor perbankan)yang dipilih berdasarkan kriteria tertentu. Indeks SMinfra18diluncurkan dan dikelola berkerja sama dengan PT Sarana MultiInfrastruktur (Persero) (SMI).

    20. SRI-KEHATI SRI-KEHATI SKEHATI ESG 08-Jun-09 25 5.8% 29.1% 33.7% 1.25 3.60% 9 Indeks yang mengukur kinerja harga saham dari 25 perusahaantercatat yang memiliki kinerja yang baik dalam mendorongusaha-usaha berkelanjutan, serta memiliki kesadaran terhadaplingkungan hidup, sosial, dan tata kelola perusahaan yang baikatau disebut Sustainable and Responsible Investment (SRI). IndeksSRI-KEHATI diluncurkan dan dikelola berkerja sama denganYayasan Keanekaragaman Hayati Indonesia (Yayasan KEHATI).

    21. PEFINDO25 PEFINDO25 PEFINDO Size 18-Mei-09 25 1.1% -13.9% -32.6% 0.66 3.30% - Indeks yang mengukur kinerja harga saham dari 25 perusahaantercatat kecil dan menengah yang memiliki kinerja keuanganyang baik dan likuiditas transaksi yang tinggi. Indeks PEFINDO25diluncurkan dan dikelola berkerja sama dengan perusahaanpemeringkat PT Pemeringkat Efek Indonesia (PEFINDO).

    22. PEFINDO i-Grade I-GRADE PEFINDIG Others - Thematic 21-Des-17 30 12.1% 27.6% 35.0% 1.27 3.77% 2 Indeks yang mengukur kinerja harga dari 30 saham perusahaantercatat yang memiliki peringkat investment grade dari PEFINDO(idAAA hingga idBBB-) yang berkapitalisasi pasar paling besar.Indeks PEFINDO i-Grade diluncurkan dan dikelola berkerja samadengan perusahaan pemeringkat PT Pemeringkat Efek Indonesia(PEFINDO).

    23. Indeks Papan Utama MBX MBX Board 08-Apr-02 334 1.3% 16.9% 16.7% 1.09 2.97% - Indeks yang mengukur kinerja harga seluruh saham tercatat diPapan Utama Bursa Efek Indonesia.

    24. Indeks Papan Pengembangan

    DBX DBX Board 08-Apr-02 337 4.8% 35.9% 55.3% 0.33 1.92% - Indeks yang mengukur kinerja harga seluruh saham tercatat diPapan Pengembangan Bursa Efek Indonesia.

    No. Nama Indeks Kode JATS IDXKode

    BloombergSub Klasifikasi

    IndeksReturn *

    DeskripsiTanggal PeluncuranJumlah

    KonstituenRisk (3Y) * Jumlah Produk

    Berbasis Indeks

  • * Data sebelum tanggal peluncuran merupakan back-tested data. Return hanya memperhitungkan capital gain tidak termasuk dividen yang dibagikan oleh Perusahaan Tercatat.

    1Y 3Y 5Y Beta St. Dev.25. Sektor Pertanian AGRI JAKAGRI Composite Sector 02-Jan-96 20 -2.6% -18.2% -35.2% 0.46 3.69% - Indeks yang mengukur kinerja harga seluruh saham di Papan

    Utama dan Papan Pengembangan yang terdapat di sektorPertanian, mengacu pada klasifikasi Jakarta Stock IndustrialClassification (JASICA).

    26. Sektor Pertambangan MINING JAKMINE Composite Sector 02-Jan-96 50 -12.8% 11.8% 13.1% 0.86 4.26% - Indeks yang mengukur kinerja harga seluruh saham di PapanUtama dan Papan Pengembangan yang terdapat di sektorPertambangan, mengacu pada klasifikasi Jakarta Stock IndustrialClassification (JASICA).

    27. Sektor Industri Dasar dan Kimia

    BASIC-IND JAKBIND Composite Sector 02-Jan-96 77 14.4% 81.7% 79.9% 1.16 4.42% - Indeks yang mengukur kinerja harga seluruh saham di PapanUtama dan Papan Pengembangan di sektor Industri Dasar danKimia, mengacu pada klasifikasi Jakarta Stock IndustrialClassification (JASICA).

    28. Sektor Aneka Industri MISC-IND JAKMIND Composite Sector 02-Jan-96 51 -12.2% -10.7% -6.4% 1.11 4.87% - Indeks yang mengukur kinerja harga seluruh saham di PapanUtama dan Papan Pengembangan yang terdapat di sektorAneka Industri, mengacu pada klasifikasi Jakarta Stock IndustrialClassification (JASICA).

    29. Sektor Industri Barang Konsumsi

    CONSUMER JAKCONS Composite Sector 02-Jan-96 56 -20.1% -11.7% -5.8% 1.07 3.82% - Indeks yang mengukur kinerja harga seluruh saham di PapanUtama dan Papan Pengembangan yang terdapat di sektorIndustri Barang Konsumsi, mengacu pada klasifikasi Jakarta StockIndustrial Classification (JASICA).

    30. Sektor Properti, Real Estat, dan Konstruksi Bangunan

    PROPERTY JAKPROP Composite Sector 02-Jan-96 83 12.5% -2.7% -4.0% 0.87 3.40% - Indeks yang mengukur kinerja harga seluruh saham di PapanUtama dan Papan Pengembangan yang terdapat di sektorProperti, Real Estat, dan Konstruksi Bangunan, mengacu padaklasifikasi Jakarta Stock Industrial Classification (JASICA).

    31. Sektor Infrastruktur, Utilitas, dan Transportasi

    INFRASTRUC JAKINFR Composite Sector 02-Jan-96 76 6.9% 7.8% -2.0% 1.11 4.03% - Indeks yang mengukur kinerja harga seluruh saham di PapanUtama dan Papan Pengembangan yang terdapat di sektorInfrastruktur, Utilitas, dan Transportasi, mengacu pada klasifikasiJakarta Stock Industrial Classification (JASICA).

    32. Sektor Keuangan FINANCE JAKFIN Composite Sector 02-Jan-96 90 15.2% 66.9% 85.2% 1.06 3.35% - Indeks yang mengukur kinerja harga seluruh saham di PapanUtama dan Papan Pengembangan yang terdapat di sektorKeuangan, mengacu pada klasifikasi Jakarta Stock IndustrialClassification (JASICA).

    33. Sektor Perdagangan, Jasa, dan Investasi

    TRADE JAKTRAD Composite Sector 02-Jan-96 168 -1.8% -10.6% -12.4% 0.59 2.44% - Indeks yang mengukur kinerja harga seluruh saham di PapanUtama dan Papan Pengembangan yang terdapat di sektorPerdagangan, Jasa, dan Investasi, mengacu pada klasifikasiJakarta Stock Industrial Classification (JASICA).

    34. Sektor Manufaktur MANUFACTUR JAKMANU Composite Sector 02-Jan-96 164 -9.7% 6.7% 9.4% 1.10 3.35% - Indeks yang mengukur kinerja harga seluruh saham di PapanUtama dan Papan Pengembangan yang terdapat di 3 sektoryaitu (1) Industri Dasar dan Kimia, (2) Aneka Industri, (3) IndustriBarang Konsumsi, mengacu pada klasifikasi Jakarta StockIndustrial Classification (JASICA).

    No. Nama Indeks Kode JATS IDXKode

    BloombergSub Klasifikasi

    IndeksReturn *

    DeskripsiTanggal PeluncuranJumlah

    KonstituenRisk (3Y) * Jumlah Produk

    Berbasis Indeks

    11ID

    X Stock Index Hand

    book v1.0

  • (Per 30 Desember 2019)

    Sumber data: BEI, OJK.

    ETF Indeks

    1. Reksa Dana Premier ETF LQ-45 ETF Indeks 18-Des-07 LQ45 R-LQ45X 1,709.11

    2. Reksa Dana Premier ETF IDX30 ETF Indeks 29-Okt-12 IDX30 XIIT 2,605.40

    3. Reksa Dana Syariah Premier ETF JII ETF Indeks 29-Apr-13 JII XIJI 15.51

    4. Reksa Dana Premier ETF Sminfra18 ETF Indeks 05-Mar-14 SMINFRA18 XISI 88.24

    5. Reksa Dana Premier ETF SRI-KEHATI ETF Indeks 25-Sep-14 SRI-KEHATI XISR 603.27

    6. Reksa Dana Indeks Batavia IDX30 ETF ETF Indeks 19-Feb-18 IDX30 XBID 84.07

    7. Reksa Dana Indeks Pinnacle IDX30 ETF ETF Indeks 30-Mei-18 IDX30 XPID 574.33

    8. Reksa Dana ETF MNC36 Likuid ETF Indeks 29-Agu-18 MNC36 XMTS 8.08

    9. Reksa Dana Indeks Simas ETF IDX30 ETF Indeks 12-Sep-18 IDX30 XSBC 316.28

    10. Reksa Dana Indeks Premier ETF IDX High Dividend 20 ETF Indeks 18-Des-18 IDXHIDIV20 XIHD 29.13

    11. Reksa Dana Indeks Premier ETF PEFINDO i Grade ETF Indeks 21-Des-18 I-GRADE XIPI 47.97

    12. Reksa Dana Indeks Batavia SRI-KEHATI ETF ETF Indeks 22-Mar-19 SRI-KEHATI XBSK 81.69

    13. Reksa Dana Indeks Panin ETF IDX30 Dinamis ETF Indeks 27-Mei-19 IDX30 XPTD 12.45

    14. Reksa Dana Ashmore ETF LQ45 Alpha ETF Indeks 12-Jul-19 LQ45 XAQA 16.48

    15. Reksa Dana Indeks Majoris PEFINDO I Grade ETF Indonesia ETF Indeks 25-Jul-19 I-GRADE XMIG 21.00

    16. Reksa Dana Syariah Indeks Simas ETF JII ETF Indeks 17-Sep-19 JII XSSI 5.00

    17. Reksa Dana PNM ETF Core LQ45 ETF Indeks 30-Sep-19 LQ45 XPCR 5.49

    18. Reksa Dana Indeks Bahana ETF Bisnis 27 ETF Indeks 01-Okt-19 BISNIS-27 XBIN 5.99

    19. Reksa Dana Indeks KISI IDX Value30 ETF ETF Indeks 12-Nov-19 IDXV30 XKIV 16.00

    20. Reksa Dana Indeks Cipta ETF Index LQ45 ETF Indeks 27-Nov-19 LQ45 XCLQ 5.14

    21. Reksa Dana Indeks Nusadana ETF IDX Value30 ETF Indeks 05-Des-19 IDXV30 XNVE 5.37

    No. Nama Produk ETF Tipe Tanggal PencatatanIndeks Acuan

    Kode JATS IDX

    Dana Kelolaan (AUM), Rp Miliar

    IDX Stock Ind

    ex Handbook v1.0

    12

    Tabel 2 : Daftar Produk Investasi Berbasis Indeks BEI

  • Reksa Dana Indeks

    Sumber data: BEI, OJK.

    1. Reksa Dana Danareksa Indeks Syariah RD Indeks 17-Mar-06 JII 34.402. Reksa Dana Kresna Indeks 45 RD Indeks 14-Okt-08 LQ45 258.103. Reksa Dana PG Indeks Bisnis 27 RD Indeks 27-Sep-12 BISNIS-27 2.684. Reksa Dana Indeks Principal Index IDX30 RD Indeks 07-Des-12 IDX30 164.185. Reksa Dana Indeks Kresna IDX 30 RD Indeks 16-Jan-14 IDX30 46.006. Reksa Dana Batavia LQ45 Plus RD Indeks 02-Mei-14 LQ45 14.707. Reksa Dana Indeks Kresna IDX30 Tracker RD Indeks 01-Nov-16 IDX30 402.898. Reksa Dana Indeks Premier IDX30 RD Indeks 01-Nov-16 IDX30 401.729. Reksa Dana Syariah Indeks Pinnacle Sharia JII Tracker RD Indeks 06-Okt-17 JII 43.26

    10. Reksa Dana Syariah Indeks Syailendra Sharia Index JII RD Indeks 23-Okt-17 JII 29.0711. Reksa Dana Indeks RHB SRI-KEHATI Index Fund RD Indeks 08-Nov-17 SRI-KEHATI 385.5912. Reksa Dana Syariah Indeks Majoris JII Syariah Indonesia RD Indeks 22-Nov-17 JII 29.5113. Reksa Dana Indeks Avrist IDX30 RD Indeks 18-Des-17 IDX30 122.4214. Reksa Dana Indeks Panin IDX30 RD Indeks 28-Des-17 IDX30 1,057.6615. Reksa Dana Indeks BNI AM Indeks IDX30 RD Indeks 28-Des-17 IDX30 780.9716. Reksa Dana Indeks Syailendra Index IDX30 RD Indeks 29-Des-17 IDX30 94.8217. Reksa Dana Syariah Indeks Cipta Syariah Indeks RD Indeks 02-Jan-18 JII 28.4218. Reksa Dana Indeks Insight Indeks IDX30 RD Indeks 30-Jan-18 IDX30 17.5019. Reksa Dana Syariah Indeks RHB JII Fund RD Indeks 28-Mar-18 JII 28.4520. Reksa Dana Indeks Insight SRI-KEHATI Likuid I Sri Likuid RD Indeks 29-Mar-18 SRI-KEHATI 216.0321. Reksa Dana Indeks Simas SRI-KEHATI RD Indeks 14-Mei-18 SRI-KEHATI 169.9522. Reksa Dana Indeks BNP Paribas IDX30 RD Indeks 07-Jun-18 IDX30 530.7823. Reksa Dana Indeks Ayers Asia AM Equity Index SRI-KEHATI RD Indeks 16-Jul-18 SRI-KEHATI 23.5524. Reksa Dana Indeks First State Indoequity IDX30 Index Fund RD Indeks 30-Agu-18 IDX30 619.9725. Reksa Dana Indeks Simas IDX30 RD Indeks 10-Sep-18 IDX30 382.0326. Reksa Dana Indeks Mandiri Indeks LQ45 RD Indeks 22-Okt-18 LQ45 35.0527. Reksa Dana Indeks Yuanta SRI-KEHATI Index RD Indeks 14-Nov-18 SRI-KEHATI 13.0328. Reksa Dana Indeks BNP Paribas SRI-KEHATI RD Indeks 29-Nov-18 SRI-KEHATI 43.6229. Reksa Dana Indeks BNP Paribas IDX30 Filantropi RD Indeks 01-Mar-19 IDX30 284.1630. Reksa Dana Indeks Avrist Indeks LQ45 RD Indeks 12-Mar-19 LQ45 841.7631. Reksa Dana Indeks Panin SRI-KEHATI RD Indeks 22-Agu-19 SRI-KEHATI 231.3832. Reksa Dana Indeks Principal Index IDX30 II RD Indeks 01-Okt-19 IDX30 922.5033. Reksa Dana Indeks Reliance IDX30 Index Fund RD Indeks 25-Okt-19 IDX30 1.00

    Dana Kelolaan (AUM), Rp Miliar

    Indeks AcuanNo. Nama Produk Reksa Dana Tipe

    Tanggal Peluncuran

    IDX Stock Ind

    ex Handbook v1.0

    13

  • Jan Feb Mar Apr Mei Jun Jul Agu Sep Okt Nov Des

    1. IDX80 Mayor Minor Mayor Minor 9%

    2. LQ45 Mayor Minor Mayor Minor 15%

    3. IDX30 Mayor Minor Mayor Minor 15%

    4. IDX Value30 Mayor Minor Mayor Minor 15%

    5. IDX Growth30 Mayor Minor Mayor Minor 15%

    6. IDX BUMN20 Mayor Minor Mayor Minor 15%

    7. KOMPAS100 Mayor Mayor - Kompas Gramedia Group

    8. IDX SMC Composite Mayor Mayor -

    9. IDX SMC Liquid Mayor Mayor -

    10. PEFINDO25 Mayor Mayor - PT PEFINDO

    11. IDX High Dividend 20 Mayor Minor 15%

    12. SMinfra18 Minor Mayor Minor Mayor 15% PT SMI (Persero)

    13. BISNIS-27 Mayor Mayor - PT Jurnalindo Aksara Grafika

    14. SRI-KEHATI Mayor Mayor - Yayasan KEHATI

    15. MNC36 Mayor Mayor - MNC Group

    16. ISSI Mayor Mayor -

    17. JII70 Mayor Mayor -

    18. JII Mayor Mayor -

    19. Investor33 Mayor Mayor - PT Media Investor Indonesia

    20. PEFINDO i-Grade Minor Mayor Minor Mayor 20% PT PEFINDO

    21. infobank15 Mayor Mayor - PT Info Artha Pratama

    Pihak Kerja SamaNo. Nama IndeksBulan Evaluasi* Batasan

    (Cap )

    * Evaluasi Mayor bertujuan memilih saham konstituen indeks untuk periode selanjutnya disertai dengan menyesuaikan jumlah saham untuk indeks dan/atau bobot dari konstituen. Evaluasi Minor hanya bertujuan menyesuaikan jumlah saham untuk indeks dan/atau bobot dari konstituen tanpa pemilihan konstituen indeks untuk periode selainjutnya.

    Tabel 3 : Jadwal Evaluasi Indeks BEI

    14ID

    X Stock Index Hand

    book v1.0

  • Index Fact Sheet

    DisclaimerSeluruh indeks yang dikompilasi, dikalkulasi dan dikelola oleh Bursa Efek Indonesia (“BEI”) (secara bersama-sama disebut “Indeks BEI”) dimiliki oleh BEI (baik oleh BEI sendiri maupun dimiliki secara bersama-sama oleh BEI dan pihak lain). Merek dagang dan hak kekayaan intelektual lainnya atas Indeks BEI telah terdaftar atau setidaknya telah diajukan pendaftarannya ke Direktorat Jenderal Kekayaan Intelektual, Kementerian Hukum dan Hak Asasi Manusia Republik Indonesia, dan dilindungi berdasarkan Hukum Kekayaan Intelektual Republik Indonesia.Seluruh bentuk penggunaan yang tidak sah atas Indeks BEI dilarang keras. Seluruh penggunaan dan distribusi atas merek dagang, informasi dan data terkait Indeks BEI untuk kegiatan yang menghasilkan pendapatan, memerlukan lisensi atau wajib memperoleh izin tertulis dari BEI terlebih dahulu.BEI memiliki hak untuk melakukan perubahan terhadap Indeks BEI tanpa pemberitahuan sebelumnya, termasuk namun tidak terbatas pada metode perhitungan dan hak untuk menangguhkan publikasi atas Indeks BEI.Seluruh informasi terkait Indeks BEI yang tersedia adalah hanya untuk kepentingan penyebaran informasi semata. BEI tidak memberikan jaminan atas keakuratan, kelengkapan, ketepatan waktu, keaslian, ketersediaan, ketiadaan pelanggaran, serta karakteristik lain dari informasi dan data terkait Indeks BEI. Namun demikian, setiap upaya telah dilakukan oleh BEI untuk memastikan keakuratan informasi yang diberikan terkait Indeks BEI. Tidak ada jaminan tertulis maupun tidak tertulis atas kesesuaian Indeks BEI untuk tujuan atau penggunaan tertentu, atau atas hasil yang akan diperoleh pengguna terkait penggunaan Indeks BEI.Penggunaan atas Indeks BEI merupakan tanggung jawab pengguna. BEI tidak bertanggung jawab atau tidak dapat dimintakan pertanggungjawaban atau memiliki kewajiban pembayaran atau apapun juga atas kerugian, kesalahan atau kerusakan yang timbul dari penggunaan informasi atau data apapun yang terdapat disini.

    Return di fact sheet hanya memperhitungkan capital gain tidak termasuk dividen yang dibagikan oleh Perusahaan Tercatat.

    1.2.3.4.5.6.7.8.9.10.11.12.13.14.15.16.17.18.19.20.21.22.23.24.25.26.27.28.29.30.31.32.33.34.

    Indeks Harga Saham Gabungan (IHSG)IDX80LQ45IDX30IDX Value30IDX Growth30IDX High Dividend 20IDX BUMN20Indonesia Sharia Stock Index (ISSI)Jakarta Islamic 70 (JII70)Jakarta Islamic (JII)IDX SMC CompositeIDX SMC LiquidKOMPAS100BISNIS-27MNC36Investor33infobank15SMinfra18SRI-KEHATIPEFINDO25PEFINDO i-GradeMain BoardDevelopment BoardSektor PertanianSektor PertambanganSektor Industri Dasar dan KimiaSektor Aneka IndustriSektor Industri Barang KonsumsiSektor Properti, Real Estat, dan Konstruksi BangunanSektor Infrastruktur, Utilitas, dan TransportasiSektor KeuanganSektor Perdagangan, Jasa, dan InvestasiSektor Manufaktur

    15 IDX Stock Index Handbook v1.0

  • INDONESIA STOCK EXCHANGE

    GENERAL INFORMATION HISTORICAL PERFORMANCE

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

    IDX JATS Code : COMPOSITE

    Description :

    Launch Date :

    Base Date :

    Base Value :

    Methodology :

    CONSTITUENT SELECTIONEligibility

    INDEX PERFORMANCE RISK

    INDEX MAINTENANCEListing

    FUNDAMENTAL

    Delisting

    Since Base Date (Ann.)

    Exception INDEX CHARACTERISTICS SECTOR WEIGHTS

    Number of Constituents

    Constituent In/Out Avg. (10Y)

    Market Cap Total (in tr. IDR)

    Largest

    Smallest

    Average

    Median

    Index MC / IDX MC (%)

    TOP 10 CONSTITUENTSMarket Cap Index

    Code Company Name (in trill. IDR) Weight Sector

    BBCA Bank Central Asia Tbk. Finance

    BBRI Bank Rakyat Indonesia (Persero) Tbk. Finance

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

    BMRI Bank Mandiri (Persero) Tbk. Finance

    UNVR Unilever Indonesia Tbk. Consumer Goods Industry

    ASII Astra International Tbk. Miscellaneous Industry

    HMSP H.M. Sampoerna Tbk. Consumer Goods Industry

    TPIA Chandra Asri Petrochemical Tbk. Basic Industry & Chemicals

    BBNI Bank Negara Indonesia (Persero) Tbk. Finance

    BRPT Barito Pacific Tbk. Basic Industry & Chemicals

    Total (Top 10 Constituents)

    Data prior to the launch date is back-tested data.

    Data as of: Dec 30, 2019

    Contact Information Disclaimer

    Product Development I Unit

    Business Development Division

    Indonesia Stock Exchange

    T: (021) 515-0515

    In the case that the important market information of a

    particular stock could affect significantly to the index,

    the IDX may consider to exclude some or all of the

    shares of a particular stock from the IDX Composite

    index.

    20.39

    2.22

    P/E (Weight Avg.)

    P/BV (Weight Avg.)

    An index that measures the stock price performance of

    all listed companies in Main Board and Development

    Board of the Indonesia Stock Exchange.

    100

    Market Capitalization Weighted

    Every stock (both common & preffered) listed in Main

    Board and Development Board of IDX is included in the

    IDX Composite index.

    A stock which is listed in Main Board or Development

    Board of the IDX will be included in the IDX Composite

    index since the listing date.

    A stock which is delisted from Main Board or

    Development Board of the IDX will be excluded from the

    IDX Composite since the effective date of delisting.

    -0.9% -2.2%

    2012 12.9% 15.7% 15.7%

    Year IHSG ISSI

    148.57%

    2016

    20.52%

    2015

    18.93%

    -12.1%

    -0.93%

    1.70%

    -14.0% -34.8%

    18.6% 13.2%

    3Y Std Dev (Ann.)

    5Y Std Dev (Ann.)

    10.3%

    -3.1%

    1.00

    1.00

    2.7%2.5%

    SMC

    Comp.

    3,410.45 46.93%

    144.93 1.99%

    134.41 1.85%

    244.27 3.36%

    185.02 2.55%

    280.35 3.86%

    354.58 4.88%

    815.85

    537.29

    3Y

    5Y

    10Y

    3.80%

    2019

    15.3%

    20.0%

    -2.5%

    1.7%

    6.8%

    0.1%

    2.0%

    2017

    22.3% 17.3% 17.1%

    2013 -1.0%

    5.41%

    7.39%

    11.23%

    320.46

    INDEX FACT SHEET

    11.93%

    2018

    YoY Returns

    December 2019

    3.0%

    3Y Beta

    5Y Beta

    4.41%

    7,267.28

  • INDONESIA STOCK EXCHANGE

    GENERAL INFORMATION HISTORICAL PERFORMANCE

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

    IDX JATS Code : IDX80

    Description :

    Launch Date :

    Base Date :

    Base Value :

    Methodology :

    INDEX PERFORMANCE RISK

    CONSTITUENT SELECTIONUniverse

    Selection Criteria

    FUNDAMENTAL

    Since Base Date (Ann.)

    INDEX CHARACTERISTICS SECTOR WEIGHTS

    INDEX MAINTENANCE Number of Constituents

    Periodic Review Schedules Constituent In/Out Avg. (10Y)

    Market Cap Total* (in tr. IDR)

    Largest

    Effective Date Smallest

    Average

    Median

    Announcement

    Index MC / IDX MC (%)

    TOP 10 CONSTITUENTSMarket Cap* Index

    Code Company Name (in trill. IDR) Weight Sector

    BBCA Bank Central Asia Tbk. Finance

    BBRI Bank Rakyat Indonesia (Persero) Tbk. Finance

    BMRI Bank Mandiri (Persero) Tbk. Finance

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

    ASII Astra International Tbk. Miscellaneous Industry

    BBNI Bank Negara Indonesia (Persero) Tbk. Finance

    UNVR Unilever Indonesia Tbk. Consumer Goods Industry

    CPIN Charoen Pokphand Indonesia Tbk. Basic Industry & Chemicals

    BRPT Barito Pacific Tbk. Basic Industry & Chemicals

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

    Total (Top 10 Constituents)

    Data prior to the launch date is back-tested data.

    *Adjusted Market Capitalization

    Data as of: Dec 30, 2019

    Contact Information Disclaimer

    Product Development I Unit

    Business Development Division

    Indonesia Stock Exchange

    T: (021) 515-0515

    IDX80

    Since Base Date

    3Y (Ann.)

    5Y (Ann.)

    10Y (Ann.)

    January 31, 2012

    100

    -

    4.09%

    43.04%

    Returns

    6M

    1Y

    An index that measures the stock price performance of

    80 stocks with relatively large market capitalization, high

    liquidity, and good fundamentals.

    February 1, 2019

    Capped Free Float Adjusted Market Capitalization

    Weighted

    On each periodic review, the constituent weight is

    capped so the highest weight in the index is no more

    than 9%.

    150 stocks selected from constituents of IDX Composite

    that have been listed for at least 6 months based on

    transaction value in the regular market over the past 12

    months.

    From the universe, 80 stocks selected to be IDX80

    constituents by considering the factors below:

    a. Liquidity: transaction value, transaction frequency,

    number of days of transactions in regular market

    and free float market capitalization,

    9.25%

    9.34%

    9.46%

    126.41

    INDEX FACT SHEET

    4.63%

    2018

    YoY Returns

    December 2019

    3.9%

    3Y Beta

    5Y Beta

    8.24%

    1,533.58

    0.57

    141.83

    145.04

    19.17

    80

    7.07

    7.65

    72.56%

    2014

    57.97 3.78%

    126.88 8.27%

    145.04

    143.31

    3Y

    5Y

    10Y

    2.11%

    2019

    14.2%

    17.8%

    -6.7%

    2.6%

    22.0%

    -9.0%

    1.7%

    2017

    27.1% 22.3% 26.4%

    2013 -4.3%

    902.75 58.87%

    37.90 2.47%

    34.86 2.27%

    45.79 2.99%

    42.76 2.79%

    2015

    12.79%

    -13.8%

    -0.64%

    2.65%

    -12.1% -11.9%

    15.3% 11.7%

    20.0%

    -2.5%

    3.2%

    LQ45Year IDX80 IHSG

    -

    2016

    11.02%

    3Y Std Dev (Ann.)

    5Y Std Dev (Ann.)

    1.28

    1.28

    3.6%

    17.06

    2.56

    P/E (Weight Avg.)

    P/BV (Weight Avg.)

    -1.0% -3.3%

    2012 6.0% 9.5% 6.2%

    b. Fundamentals: financial performance, compliance,

    and others.

    1. Major Review: January and July.

    Minor Review: April and October.

    First trading day of the month after reviewing month

    (February, May, August, and November).

    At the latest 5 exchange days prior to the effective date.

    2.

    All Indices compiled, calculated and maintained by Indonesia Stock Exchange (“IDX”) (collectively called “IDX Indices”) are owned by IDX (either owned by IDX itself or jointly owned by IDX and other parties). Trademarks and anyother intellectual property rights of the IDX Indices are registered or at least have been applied for their registration at the Directorate General of Intellectual Properties, Ministry of Law and Human Rights of the Republic ofIndonesia, and protected under the Intellectual Property Law of the Republic of Indonesia. Any unauthorized use of IDX Indices is strictly prohibited. The use and distribution of IDX Indices trademarks, information and data forincome-generating activities, require a proper license or prior written consent from IDX. IDX reserves the right to make any changes in IDX Indices without prior notice, including but not limited to the calculation method thereof,and the right to suspend the publication thereof. All information provided regarding IDX Indices is for informational purposes only. IDX gives no warranty regarding the accuracy, completeness, timeliness, originality, availability,non-infringement, and other characteristics of the IDX Indices information and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or impliedwarranties of the fitness of IDX Indices for a particular purpose or use, or as to the results to be attained by user from the use of IDX Indices. The use of IDX Indices is at user’s own responsibility. IDX is not responsible or cannotbe held accountable or has any payment obligations or anything against any losses, errors or damages arising from the use of any information or data contained herein.

    -20%

    -10%

    0%

    10%

    20%

    30%

    40%

    50%

    60%

    70%

    80%

    2012 2013 2014 2015 2016 2017 2018 2019

    IHSG LQ45 IDX80 IHSG6299.539(59.82%)

    IDX80143.042(43.04%)

    LQ451014.473(46.57%)

    Finance34.5%

    Basic Industry & Chemicals

    14.1%

    Infras., Utilities & Transportation

    13.5%

    Consumer Goods Industry12.0% Miscellaneous

    Industry8.6%

    Trade, Services & Investment

    7.2%

    Property, RE & Bld. Construction

    5.0%

    Mining4.3%Agriculture

    0.8%

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

    𝐵𝑎𝑠𝑒 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝x 100

    mailto:[email protected]

  • INDONESIA STOCK EXCHANGE

    GENERAL INFORMATION HISTORICAL PERFORMANCE

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

    IDX JATS Code : LQ45

    Description :

    Launch Date :

    Base Date :

    Base Value :

    Methodology :

    INDEX PERFORMANCE RISK

    CONSTITUENT SELECTIONUniverse

    Selection Criteria

    FUNDAMENTAL

    Since Base Date (Ann.)

    INDEX CHARACTERISTICS SECTOR WEIGHTS

    INDEX MAINTENANCE Number of Constituents

    Periodic Review Schedules Constituent In/Out Avg. (10Y)

    Market Cap Total* (in tr. IDR)

    Largest

    Effective Date Smallest

    Average

    Median

    Announcement

    Index MC / IDX MC (%)

    TOP 10 CONSTITUENTSMarket Cap* Index

    Code Company Name (in trill. IDR) Weight Sector

    BBCA Bank Central Asia Tbk. Finance

    BBRI Bank Rakyat Indonesia (Persero) Tbk. Finance

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

    BMRI Bank Mandiri (Persero) Tbk. Finance

    ASII Astra International Tbk. Miscellaneous Industry

    BBNI Bank Negara Indonesia (Persero) Tbk. Finance

    UNVR Unilever Indonesia Tbk. Consumer Goods Industry

    CPIN Charoen Pokphand Indonesia Tbk. Basic Industry & Chemicals

    BRPT Barito Pacific Tbk. Basic Industry & Chemicals

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

    Total (Top 10 Constituents)

    Data prior to the launch date is back-tested data.

    *Adjusted Market Capitalization

    Data as of: Dec 30, 2019

    Contact Information Disclaimer

    Product Development I Unit

    Business Development Division

    Indonesia Stock Exchange

    T: (021) 515-0515

    LQ45

    Since Base Date

    3Y (Ann.)

    5Y (Ann.)

    10Y (Ann.)

    July 13, 1994

    100

    7.37%

    4.67%

    914.47%

    Returns

    6M

    1Y

    An index that measures the stock price performance of

    45 stocks with relatively large market capitalization, high

    liquidity, and good fundamentals.

    February 1, 1997

    Capped Free Float Adjusted Market Capitalization

    Weighted

    On each periodic review, the constituent weight is

    capped so the highest weight in the index is no more

    than 15%.

    From the 80 stocks of the IDX80 constituents that have

    been selected in the given period, 45 stocks are selected

    to be LQ45 constituents by considering the factors

    below:

    a. Liquidity: transaction value, transaction frequency,

    number of days of transactions in regular market

    and free float market capitalization;

    11.50%

    14.16%

    15.63%

    126.41

    INDEX FACT SHEET

    9.53%

    2018

    YoY Returns

    December 2019

    3.9%

    3Y Beta

    5Y Beta

    7.73%

    1,636.31

    1.96

    188.18

    255.73

    36.36

    45

    3.28

    11.97

    65.51%

    2014

    57.97 3.54%

    141.83 8.67%

    255.73

    231.74

    3Y

    5Y

    10Y

    2.46%

    2019

    11.7%

    22.0%

    -9.0%

    3.2%

    24.4%

    -8.8%

    1.7%

    2017

    26.4% 22.3% 27.4%

    2013 -3.3%

    1,163.18 71.09%

    37.90 2.32%

    34.86 2.13%

    45.79 2.80%

    42.76 2.61%

    103.59%

    2016

    12.90%

    2015

    14.68%

    -11.9%

    0.05%

    3.23%

    -12.1% -10.2%

    15.3% 15.0%

    3Y Std Dev (Ann.)

    5Y Std Dev (Ann.)

    20.0%

    -2.5%

    1.26

    1.27

    3.5%2.4%

    IDX30

    17.02

    2.62

    P/E (Weight Avg.)

    P/BV (Weight Avg.)

    Constituents of IDX80 Index.

    -1.0% -2.7%

    2012 9.1% 12.9% 9.4%

    Year LQ45 IHSG

    b. Fundamentals: financial performance, compliance,

    and others.

    1. Major Review: January and July.

    Minor Review: April and October.

    First trading day of the month after reviewing month

    (February, May, August, and November).

    At the latest 5 exchange days prior to the effective date.

    2.

    All Indices compiled, calculated and maintained by Indonesia Stock Exchange (“IDX”) (collectively called “IDX Indices”) are owned by IDX (either owned by IDX itself or jointly owned by IDX and other parties). Trademarks and anyother intellectual property rights of the IDX Indices are registered or at least have been applied for their registration at the Directorate General of Intellectual Properties, Ministry of Law and Human Rights of the Republic ofIndonesia, and protected under the Intellectual Property Law of the Republic of Indonesia. Any unauthorized use of IDX Indices is strictly prohibited. The use and distribution of IDX Indices trademarks, information and data forincome-generating activities, require a proper license or prior written consent from IDX. IDX reserves the right to make any changes in IDX Indices without prior notice, including but not limited to the calculation method thereof,and the right to suspend the publication thereof. All information provided regarding IDX Indices is for informational purposes only. IDX gives no warranty regarding the accuracy, completeness, timeliness, originality, availability,non-infringement, and other characteristics of the IDX Indices information and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or impliedwarranties of the fitness of IDX Indices for a particular purpose or use, or as to the results to be attained by user from the use of IDX Indices. The use of IDX Indices is at user’s own responsibility. IDX is not responsible or cannotbe held accountable or has any payment obligations or anything against any losses, errors or damages arising from the use of any information or data contained herein.

    -20%

    0%

    20%

    40%

    60%

    80%

    100%

    120%

    140%

    160%

    180%

    2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019

    IHSG IDX30 LQ45 IHSG6299.539(148.57%)

    LQ451014.473(103.59%)

    IDX30553.856

    (118.94%)

    Finance43.1%

    Infras., Utilities & Transportation

    14.3%

    Basic Industry & Chemicals

    13.0%

    Consumer Goods Industry10.7%

    Miscellaneous Industry

    7.9%

    Trade, Services & Investment

    4.3%

    Mining3.7%

    Property, RE & Bld. Construction

    3.0%

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

    𝐵𝑎𝑠𝑒 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝x 100

    mailto:[email protected]

  • INDONESIA STOCK EXCHANGE

    GENERAL INFORMATION HISTORICAL PERFORMANCE

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

    IDX JATS Code : IDX30

    Description :

    Launch Date :

    Base Date :

    Base Value :

    Methodology :

    INDEX PERFORMANCE RISK

    CONSTITUENT SELECTIONUniverse

    Selection Criteria

    FUNDAMENTAL

    Since Base Date (Ann.)

    INDEX MAINTENANCE INDEX CHARACTERISTICS SECTOR WEIGHTSPeriodic Review Schedules

    Number of Constituents

    Constituent In/Out Avg. (10Y)

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

    Largest

    Smallest

    Announcement Average

    Median

    Index MC / IDX MC (%)

    TOP 10 CONSTITUENTSMarket Cap* Index

    Code Company Name (in trill. IDR) Weight Sector

    BBCA Bank Central Asia Tbk. Finance

    BBRI Bank Rakyat Indonesia (Persero) Tbk. Finance

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

    BMRI Bank Mandiri (Persero) Tbk. Finance

    ASII Astra International Tbk. Miscellaneous Industry

    BBNI Bank Negara Indonesia (Persero) Tbk. Finance

    UNVR Unilever Indonesia Tbk. Consumer Goods Industry

    CPIN Charoen Pokphand Indonesia Tbk. Basic Industry & Chemicals

    BRPT Barito Pacific Tbk. Basic Industry & Chemicals

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

    Total (Top 10 Constituents)

    Data prior to the launch date is back-tested data.

    *Adjusted Market Capitalization

    Data as of: Dec 30, 2019

    Contact Information Disclaimer

    Product Development I Unit

    Business Development Division

    Indonesia Stock Exchange

    T: (021) 515-0515

    IDX30

    Since Base Date

    3Y (Ann.)

    5Y (Ann.)

    10Y (Ann.)

    December 28, 2004

    100

    8.15%

    5.12%

    453.86%

    Returns

    6M

    1Y

    An index that measures the stock price performance of

    30 stocks with relatively large market capitalization, high

    liquidity, and good fundamentals.

    April 23, 2012

    Capped Free Float Adjusted Market Capitalization

    Weighted

    On each periodic review, the constituent weight is

    capped so the highest weight in the index is no more

    than 15%.

    From the 45 stocks of LQ45 constituents that have been

    selected in the given period, 30 stocks are selected to be

    IDX30 constituents by considering the factors below:

    a. Liquidity: transaction value, transaction frequency,

    number of days of transactions in regular market

    and free float market capitalization;

    12.93%

    15.42%

    15.60%

    126.41

    INDEX FACT SHEET

    12.08%

    2018

    YoY Returns

    December 2019

    4.0%

    3Y Beta

    5Y Beta

    8.68%

    1,455.96

    2.12

    188.18

    227.15

    48.53

    30

    2.67

    25.42

    58.53%

    2014

    57.97 3.98%

    141.83 9.74%

    227.15

    224.45

    3Y

    5Y

    10Y

    3.71%

    2019

    15.0%

    24.4%

    -8.8%

    2.4%

    22.0%

    -9.0%

    1.7%

    2017

    27.4% 22.3% 26.4%

    2013 -2.7%

    1,127.31 77.43%

    37.90 2.60%

    34.86 2.39%

    45.79 3.15%

    42.76 2.94%

    118.94%

    2016

    19.98%

    2015

    16.16%

    -10.2%

    -0.55%

    2.42%

    -12.1% -11.9%

    15.3% 11.7%

    3Y Std Dev (Ann.)

    5Y Std Dev (Ann.)

    20.0%

    -2.5%

    1.28

    1.29

    3.6%3.2%

    LQ45

    16.77

    2.93

    P/E (Weight Avg.)

    P/BV (Weight Avg.)

    Constituents of LQ45 Index.

    -1.0% -3.3%

    2012 9.4% 12.9% 9.1%

    Year IDX30 IHSG

    b. Fundamentals: financial performance, compliance,

    and others.

    1. Major Review: January and July.

    2. Minor Review: April and October.

    First trading day of the month after reviewing month

    (February, May, August, and November).

    At the latest 5 exchange days prior to the effective date.

    All Indices compiled, calculated and maintained by Indonesia Stock Exchange (“IDX”) (collectively called “IDX Indices”) are owned by IDX (either owned by IDX itself or jointly owned by IDX and other parties). Trademarks and anyother intellectual property rights of the IDX Indices are registered or at least have been applied for their registration at the Directorate General of Intellectual Properties, Ministry of Law and Human Rights of the Republic ofIndonesia, and protected under the Intellectual Property Law of the Republic of Indonesia. Any unauthorized use of IDX Indices is strictly prohibited. The use and distribution of IDX Indices trademarks, information and data forincome-generating activities, require a proper license or prior written consent from IDX. IDX reserves the right to make any changes in IDX Indices without prior notice, including but not limited to the calculation method thereof,and the right to suspend the publication thereof. All information provided regarding IDX Indices is for informational purposes only. IDX gives no warranty regarding the accuracy, completeness, timeliness, originality, availability,non-infringement, and other characteristics of the IDX Indices information and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or impliedwarranties of the fitness of IDX Indices for a particular purpose or use, or as to the results to be attained by user from the use of IDX Indices. The use of IDX Indices is at user’s own responsibility. IDX is not responsible or cannotbe held accountable or has any payment obligations or anything against any losses, errors or damages arising from the use of any information or data contained herein.

    -20%

    0%

    20%

    40%

    60%

    80%

    100%

    120%

    140%

    160%

    180%

    2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019

    IHSG LQ45 IDX30 IHSG6299.539(148.57%)

    IDX30553.856

    (118.94%)

    LQ451014.473(103.59%)

    Finance45.4%

    Infras., Utilities & Transportation

    15.3%

    Consumer Goods Industry12.0%

    Basic Industry & Chemicals

    11.4%

    Miscellaneous Industry

    8.8%

    Mining3.2%

    Trade, Services & Investment

    3.1%

    Property, RE & Bld. Construction

    0.8%

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

    𝐵𝑎𝑠𝑒 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝x 100

    mailto:[email protected]

  • INDONESIA STOCK EXCHANGE

    GENERAL INFORMATION HISTORICAL PERFORMANCE

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

    IDX JATS Code : IDXV30

    Description :

    Launch Date :

    Base Date :

    Base Value :

    Methodology :

    INDEX PERFORMANCE RISK

    CONSTITUENT SELECTIONUniverse

    Eligibility

    Selection FUNDAMENTAL

    INDEX MAINTENANCE Since Base Date (Ann.)Periodic Review Schedules

    INDEX CHARACTERISTICS SECTOR WEIGHTSEffective Date

    Number of Constituents

    Constituent In/Out Avg. (10Y)

    Announcement Market Cap Total* (in tr. IDR)

    Largest

    Smallest

    Average

    Median

    Index MC / IDX MC (%)

    TOP 10 CONSTITUENTSMarket Cap* Index

    Code Company Name (in trill. IDR) Weight Sector

    BBNI Bank Negara Indonesia (Persero) Tbk. Finance

    INDF Indofood Sukses Makmur Tbk. Consumer Goods Industry

    UNTR United Tractors Tbk. Trade, Services & Investment

    ADRO Adaro Energy Tbk. Mining

    PGAS Perusahaan Gas Negara Tbk. Infras., Utilities & Transportation

    INKP Indah Kiat Pulp & Paper Tbk. Basic Industry & Chemicals

    PTBA Bukit Asam Tbk. Mining

    BBTN Bank Tabungan Negara (Persero) Tbk. Finance

    WSKT Waskita Karya (Persero) Tbk. Property, RE & Bld. Construction

    WIKA Wijaya Karya (Persero) Tbk. Property, RE & Bld. Construction

    Total (Top 10 Constituents)

    Data prior to the launch date is back-tested data.

    *Adjusted Market Capitalization

    Data as of: Dec 30, 2019

    Contact Information Disclaimer

    Product Development I Unit

    Business Development Division

    Indonesia Stock Exchange

    T: (021) 515-0515

    IDX VALUE30

    Since Base Date

    3Y (Ann.)

    5Y (Ann.)

    10Y (Ann.)

    January 30, 2014

    100

    -

    4.83%

    42.10%

    Returns

    6M

    1Y

    An index that measures the stock price performance of

    30 stocks that have relatively low price valuations with

    high trading liquidity and good fundamentals.

    August 12, 2019

    Capped Free Float Adjusted Market Capitalization

    Weighted

    On each periodic review, the constituent weight is

    capped so the highest weight in the index is no more

    than 15%.

    - Booked net profit and positive equity;

    - Stocks with extreme price-to-earning ratio (PER) and

    price-to-book value ratio (PBV) are not considered.

    30 stocks with the lowest PBV and PER.

    12.82%

    13.59%

    15.24%

    22.64

    INDEX FACT SHEET

    6.12%

    2018

    YoY Returns

    December 2019

    4.7%

    3Y Beta

    5Y Beta

    8.94%

    253.28

    0.60

    32.46

    38.59

    8.44

    30

    7.55

    3.37

    10.04%

    2014

    16.91 6.68%

    24.82 9.80%

    38.59

    34.43

    3Y

    5Y

    10Y

    4.67%

    2019

    21.0%

    24.8%

    -3.2%

    -4.6%

    22.0%

    -9.0%

    1.7%

    2017

    13.1% 18.3% 21.1%

    2013 0.0%

    202.16 79.82%

    6.85 2.70%

    6.24 2.46%

    10.33 4.08%

    8.89 3.51%

    -

    2016

    25.61%

    2015

    15.19%

    -9.9%

    -11.40%

    -4.59%

    -12.1% -11.9%

    15.3% 11.7%

    3Y Std Dev (Ann.)

    5Y Std Dev (Ann.)

    20.0%

    -2.5%

    1.38

    1.37

    4.4%3.2%

    LQ45Constituents of IDX80 Index.

    0.0% 0.0%

    2012 0.0% 0.0% 0.0%

    Year IDXV30 IHSG

    1. Major Review: January and July.

    2. Minor Review: April and October.

    Third trading day of the month after reviewing month

    (February, May, August, and November).

    At the latest 5 exchange days prior to the effective date.

    9.64

    1.18

    P/E (Weight Avg.)

    P/BV (Weight Avg.)

    All Indices compiled, calculated and maintained by Indonesia Stock Exchange (“IDX”) (collectively called “IDX Indices”) are owned by IDX (either owned by IDX itself or jointly owned by IDX and other parties). Trademarks and anyother intellectual property rights of the IDX Indices are registered or at least have been applied for their registration at the Directorate General of Intellectual Properties, Ministry of Law and Human Rights of the Republic ofIndonesia, and protected under the Intellectual Property Law of the Republic of Indonesia. Any unauthorized use of IDX Indices is strictly prohibited. The use and distribution of IDX Indices trademarks, information and data forincome-generating activities, require a proper license or prior written consent from IDX. IDX reserves the right to make any changes in IDX Indices without prior notice, including but not limited to the calculation method thereof,and the right to suspend the publication thereof. All information provided regarding IDX Indices is for informational purposes only. IDX gives no warranty regarding the accuracy, completeness, timeliness, originality, availability,non-infringement, and other characteristics of the IDX Indices information and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or impliedwarranties of the fitness of IDX Indices for a particular purpose or use, or as to the results to be attained by user from the use of IDX Indices. The use of IDX Indices is at user’s own responsibility. IDX is not responsible or cannotbe held accountable or has any payment obligations or anything against any losses, errors or damages arising from the use of any information or data contained herein.

    -20%

    -10%

    0%

    10%

    20%

    30%

    40%

    50%

    60%

    70%

    80%

    2014 2015 2016 2017 2018 2019

    IHSG LQ45 IDXV30 IHSG6299.539(42.56%)

    IDXV30142.098(42.10%)

    LQ451014.473(36.77%)

    Finance25.8%

    Mining18.5%

    Trade, Services & Investment

    15.1%

    Consumer Goods Industry…

    Infras., Utilities & Transportation

    8.9%

    Property, RE & Bld. Construction

    8.7%

    Basic Industry & Chemicals

    8.5%Miscellaneous Industry

    0.8%

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

    𝐵𝑎𝑠𝑒 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝x 100

    mailto:[email protected]

  • INDONESIA STOCK EXCHANGE

    GENERAL INFORMATION HISTORICAL PERFORMANCE

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

    IDX JATS Code : IDXG30

    Description :

    Launch Date :

    Base Date :

    Base Value :

    Methodology :

    INDEX PERFORMANCE RISK

    CONSTITUENT SELECTIONUniverse

    Eligibility

    FUNDAMENTALSelection

    Since Base Date (Ann.)

    INDEX MAINTENANCE INDEX CHARACTERISTICS SECTOR WEIGHTSPeriodic Review Schedules

    Number of Constituents

    Constituent In/Out Avg. (10Y)

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

    Largest

    Smallest

    Announcement Average

    Median

    Index MC / IDX MC (%)

    TOP 10 CONSTITUENTSMarket Cap* Index

    Code Company Name (in trill. IDR) Weight Sector

    BBCA Bank Central Asia Tbk. Finance

    BBRI Bank Rakyat Indonesia (Persero) Tbk. Finance

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

    BBNI Bank Negara Indonesia (Persero) Tbk. Finance

    CPIN Charoen Pokphand Indonesia Tbk. Basic Industry & Chemicals

    BRPT Barito Pacific Tbk. Basic Industry & Chemicals

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

    INTP Indocement Tunggal Prakarsa Tbk. Basic Industry & Chemicals

    ICBP Indofood CBP Sukses Makmur Tbk. Consumer Goods Industry

    TPIA Chandra Asri Petrochemical Tbk. Basic Industry & Chemicals

    Total (Top 10 Constituents)

    Data prior to the launch date is back-tested data.

    *Adjusted Market Capitalization

    Data as of: Dec 30, 2019

    Contact Information Disclaimer

    Product Development I Unit

    Business Development Division

    Indonesia Stock Exchange

    T: (021) 515-0515

    IDX GROWTH30

    Since Base Date

    3Y (Ann.)

    5Y (Ann.)

    10Y (Ann.)

    August 12, 2019

    January 30, 2014

    -

    4.66%

    44.27%

    Returns

    6M

    1Y

    An index that measures the stock price performance of

    30 stocks that have a growth trend in stock prices

    relative to net profit and revenue with high trading

    liquidity and good fundamentals.

    Capped Free Float Adjusted Market Capitalization

    Weighted

    On each periodic review, the constituent weight is

    capped so the highest weight in the index is no more

    than 15%.

    Constituents of IDX80 Index.

    - Booked net profit.

    - Stocks with extreme price-to-earning ratio (PER) are

    not considered.

    30 stocks with the highest score of price-to-earning ratio

    (PER) trend and price-to-sales (PSR) trend.

    13.73%

    15.32%

    15.87%

    42.76

    INDEX FACT SHEET

    6.39%

    2018

    YoY Returns

    December 2019

    4.2%

    3Y Beta

    5Y Beta

    5.81%

    736.17

    0.57

    101.05

    116.82

    24.54

    30

    10.36

    11.57

    42.55%

    2014

    37.90 5.15%

    57.97 7.87%

    116.82

    112.79

    3Y

    5Y

    10Y

    3.75%

    2019

    17.3%

    17.3%

    -7.8%

    6.0%

    22.0%

    -9.0%

    1.7%

    2017

    20.0% 18.3% 21.1%

    2013 0.0%

    588.65 79.96%

    26.01 3.53%

    24.33 3.31%

    34.86 4.73%

    34.16 4.64%

    -

    2016

    20.22%

    2015

    14.64%

    -10.6%

    2.04%

    6.01%

    -12.1% -11.9%

    15.3% 11.7%

    3Y Std Dev (Ann.)

    5Y Std Dev (Ann.)

    20.0%

    -2.5%

    1.31

    1.32

    3.8%3.2%

    LQ45

    20.84

    2.83

    P/E (Weight Avg.)

    P/BV (Weight Avg.)

    100

    0.0% 0.0%

    2012 0.0% 0.0% 0.0%

    Year IDXG30 IHSG

    1. Major Review: January and July.

    2. Minor Review: April and October.

    Third trading day of the month after reviewing month

    (February, May, August, and November).

    At the latest 5 exchange days prior to the effective date.

    All Indices compiled, calculated and maintained by Indonesia Stock Exchange (“IDX”) (collectively called “IDX Indices”) are owned by IDX (either owned by IDX itself or jointly owned by IDX and other parties). Trademarks and anyother intellectual property rights of the IDX Indices are registered or at least have been applied for their registration at the Directorate General of Intellectual Properties, Ministry of Law and Human Rights of the Republic ofIndonesia, and protected under the Intellectual Property Law of the Republic of Indonesia. Any unauthorized use of IDX Indices is strictly prohibited. The use and distribution of IDX Indices trademarks, information and data forincome-generating activities, require a proper license or prior written consent from IDX. IDX reserves the right to make any changes in IDX Indices without prior notice, including but not limited to the calculation method thereof,and the right to suspend the publication thereof. All information provided regarding IDX Indices is for informational purposes only. IDX gives no warranty regarding the accuracy, completeness, timeliness, originality, availability,non-infringement, and other characteristics of the IDX Indices information and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or impliedwarranties of the fitness of IDX Indices for a particular purpose or use, or as to the results to be attained by user from the use of IDX Indices. The use of IDX Indices is at user’s own responsibility. IDX is not responsible or cannotbe held accountable or has any payment obligations or anything against any losses, errors or damages arising from the use of any information or data contained herein.

    -20%

    -10%

    0%

    10%

    20%

    30%

    40%

    50%

    60%

    70%

    2014 2015 2016 2017 2018 2019

    IHSG LQ45 IDXG30

    IHSG6299.539(42.56%)

    IDXG30144.269(44.27%)

    LQ451014.473(36.77%)

    Finance41.1%

    Basic Industry & Chemicals

    28.8%

    Infras., Utilities & Transportation

    18.4%

    Consumer Goods Industry

    7.1%

    Trade, Services & Investment

    2.2%

    Property, RE & Bld. Construction

    2.0%

    Miscellaneous Industry

    0.5%

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

    𝐵𝑎𝑠𝑒 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝x 100

    mailto:[email protected]

  • INDONESIA STOCK EXCHANGE

    GENERAL INFORMATION HISTORICAL PERFORMANCE

    Index Name : IDX High Dividend 20 Return Dec 30, 2009 - Dec 30, 2019

    IDX JATS Code : IDXHIDIV20

    Description :

    Launch Date :

    Base Date :

    Base Value :

    Methodology :

    INDEX PERFORMANCE RISK

    CONSTITUENT SELECTIONUniverse

    Selection Criteria FUNDAMENTAL

    Since Base Date (Ann.)

    INDEX CHARACTERISTICS SECTOR WEIGHTS

    INDEX MAINTENANCE Number of Constituents

    Periodic Review Schedules Constituent In/Out Avg. (10Y)

    Market Cap Total* (in tr. IDR)

    Largest

    Effective Date Smallest

    Average

    Median

    Announcement

    Index MC / IDX MC (%)

    TOP 10 CONSTITUENTSMarket Cap* Index

    Code Company Name (in trill. IDR) Weight Sector

    BBRI Bank Rakyat Indonesia (Persero) Tbk. Finance

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

    BMRI Bank Mandiri (Persero) Tbk. Finance

    BBCA Bank Central Asia Tbk. Finance

    ASII Astra International Tbk. Miscellaneous Industry

    BBNI Bank Negara Indonesia (Persero) Tbk. Finance

    INTP Indocement Tunggal Prakarsa Tbk. Basic Industry & Chemicals

    INDF Indofood Sukses Makmur Tbk. Consumer Goods Industry

    PTBA Bukit Asam Tbk. Mining

    UNTR United Tractors Tbk. Trade, Services & Investment

    Total (Top 10 Constituents)

    Data prior to the launch date is back-tested data.

    *Adjusted Market Capitalization

    Data as of: Dec 30, 2019

    Contact Information Disclaimer

    Product Development I Unit

    Business Development Division

    Indonesia Stock Exchange

    T: (021) 515-0515

    14.20

    3.05

    P/E (Weight Avg.)

    P/BV (Weight Avg.)

    100

    -1.0% -3.3%

    2012 7.8% 12.9% 9.1%

    Year DIV20 IHSG

    129.67%

    2016

    15.64%

    2015

    13.45%

    -13.8%

    -5.31%

    -2.25%

    -12.1% -11.9%

    15.3% 11.7%

    3Y Std Dev (Ann.)

    5Y Std Dev (Ann.)

    20.0%

    -2.5%

    1.31

    1.32

    3.7%3.2%

    LQ45

    22.83 85.66%

    0.75 2.79%

    0.74 2.78%

    1.26 4.73%

    1.07 4.02%

    1.72 6.44%

    3.52 13.22%

    4.16

    3.98

    3Y

    5Y

    10Y

    2.95%

    2019

    18.3%

    26.1%

    -7.9%

    -2.2%

    22.0%

    -9.0%

    1.7%

    2017

    24.4% 22.3% 26.4%

    2013 2.4%

    13.51%

    14.94%

    15.59%

    2.04

    INDEX FACT SHEET

    15.88%

    2018

    YoY Returns

    December 2019

    4.2%

    3Y Beta

    5Y Beta

    7.63%

    26.66

    0.16

    3.60

    4.16

    1.33

    20

    4.50

    0.72

    49.61%

    2014

    IDX HIGH DIVIDEND 20

    Since Base Date

    3Y (Ann.)

    5Y (Ann.)

    10Y (Ann.)

    May 17, 2018

    January 30, 2009

    8.67%

    4.29%

    399.96%

    Returns

    6M

    1Y

    An index that measures the stock price performance of

    20 stocks that have distributed cash dividends every

    year over the past 3 years and have relatively high

    dividend yields.

    Capped Dividend Yield Adjusted Free Float Market

    Capitalization Weighted

    On each periodic review, the constituent weight is

    capped so the highest weight in the index is no more

    than 15%.

    Stocks that have distributed cash dividends every year

    over the past 3 years and having daily trading value in

    regular market at least IDR 1 billion over the past 3

    months, 6 months and 12 months.

    From the universe, 20 stocks are selected to be index

    constituents by considering the factors below:

    First trading day of the month after reviewing month

    (February & August).

    At the latest 5 exchange days prior to the effective date.

    a. Dividend yields over the past 3 years;

    b. Trading value in regular market over the past 3

    months, 6 months and 12 months;

    c. Free-float market capitalization.

    1. Major Review: January.

    Minor Review: July.2.

    All Indices compiled, calculated and maintained by Indonesia Stock Exchange (“IDX”) (collectively called “IDX Indices”) are owned by IDX (either owned by IDX itself or jointly owned by IDX and other parties). Trademarks and anyother intellectual property rights of the IDX Indices are registered or at least have been applied for their registration at the Directorate General of Intellectual Properties, Ministry of Law and Human Rights of the Republic ofIndonesia, and protected under the Intellectual Property Law of the Republic of Indonesia. Any unauthorized use of IDX Indices is strictly prohibited. The use and distribution of IDX Indices trademarks, information and data forincome-generating activities, require a proper license or prior written consent from IDX. IDX reserves the right to make any changes in IDX Indices without prior notice, including but not limited to the calculation method thereof,and the right to suspend the publication thereof. All information provided regarding IDX Indices is for informational purposes only. IDX gives no warranty regarding the accuracy, completeness, timeliness, originality, availability,non-infringement, and other characteristics of the IDX Indices information and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or impliedwarranties of the fitness of IDX Indices for a particular purpose or use, or as to the results to be attained by user from the use of IDX Indices. The use of IDX Indices is at user’s own responsibility. IDX is not responsible or cannotbe held accountable or has any payment obligations or anything against any losses, errors or damages arising from the use of any information or data contained herein.

    -20%

    0%

    20%

    40%

    60%

    80%

    100%

    120%

    140%

    160%

    180%

    2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019

    IHSG LQ45 DIV20 IHSG6299.539(148.57%)

    DIV20499.962

    (129.67%)

    LQ451014.473(103.59%)

    Finance51.2%

    Infras., Utilities & Transportation

    14.9%

    Consumer Goods Industry10.8% Miscellaneous

    Industry7.6%

    Basic Industry & Chemicals

    6.3%

    Mining5.1%

    Trade, Services & Investment

    3.9%

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

    𝐵𝑎𝑠𝑒 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝x 100

    mailto:[email protected]

  • INDONESIA STOCK EXCHANGE

    GENERAL INFORMATION HISTORICAL PERFORMANCE

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

    IDX JATS Code : IDXBUMN20

    Description :

    Launch Date :

    Base Date :

    Base Value :

    Methodology :

    INDEX PERFORMANCE RISK

    CONSTITUENT SELECTIONUniverse

    Selection Criteria

    FUNDAMENTAL

    Since Base Date (Ann.)

    Market Capitalization.

    INDEX CHARACTERISTICS SECTOR WEIGHTS

    INDEX MAINTENANCEPeriodic Review Schedules Number of Constituents

    Constituent In/Out Avg. (10Y)

    Market Cap Total* (in tr. IDR)

    Effective Date Largest

    Smallest

    Average

    Announcement Median

    Index MC / IDX MC (%)

    TOP 10 CONSTITUENTSMarket Cap* Index

    Code Company Name (in trill. IDR) Weight Sector

    BMRI Bank Mandiri (Persero) Tbk. Finance

    BBRI Bank Rakyat Indonesia (Persero) Tbk. Finance

    BBNI Bank Negara Indonesia (Persero) Tbk. Finance

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

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

    PGAS Perusahaan Gas Negara Tbk. Infras., Utilities & Transportation

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

    PTBA Bukit Asam Tbk. Mining

    BBTN Bank Tabungan Negara (Persero) Tbk. Finance

    ANTM Aneka Tambang Tbk. Mining

    Total (Top 10 Constituents)

    Data prior to the launch date is back-tested data.

    *Adjusted Market Capitalization

    Data as of: Dec 30, 2019

    Contact Information Disclaimer

    Product Development I Unit

    Business Development Division

    Indonesia Stock Exchange

    T: (021) 515-0515

    14.33

    1.55

    P/E (Weight Avg.)

    P/BV (Weight Avg.)

    100

    -1.0% -3.3%

    2012 18.6% 12.9% 9.1%

    Year BUMN20 IHSG

    113.37%

    2016

    9.15%

    2015

    9.03%

    -18.8%

    -7.50%

    -0.46%

    -12.1% -11.9%

    15.3% 11.7%

    3Y Std Dev (Ann.)

    5Y Std Dev (Ann.)

    20.0%

    -2.5%

    1.40

    1.34

    4.2%3.2%

    LQ45

    752.27 89.52%

    22.23 2.64%

    20.19 2.40%

    37.56 4.47%

    30.64 3.65%

    52.60 6.26%

    119.16 14.18%

    136.51

    134.60

    3Y

    5Y

    10Y

    1.77%

    2019

    23.2%

    18.3%

    -7.4%

    -0.5%

    22.0%

    -9.0%

    1.7%

    2017

    39.7% 22.3% 26.4%

    2013 -3.4%

    15.19%

    16.02%

    16.24%

    71.18

    INDEX FACT SHEET

    13.29%

    2018

    YoY Returns

    December 2019

    4.5%

    3Y Beta

    5Y Beta

    8.47%

    840.34

    2.23

    127.61

    136.51

    42.02

    20

    1.50

    20.17

    24.12%

    2014

    IDX BUMN20

    Since Base Date

    3Y (Ann.)

    5Y (Ann.)

    10Y (Ann.)

    May 17, 2018

    January 30, 2009

    7.87%

    2.92%

    290.37%

    Returns

    6M

    1Y

    An index that measures the stock price performance of

    20 stocks of BUMNs (State-Owned Enterprises), BUMDs

    (Municipal-Owned Enterprises) and their affiliates with

    relatively large market capitalization and high liquidity.

    Capped Market Capitalization Weighted

    On each periodic review, the constituent weight is

    capped so the highest weight in the index is no more

    than 15%.

    Stocks of listed BUMNs (state-owned enterprises),

    BUMDs (municipal-owned enterprises) and their

    affiliates.

    From the universe, 20 stocks are selected to be index

    constituents by considering the factors below:

    a. Trading value and frequency in regular market over the

    past 3 months, 6 months and 12 months;

    b. Number of trading days over the past 12 months;

    c.

    1. Major Review: January and July.

    2. Minor Review: April and October.

    First trading day of the month after reviewing month

    (February, May, August, and November).

    At the latest 5 exchange days prior to the effective date.

    All Indices compiled, calculated and maintained by Indonesia Stock Exchange (“IDX”) (collectively called “IDX Indices”) are owned by IDX (either owned by IDX itself or jointly owned by IDX and other parties). Trademarks and anyother intellectual property rights of the IDX Indices are registered or at least have been applied for their registration at the Directorate General of Intellectual Properties, Ministry of Law and Human Rights of the Republic ofIndonesia, and protected under the Intellectual Property Law of the Republic of Indonesia. Any unauthorized use of IDX Indices is strictly prohibited. The use and distribution of IDX Indices trademarks, information and data forincome-generating activities, require a proper license or prior written consent from IDX. IDX reserves the right to make any changes in IDX Indices without prior notice, including but not limited to the calculation method thereof,and the right to suspend the publication thereof. All information provided regarding IDX Indices is for informational purposes only. IDX gives no warranty regarding the accuracy, completeness, timeliness, originality, availability,non-infringement, and other characteristics of the IDX Indices information and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or impliedwarranties of the fitness of IDX Indices for a particular purpose or use, or as to the results to be attained by user from the use of IDX Indices. The use of IDX Indices is at user’s own responsibility. IDX is not responsible or cannotbe held accountable or has any payment obligations or anything against any losses, errors or damages arising from the use of any information or data contained herein.

    -20%

    0%

    20%

    40%

    60%

    80%

    100%

    120%

    140%

    160%

    180%

    2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019

    IHSG LQ45 BUMN20 IHSG6299.539(148.57%)

    BUMN20390.37

    (113.37%)

    LQ451014.473(103.59%)

    Finance51.5%

    Infras., Utilities & Transportation

    24.9%Basic Industry &

    Chemicals9.9%

    Mining7.0%

    Property, RE & Bld. Construction

    6.7%

    𝐼𝑛𝑑𝑒𝑥 =σ𝑖=1𝑛 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝𝑖

    𝐵𝑎𝑠𝑒 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝x 100

    mailto:[email protected]

  • INDONESIA STOCK EXCHANGE

    GENERAL INFORMATION HISTORICAL PERFORMANCE

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

    IDX JATS Code : ISSI

    Description :

    Launch Date :

    Base Date :

    Base Value :

    Methodology :

    CONSTITUENT SELECTIONEligibility INDEX PERFORMANCE RISK

    INDEX MAINTENANCEPeriodic Review Schedules

    FUNDAMENTALEffective Date

    Since Base Date (Ann.)

    Announcement of Periodic Review

    INDEX CHARACTERISTICS SECTOR WEIGHTS

    Listing Number of Constituents

    Constituent In/Out Avg. (10Y)

    Market Cap Total (in tr. IDR)

    Largest

    Delisting Smallest

    Average

    Median

    Exception Index MC / IDX MC (%)

    TOP 10 CONSTITUENTSMarket Cap Index

    Code Company Name (in trill. IDR) Weight Sector

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

    UNVR Unilever Indonesia Tbk. Consumer Goods Industry

    ASII Astra International Tbk. Miscellaneous Industry

    TPIA Chandra Asri Petrochemical Tbk. Basic Industry & Chemicals

    BRPT Barito Pacific Tbk. Basic Industry & Chemicals

    ICBP Indofood CBP Sukses Makmur Tbk. Consumer Goods Industry

    CPIN Charoen Pokphand Indonesia Tbk. Basic Industry & Chemicals

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

    UNTR United Tractors Tbk. Trade, Services & Investment

    KLBF Kalbe Farma Tbk. Consumer Goods Industry

    Total (Top 10 Constituents)

    Data prior to the launch date is back-tested data.

    Data as of: Dec 30, 2019

    Contact Information Disclaimer

    Product Development I Unit

    Business Development Division

    Indonesia Stock Exchange

    T: (021) 515-0515

    INDONESIA SHARIA STOCK INDEX (ISSI)

    Since Base Date

    3Y (Ann.)

    5Y (Ann.)

    10Y (Ann.)

    May 12, 2011

    7.77%

    2.94%

    87.73%

    Returns

    6M

    1Y

    Indonesia Sharia Stock Index

    (ISSI)

    An index that measures the stock price performance of

    all listed stocks in Main Board and Development Board of

    the IDX that included on Sharia Securities List issued by

    the Financial Services Authority.

    100

    Market Capitalization Weighted

    All listed stocks in Main Board and Development Board

    that included on Sharia Securities List issued by the

    Financial Services Authority.

    Every 6 months: on May and November.

    First trading day of the month after reviewing month

    (June and December).

    7.48%

    8.56%

    10.50%

    134.41

    INDEX FACT SHEET

    5.39%

    2018

    YoY Returns

    December 2019

    3.1%

    3Y Beta

    5Y Beta

    3.59%

    3,745.76

    0.01

    280.35

    393.28

    8.73

    429

    3.48

    1.42

    51.56%

    2014

    130.03 3.47%

    185.02 4.94%

    393.28

    320.46

    3Y

    5Y

    10Y

    2.17%

    2019

    18.6%

    10.3%

    -3.1%

    2.0%

    6.8%

    0.1%

    1.7%

    2017

    17.3% 22.3% 17.1%

    2013 -0.9%

    1,798.71 48.02%

    80.29 2.14%

    75.94 2.03%

    106.59 2.85%

    92.34 2.47%

    111.29%

    2016

    11.32%

    2015

    9.09%

    -14.0%

    0.92%

    2.03%

    -12.1% -34.8%

    15.3% 13.2%

    3Y Std Dev (Ann.)

    5Y Std Dev (Ann.)

    20.0%

    -2.5%

    0.95

    0.99

    2.7%2.5%

    SMC

    Comp.

    December 31, 2007

    -1.0% -2.2%

    2012 15.7% 12.9% 15.7%

    Year ISSI IHSG

    5 exchange days or later prior to the effective date,

    depends on announcement date of Sharia Securities List

    from the Financial Services Authority.

    A sharia compliant stock which is listed in Main Board or

    Development Board of the IDX will be included in the ISSI

    since the listing date.

    A sharia compliant stock which is delisted from Main

    Board or Development Board of the IDX will be excluded

    from the ISSI since the effective date of delisting.

    In the case that the important market information of a

    particular stock could affect significantly to the index,

    the IDX may consider to exclude some or all of the

    shares of a particular stock from the ISSI.

    23.42

    2.18

    P/E (Weight Avg.)

    P/BV (Weight Avg.)

    All Indices compiled, calculated and maintained by Indonesia Stock Exchange (“IDX”) (collectively called “IDX Indices”) are owned by IDX (either owned by IDX itself or jointly owned by IDX and other parties). Trademarks and anyother intellectual property rights of the IDX Indices are registered or at least have been applied for their registration at the Directorate General of Intellectual Properties, Ministry of Law and Human Rights of the Republic ofIndonesia, and protected under the Intellectual Property Law of the Republic of Indonesia. Any unauthorized use of IDX Indices is strictly prohibited. The use and distribution of IDX Indices trademarks, information and data forincome-generating activities, require a proper license or prior written consent from IDX. IDX reserves the right to make any changes in IDX Indices without prior notice, including but not limited to the calculation method thereof,and the right to suspend the publication thereof. All information provided regarding IDX Indices is for informational purposes only. IDX gives no warranty regarding the accuracy, completeness, timeliness, originality, availability,non-infringement, and other characteristics of the IDX Indices information and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or impliedwarranties of the fitness of IDX Indices for a particular purpose or use, or as to the results to be attained by user from the use of IDX Indices. The use of IDX Indices is at user’s own responsibility. IDX is not responsible or cannotbe held accountable or has any payment obligations or anything against any losses, errors or damages arising from the use of any information or data contained herein.

    -20%

    0%

    20%

    40%

    60%

    80%

    100%

    120%

    140%

    160%

    180%

    2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019

    IHSG SMC Comp. ISSI IHSG6299.539(148.57%)

    ISSI187.727

    (111.29%)

    SMC Comp.260.273(41.75%)

    Consumer Goods Industry20.3%

    Infras., Utilities & Transportation

    18.5%

    Basic Industry & Chemicals

    16.0%

    Trade, Services & Investment

    14.0%

    Property, RE & Bld. Construction

    10.9%

    Miscellaneous Industry

    9.2%

    Mining8.2%

    Agriculture1.9%

    Finance1.0%

    𝐼𝑛𝑑𝑒𝑥 =σ𝑖=1𝑛 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝𝑖

    𝐵𝑎𝑠𝑒 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝x 100