januari - indonesia stock exchange
TRANSCRIPT
JANUARI
2021
IDX Stock IndexHandbook v1.2
Pengantar
1 IDX Stock Index Handbook v1.2
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$ 1,8 triliun dari tahun 2010 ke tahun 2019 sedangkan investasi aktif (reksa dana non indeks) turun sebesar AS$ 1,7 triliun dari tahun 2010 ke tahun 2019. Di Indonesia sendiri penggunaan indeks BEI untuk dijadikan produk investasi meningkat secara signifikan, dari Rp. 2,72 triliun dana kelolaan pada akhir tahun 2015 menjadi sebesar Rp. 15,88 triliun pada akhir tahun 2020, atau tumbuh rata-rata 42% per tahun 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. Per Februari 2021, BEI telah menyediakan 37 indeks yang dibagi menjadi 4 klasifikasi; 1) Headline (10 indeks), 2) Sector (13 indeks), 3) Thematic (7 Indeks), dan 4) Factor (7 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 v1.2
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
53
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 v1.2
Manfaat IndeksI.
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2
3
4
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Mengukur Sentimen PasarIndeks adalah sebagai alat untuk mengukur sentimen pasar atau kepercayaan investor. Perubahan nilai yang tercermin dalam satu indeks dapat dijadikan indikator yang merefleksikan opini kolektif dari seluruh pelaku pasar.
Dijadikan produk investasi pasif seperti Reksa Dana Indeks dan ETF Indeks serta produk turunanIndeks juga dapat digunakan sebagai acuan/basis produk investasi (”index tracking products”). Investasi pada reksa dana indeks atau ETF yang menggunakan acuan indeks tertentu memastikan bahwa portofolio yang dikelola oleh manajer investasi sesuai dengan indeks tersebut. Investor dapat memilih indeks yang sesuai dengan eksposur maupun profil risiko yang diharapkan. Selain itu indeks saham juga dapat digunakan untuk produk turunan seperti kontrak berjangka, opsi, dan waran terstruktur.
Benchmark bagi portofolio aktifIndeks saham dapat digunakan sebagai benchmark bagi portofolio aktif. Dalam suatu portofolio investasi perlu ditentukan benchmark yang paling sesuai dengan mandat atau profil risiko investasi tersebut, sehingga dapat mengukur kinerja produk investasi yang dikelola oleh manajer investasi. Pemilihan indeks yang tepat sebagai benchmark sangat menentukan risiko dan kinerja manajer investasi yang diharapkan dari portofolio aktif. Sebagai contoh ketika investor memiliki mandat untuk menginvestasikan saham-saham di sektor keuangan maka indeks benchmark yang lebih tepat digunakan adalah indeks sektor keuangan, bukan Indeks Harga Saham Gabungan (IHSG).
Proksi dalam mengukur dan membuat model pengembalian investasi (return), risiko sistematis, dan kinerja yang disesuaikan dengan risikoCapital Asset Pricing Model (CAPM) mendefinisikan beta sebagai risiko sistematis terhadap risiko pasar. Portofolio pasar pada CAPM berisikan seluruh efek berisiko. Indeks komposit seperti IHSG biasanya digunakan sebagai proksi untuk portofolio pasar, yang kemudian dapat digunakan untuk menghitung risiko sistematis dan kinerja yang disesuaikan dengan risiko (risk-adjusted performance) suatu portofolio.
Proksi untuk kelas aset pada alokasi asetKarena indeks saham berisi profil risiko dan dan pengembalian investasi (return) atas sekelompok saham, maka indeks saham dapat dijadikan proksi pada alokasi aset.
Saat ini sebanyak
37 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$ 1,8 triliun dari tahun 2010 ke tahun 2019 sedangkan investasi aktif (reksa dana non indeks) turun sebesar AS$ 1,7 triliun dari tahun 2010 ke tahun 2019. Di Indonesia sendiri penggunaan indeks BEI untuk dijadikan produk investasi meningkat secara signifikan, dari Rp. 2,72 triliun dana kelolaan pada akhir tahun 2015 menjadi sebesar Rp. 15,88 triliun pada akhir tahun 2020, atau tumbuh rata-rata 42% per tahun 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.
1.49 2.72
1.74
5.97
10.09
14.51 15.88
12 13 16
23
40
54 53
(10)
-
10
20
30
40
50
60
-
5.00
10.00
15.00
20.00
Des 14 Des 15 Des 16 Des 17 Des 18 Des 19 Des-20
% dari Total Reksa Dana & ETF Saham 1.31% 2.40% 1.38% 4.14% 5.73% 9.19% 10.68%
Grafik: Perkembangan dana kelolaan (dalam triliun Rupiah) dan jumlah produk investasi yang menggunakan indeks BEI sebagai acuan.
Sumber: OJK, diolah.
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Do-it-yourselfInvestor dapat membeli saham-saham sesuai saham dalam indeks yang dipilih. Sebagai contoh jika memilih indeks syariah JII yang terdiri dari 30 saham, maka investor dapat membeli 30 saham tersebut dan melakukan penyesuaian setiap kali terdapat perubahan bobot maupun komposisi saham dalam JII. Akan tetapi cara ini membutuhkan dana yang cukup besar.
Membeli Reksa Dana IndeksSalah satu cara lain adalah dengan membeli reksa dana Indeks melalui manajer investasi. Saat ini sudah terdapat 29 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 24 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
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Klasifikasi Indeks BEIIII.
Berikut ini merupakan klasifikasi indeks-indeks yang ada di BEI:
B. Indeks Sector
Indeks yang menghitung kinerja pergerakan harga saham-saham di suatu kelompok sektor industri.
Sub klasifikasi sebagai berikut:
1. Komposit Sektor (Sector Composite)Merupakan sub klasifikasi indeks yang mengelompokkan indeks sektoral berdasarkan sektor yang dikelompokkan oleh BEI sesuai dengan klasifikasi IDX Industrial Classification (IDX-IC). Indeks komposit sektor terdiri atas 11 indeks yaitu tiap sektor kecuali sektor produk investasi tercatat yang ada di IDX-IC dibentuk satu indeks sektor.
2. Investable SectorMerupakan sub klasifikasi indeks yang mengelompokkan indeks berdasarkan sektor/sub sektor industri tertentu dengan jumlah saham yang terbatas berdasarkan kriteria seleksi tertentu sehingga berpeluang dijadikan investasi pasif.
A. Indeks Headline
Indeks yang dijadikan acuan utama untuk menggambarkan kinerja pasar modal.
Sub klasifikasi sebagai berikut:
1. Komposit (Composite)Merupakan sub klasifikasi yang berisikan Indeks Harga Saham Gabungan (IHSG) yang dapat digunakan untuk mengukur kinerja saham Pasar Modal Indonesia.
2. Papan (Board)Merupakan sub klasifikasi indeks yang mengelompokkan indeks berdasarkan Papan Pencatatan yang ada di Bursa. Bursa sudah menyediakan 2 Indeks Papan yaitu Utama dan Pengembangan, dari 3 papan pencatatan yang ada di Bursa.
3. LiquidityMerupakan sub klasifikasi indeks yang mengelompokkan indeks berdasarkan likuiditas transaksi yang tinggi dan kapitalisasi pasar besar serta didukung oleh fundamental perusahaan yang baik.
4. Liquidity Co-brandingMerupakan sub klasifikasi indeks liquidity yang bekerja sama dengan pihak lain.
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C. Indeks Thematic
Indeks yang menghitung kinerja pergerakan harga saham-saham dengan tema tertentu seperti keagamaan, ESG, dan lainnya.
Sub klasifikasi sebagai berikut:
1. ESG (Environmental, 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.
Merupakan sub klasifikasi indeks yang mengelompokkan indeks berdasarkan kualitas kinerja finansial perusahaan tercatat.
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
13 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.
4.
Dividend
Quality
Merupakan sub klasifikasi indeks yang mengelompokkan indeks berdasarkan dividen yang dibagikan.
IDX Stock Index Handbook v1.2
(Per Januari 2021)
Daftar Indeks BEI Berdasarkan Klasifikasi
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Indeks Investable (berpotensi dijadikan produk investasi)Indeks yang telah dijadikan produk investasi
(Per 29 Januari 2021)
* 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-83 713 -5.1% -5.9% 30.2% 1.00 19.08% - Indeks yang mengukur kinerja harga semua saham yang tercatat diPapan Utama dan Papan Pengembangan Bursa Efek Indonesia.
2. IDX80 IDX80 IDXA80 Liquidity 01-Feb-19 80 -5.7% -9.7% 21.4% 1.32 25.21% - 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 Liquidity 01-Feb-97 45 -7.8% -13.4% 18.0% 1.32 25.59% 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 Liquidity 23-Apr-12 30 -9.3% -15.3% 21.1% 1.33 25.96% 18 Indeks yang mengukur kinerja harga dari 30 saham yang memilikilikuiditas tinggi dan kapitalisasi pasar besar serta didukung olehfundamental perusahaan yang baik.
5. IDX Quality30 IDXQ30 IDXAQ30 Quality 10-Agu-20 30 -8.5% -10.6% 31.8% 1.28 25.19% - Indeks yang mengukur kinerja harga dari 30 saham yang secarahistoris perusahaan relatif memiliki profitabilitas tinggi, solvabilitasbaik, dan pertumbuhan laba stabil dengan likuiditas transaksi sertakinerja keuangan yang baik.
5. IDX Value30 IDXV30 IDX30V Growth/Value 12-Agu-19 30 -2.4% -9.9% 36.1% 1.51 30.54% 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 -4.4% -6.6% 28.6% 1.27 25.48% - Indeks yang mengukur kinerja harga dari 30 saham yang memilikitren harga relatif terhadap pertumbuhan laba bersih danpendapatan dengan likuiditas transaksi serta kinerja keuangan yangbaik.
8. IDX ESG Leaders IDXESGL IDXESGL ESG 14-Des-20 30 -7.0% -12.4% 18.1% 1.24 24.66% - Indeks yang mengukur kinerja harga dari saham-saham yangmemiliki penilaian Environmental, Social, dan Governance (ESG)yang baik dan tidak terlibat pada kontroversi secara signifikan sertamemiliki likuiditas transaksi serta kinerja keuangan yang baik.Penilaian ESG dan analisis kontroversi dilakukan oleh Sustainalytics.
7. IDX High Dividend 20 IDXHIDIV20 IDXHIDIV Dividend 17-Mei-18 20 -10.8% -19.7% 19.7% 1.30 26.15% 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 0.4% -7.4% 35.0% 1.53 30.23% - Indeks yang mengukur kinerja harga dari 20 saham perusahaantercatat yang merupakan Badan Usaha Milik Negara (BUMN), BadanUsaha Milik Daerah (BUMD), dan afiliasinya.
9. Indeks Saham Syariah Indonesia/Indonesia Sharia Stock Index (ISSI)
ISSI ISSI Sharia 12-Mei-11 426 -5.5% -6.5% 22.4% 0.96 18.67% - Indeks yang mengukur kinerja harga seluruh saham di Papan Utamadan Papan Pengembangan yang dinyatakan sebagai sahamsyariah sesuai dengan Daftar Efek Syariah (DES) yang ditetapkanoleh Otoritas Jasa Keungan (OJK).
10. Jakarta Islamic Index 70 (JII70)
JII70 JAII70 Sharia 17-Mei-18 70 -5.6% -10.7% 12.4% 1.23 23.21% - Indeks yang mengukur kinerja harga dari 70 saham syariah yangmemiliki kinerja keuangan yang baik dan likuiditas transaksi yangtinggi.
No. Nama Indeks Kode JATS IDX
KodeBloomberg
Sub Klasifikasi Indeks
Return *DeskripsiTanggal
PeluncuranJumlah
KonstituenRisk (3Y) * Jumlah Produk
Berbasis Indeks
Tabel 1 : Daftar dan Performa Ringkas Indeks BEI
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* Data sebelum tanggal peluncuran merupakan back-tested data. Return hanya memperhitungkan capital gain tidak termasuk dividen yang dibagikan oleh Perusahaan Tercatat.
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1Y 3Y 5Y Beta St. Dev.11. Jakarta Islamic Index
(JII)JII JAKISL Sharia 03-Jul-00 30 -9.7% -16.9% 4.5% 1.25 24.44% 8 Indeks yang mengukur kinerja harga dari 30 saham syariah yang
memiliki kinerja keuangan yang baik dan likuiditas transaksi yangtinggi.
12. IDX SMC Composite IDXSMC-COM IDXSMCC Size 21-Des-17 330 4.4% 7.2% 29.5% 0.79 15.31% - 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 54 6.0% 3.0% 21.5% 1.34 26.39% - Indeks yang mengukur kinerja harga dari saham-saham denganlikuiditas tinggi yang memiliki kapitalisasi pasar kecil dan menengah.
14. KOMPAS100 KOMPAS100 KOMPAS Liquidity Co-branding
13-Jul-07 100 -5.5% -10.2% 22.3% 1.25 23.83% - 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 surat kabarharian Kompas).
15. BISNIS-27 BISNIS-27 BISNIS27 Liquidity Co-branding
27-Jan-09 27 -7.6% -11.2% 29.7% 1.25 24.85% 2 Indeks yang mengukur kinerja harga dari 27 saham yang dipilih olehKomite Indeks Bisnis Indonesia. Indeks BISNIS-27 diluncurkan dandikelola berkerja sama dengan perusahaan media PT JurnalindoAksara Grafika (penerbit surat kabar harian Bisnis Indonesia).
16. MNC36 MNC36 MNC36 Liquidity Co-branding
28-Agu-13 36 -8.6% -12.0% 25.0% 1.24 24.37% 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 perusahaan mediaMedia Nusantara Citra (MNC) Group.
17. Investor33 INVESTOR33 INVE33 Liquidity Co-branding
21-Mar-14 33 -7.4% -6.4% 33.8% 1.27 25.02% - Indeks yang mengukur kinerja harga dari 33 saham yang dipilih dari100 (seratus) Perusahaan Tercatat terbaik versi Majalah Investor yangdipilih berdasarkan kapitalisasi pasar, likuiditas transaksi danfundamental serta rasio keuangan. Indeks Investor33 diluncurkandan dikelola berkerja sama dengan perusahaan media PT MediaInvestor Indonesia (penerbit Majalah Investor).
18. infobank15 INFOBANK15 INFOBANK Investable Sector
07-Nov-12 15 -3.9% 10.3% 89.3% 1.37 27.58% - Indeks yang mengukur kinerja harga dari 15 saham perbankan yangmemiliki faktor fundamental yang baik dan likuiditas perdaganganyang tinggi. Indeks infobank15 diluncurkan dan dikelola berkerjasama dengan perusahaan media PT Info Artha Pratama (penerbitMajalah Infobank).
19. SMinfra18 SMINFRA18 JAKINFRA Investable Sector
31-Jan-13 18 -4.2% -16.7% -2.3% 1.38 28.22% 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 -7.8% -6.6% 39.3% 1.30 25.51% 10 Indeks yang mengukur kinerja harga saham dari 25 perusahaantercatat yang memiliki kinerja yang baik dalam mendorong usaha-usaha berkelanjutan, serta memiliki kesadaran terhadap lingkunganhidup, sosial, dan tata kelola perusahaan yang baik atau disebutSustainable and Responsible Investment (SRI). Indeks SRI-KEHATIdiluncurkan dan dikelola berkerja sama dengan YayasanKeanekaragaman Hayati Indonesia (Yayasan KEHATI).
21. PEFINDO25 PEFINDO25 PEFINDO Size 18-Mei-09 25 2.4% -1.2% -4.8% 0.88 21.00% - Indeks yang mengukur kinerja harga saham dari 25 perusahaantercatat kecil dan menengah yang memiliki kinerja keuangan yangbaik dan likuiditas transaksi yang tinggi. Indeks PEFINDO25diluncurkan dan dikelola berkerja sama dengan perusahaanpemeringkat PT Pemeringkat Efek Indonesia (PEFINDO).
No. Nama Indeks Kode JATS IDX
KodeBloomberg
Sub Klasifikasi Indeks
Return *DeskripsiTanggal
PeluncuranJumlah
KonstituenRisk (3Y) * Jumlah Produk
Berbasis Indeks
* Data sebelum tanggal peluncuran merupakan back-tested data. Return hanya memperhitungkan capital gain tidak termasuk dividen yang dibagikan oleh Perusahaan Tercatat.
1Y 3Y 5Y Beta St. Dev.22. PEFINDO i-Grade I-GRADE PEFINDIG Others -
Thematic21-Des-17 30 -4.4% 0.7% 48.1% 1.36 26.30% 2 Indeks yang mengukur kinerja harga dari 30 saham perusahaan
tercatat yang memiliki peringkat investment grade dari PEFINDO(idAAA hingga idBBB-) yang berkapitalisasi pasar paling besar. IndeksPEFINDO i-Grade diluncurkan dan dikelola berkerja sama denganperusahaan pemeringkat PT Pemeringkat Efek Indonesia (PEFINDO).
23. Indeks Papan Utama MBX MBX Board 08-Apr-02 343 -5.8% -8.3% 26.5% 1.10 21.03% - Indeks yang mengukur kinerja harga seluruh saham tercatat diPapan Utama Bursa Efek Indonesia.
24. Indeks Papan Pengembangan
DBX DBX Board 08-Apr-02 370 0.0% 13.8% 61.8% 0.32 10.49% - Indeks yang mengukur kinerja harga seluruh saham tercatat diPapan Pengembangan Bursa Efek Indonesia.
27. IDX Sektor Energi IDXENERGY -- Composite Sector
25-Jan-21 66 -5.0% n.a. n.a. 0.81 21.14% - Indeks yang mengukur kinerja harga seluruh saham di Papan Utamadan Papan Pengembangan yang terdapat di Sektor Energi,mengacu pada klasifikasi IDX Industrial Classification (IDX-IC).
28. IDX Sektor Barang Baku IDXBASIC -- Composite Sector
25-Jan-21 86 4.0% n.a. n.a. 1.24 27.15% - Indeks yang mengukur kinerja harga seluruh saham di Papan Utamadan Papan Pengembangan yang terdapat di Sektor Barang Baku,mengacu pada klasifikasi IDX Industrial Classification (IDX-IC).
29. IDX Sektor Perindustrian IDXINDUST -- Composite Sector
25-Jan-21 50 4.6% n.a. n.a. 1.11 27.50% - Indeks yang mengukur kinerja harga seluruh saham di Papan Utamadan Papan Pengembangan yang terdapat di Sektor Perindustrian,mengacu pada klasifikasi IDX Industrial Classification (IDX-IC).
30. IDX Sektor Barang Konsumen Primer
IDXNONCYC -- Composite Sector
25-Jan-21 87 -11.9% n.a. n.a. 0.83 22.70% - Indeks yang mengukur kinerja harga seluruh saham di Papan Utamadan Papan Pengembangan yang terdapat di Sektor BarangKonsumen Primer, mengacu pada klasifikasi IDX IndustrialClassification (IDX-IC).
31. IDX Sektor Barang Konsumen Non-Primer
IDXCYCLIC -- Composite Sector
25-Jan-21 122 -16.1% n.a. n.a. 0.61 14.20% - Indeks yang mengukur kinerja harga seluruh saham di Papan Utamadan Papan Pengembangan yang terdapat di Sektor BarangKonsumen Non-Primer, mengacu pada klasifikasi IDX IndustrialClassification (IDX-IC).
32. IDX Sektor Kesehatan IDXHEALTH -- Composite Sector
25-Jan-21 21 17.8% n.a. n.a. 0.88 25.27% - Indeks yang mengukur kinerja harga seluruh saham di Papan Utamadan Papan Pengembangan yang terdapat di Sektor Kesehatan,mengacu pada klasifikasi IDX Industrial Classification (IDX-IC).
33. IDX Sektor Keuangan IDXFINANCE -- Composite Sector
25-Jan-21 104 -2.3% n.a. n.a. 1.15 22.98% - Indeks yang mengukur kinerja harga seluruh saham di Papan Utamadan Papan Pengembangan yang terdapat di Sektor Keuangan,mengacu pada klasifikasi IDX Industrial Classification (IDX-IC).
34. IDX Sektor Properti & Real Estat
IDXPROPERT -- Composite Sector
25-Jan-21 78 -24.3% n.a. n.a. 0.68 21.57% - Indeks yang mengukur kinerja harga seluruh saham di Papan Utamadan Papan Pengembangan yang terdapat di Sektor Properti & RealEstat, mengacu pada klasifikasi IDX Industrial Classification (IDX-IC).
35. IDX Sektor Teknologi IDXTECHNO -- Composite Sector
25-Jan-21 17 -12.8% n.a. n.a. 0.64 27.87% - Indeks yang mengukur kinerja harga seluruh saham di Papan Utamadan Papan Pengembangan yang terdapat di Sektor Teknologi,mengacu pada klasifikasi IDX Industrial Classification (IDX-IC).
36. IDX Sektor Infrastruktur IDXINFRA -- Composite Sector
25-Jan-21 56 -10.5% n.a. n.a. 1.09 26.44% - Indeks yang mengukur kinerja harga seluruh saham di Papan Utamadan Papan Pengembangan yang terdapat di Sektor Infrastruktur,mengacu pada klasifikasi IDX Industrial Classification (IDX-IC).
37. IDX Sektor Transportasi & Logistik
IDXTRANS -- Composite Sector
25-Jan-21 26 -17.1% n.a. n.a. 0.79 26.34% - Indeks yang mengukur kinerja harga seluruh saham di Papan Utamadan Papan Pengembangan yang terdapat di Sektor Transportasi &Logistik, mengacu pada klasifikasi IDX Industrial Classification (IDX-IC).
No. Nama Indeks Kode JATS IDX
KodeBloomberg
Sub Klasifikasi Indeks
Return *DeskripsiTanggal
PeluncuranJumlah
KonstituenRisk (3Y) * Jumlah Produk
Berbasis Indeks
11ID
X Stock Index Hand
book v1.2
(Per 29 Januari 2021)
Sumber data: BEI, OJK.
ETF Indeks
1. Reksa Dana Premier ETF LQ-45 ETF Indeks 18-Des-07 LQ45 R-LQ45X 2,256.44
2. Reksa Dana Premier ETF IDX30 ETF Indeks 29-Okt-12 IDX30 XIIT 2,436.08
3. Reksa Dana Syariah Premier ETF JII ETF Indeks 29-Apr-13 JII XIJI 16.26
4. Reksa Dana Premier ETF Sminfra18 ETF Indeks 05-Mar-14 SMINFRA18 XISI 81.38
5. Reksa Dana Premier ETF SRI-KEHATI ETF Indeks 25-Sep-14 SRI-KEHATI XISR 585.57
6. Reksa Dana Indeks Batavia IDX30 ETF ETF Indeks 19-Feb-18 IDX30 XBID 269.40
7. Reksa Dana Indeks Pinnacle IDX30 ETF ETF Indeks 30-Mei-18 IDX30 XPID 2.62
8. Reksa Dana ETF MNC36 Likuid ETF Indeks 29-Agu-18 MNC36 XMTS 5.97
9. Reksa Dana Indeks Simas ETF IDX30 ETF Indeks 12-Sep-18 IDX30 XSBC 203.75
10. Reksa Dana Indeks Premier ETF IDX High Dividend 20 ETF Indeks 18-Des-18 IDXHIDIV20 XIHD 30.85
11. Reksa Dana Indeks Premier ETF PEFINDO i Grade ETF Indeks 21-Des-18 I-GRADE XIPI 33.85
12. Reksa Dana Indeks Batavia SRI-KEHATI ETF ETF Indeks 22-Mar-19 SRI-KEHATI XBSK 411.67
13. Reksa Dana Indeks Panin ETF IDX30 Dinamis ETF Indeks 27-Mei-19 IDX30 XPTD 11.06
14. Reksa Dana Ashmore ETF LQ45 Alpha ETF Indeks 12-Jul-19 LQ45 XAQA 8.67
15. Reksa Dana Indeks Majoris PEFINDO I Grade ETF Indonesia ETF Indeks 25-Jul-19 I-GRADE XMIG 17.42
16. Reksa Dana Syariah Indeks Simas ETF JII ETF Indeks 17-Sep-19 JII XSSI 12.34
17. Reksa Dana PNM ETF Core LQ45 ETF Indeks 30-Sep-19 LQ45 XPCR 11.21
18. Reksa Dana Indeks Bahana ETF Bisnis 27 ETF Indeks 01-Okt-19 BISNIS-27 XBIN 119.07
19. Reksa Dana Indeks KISI IDX Value30 ETF ETF Indeks 12-Nov-19 IDXV30 XKIV 16.07
20. Reksa Dana Indeks Cipta ETF Index LQ45 ETF Indeks 27-Nov-19 LQ45 XCLQ 5.04
21. Reksa Dana Indeks Nusadana ETF IDX Value30 ETF Indeks 05-Des-19 IDXV30 XNVE 4.78
22. Reksa Dana Indeks STAR ETF SRI-KEHATI ETF Indeks 31-Jan-20 SRI-KEHATI XSRI 9.78
23. Reksa Dana Indeks SAM ETF SRI-KEHATI ETF Indeks 14-Mei-20 SRI-KEHATI XSSK 9.52
24. Reksa Dana Indeks Premier ETF Index IDX30 ETF Indeks 23-Jun-20 IDX30 XIID 329.18
Dana Kelolaan (AUM), Rp Miliar
Kode JATS IDXNo. Nama Produk ETF Tipe Tanggal
PencatatanIndeks Acuan
IDX Stock Ind
ex Handbook v1.2
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 36.452. Reksa Dana Kresna Indeks 45 RD Indeks 14-Okt-08 LQ45 196.473. Reksa Dana UOBAM Indeks Bisnis 27 RD Indeks 27-Sep-12 BISNIS-27 4.514. Reksa Dana Indeks Principal Index IDX30 RD Indeks 07-Des-12 IDX30 184.665. Reksa Dana Batavia LQ45 Plus RD Indeks 02-Mei-14 LQ45 62.566. Reksa Dana Indeks Premier IDX30 RD Indeks 01-Nov-16 IDX30 813.027. Reksa Dana Syariah Indeks Pinnacle Sharia JII Tracker RD Indeks 06-Okt-17 JII 30.748. Reksa Dana Syariah Indeks Syailendra Sharia Index JII RD Indeks 23-Okt-17 JII 18.789. Reksa Dana Indeks RHB SRI-KEHATI Index Fund RD Indeks 08-Nov-17 SRI-KEHATI 305.4710. Reksa Dana Syariah Indeks Majoris JII Syariah Indonesia RD Indeks 22-Nov-17 JII 23.3011. Reksa Dana Indeks Avrist IDX30 RD Indeks 18-Des-17 IDX30 146.4612. Reksa Dana Indeks Panin IDX30 RD Indeks 28-Des-17 IDX30 981.9613. Reksa Dana Indeks BNI AM Indeks IDX30 RD Indeks 28-Des-17 IDX30 831.9414. Reksa Dana Indeks Syailendra Index IDX30 RD Indeks 29-Des-17 IDX30 737.9815. Reksa Dana Syariah Indeks Cipta Syariah Indeks RD Indeks 02-Jan-18 JII 22.7116. Reksa Dana Indeks Insight Indeks IDX30 RD Indeks 30-Jan-18 IDX30 1.9917. Reksa Dana Syariah Indeks RHB JII Fund RD Indeks 28-Mar-18 JII 21.2318. Reksa Dana Indeks Insight SRI-KEHATI Likuid I Sri Likuid RD Indeks 29-Mar-18 SRI-KEHATI 203.9919. Reksa Dana Indeks Simas SRI-KEHATI RD Indeks 14-Mei-18 SRI-KEHATI 79.4920. Reksa Dana Indeks BNP Paribas IDX30 RD Indeks 07-Jun-18 IDX30 613.5021. Reksa Dana Indeks Ayers Asia AM Equity Index SRI-KEHATI RD Indeks 16-Jul-18 SRI-KEHATI 6.7322. Reksa Dana Indeks FWD Asset IDX30 Index Fund RD Indeks 30-Agu-18 IDX30 613.4223. Reksa Dana Indeks Simas IDX30 RD Indeks 10-Sep-18 IDX30 677.5324. Reksa Dana Indeks Mandiri Indeks LQ45 RD Indeks 22-Okt-18 LQ45 97.1325. Reksa Dana Indeks BNP Paribas SRI-KEHATI RD Indeks 29-Nov-18 SRI-KEHATI 293.6026. Reksa Dana Indeks BNP Paribas IDX30 Filantropi RD Indeks 01-Mar-19 IDX30 568.1827. Reksa Dana Indeks Avrist Indeks LQ45 RD Indeks 12-Mar-19 LQ45 769.1428. Reksa Dana Indeks Panin SRI-KEHATI RD Indeks 22-Agu-19 SRI-KEHATI 218.5629. Reksa Dana Indeks Principal Index IDX30 II RD Indeks 01-Okt-19 IDX30 728.85
Dana Kelolaan (AUM), Rp Miliar
Indeks AcuanNo. Nama Produk Reksa Dana Tipe Tanggal
Peluncuran
IDX Stock Ind
ex Handbook v1.2
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 Quality30 Mayor Minor Mayor Minor 15%
5. IDX Value30 Mayor Minor Mayor Minor 15%
6. IDX Growth30 Mayor Minor Mayor Minor 15%
7. IDX ESG Leaders Mayor Minor Mayor Minor 15% Sustainalytics
8. IDX BUMN20 Mayor Minor Mayor Minor 15%
9. KOMPAS100 Mayor Mayor - Kompas Gramedia Group
10. IDX SMC Composite Mayor Mayor -
11. IDX SMC Liquid Mayor Mayor -
12. PEFINDO25 Mayor Mayor - PT PEFINDO
13. IDX High Dividend 20 Mayor Minor 15%
14. SMinfra18 Minor Mayor Minor Mayor 15% PT SMI (Persero)
15. BISNIS-27 Mayor Mayor - PT Jurnalindo Aksara Grafika
16. MNC36 Mayor Mayor - MNC Group
17. SRI-KEHATI Mayor Mayor - Yayasan KEHATI
18. ISSI Mayor Mayor -
19. JII70 Mayor Mayor -
20. JII Mayor Mayor -
21. Investor33 Mayor Mayor - PT Media Investor Indonesia
22. PEFINDO i-Grade Minor Mayor Minor Mayor 20% PT PEFINDO
23. infobank15 Mayor Mayor - PT Info Artha Pratama
24. Indeks Sektoral (IDX-IC) Mayor -
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 v1.2
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.
16171819202122232425262728293031323334353637383940414243444546474849505152
1.2.3.4.5.6.7.8.9.10.11.12.13.14.15.16.17.18.19.20.21.22.23.24.25.26.27.28.29.30.31.32.33.34.35.36.37.
Indeks Harga Saham Gabungan (IHSG) ......................IDX80 .................................................................................LQ45 ..................................................................................IDX30 .................................................................................IDX Quality30 ...................................................................IDX Value30 .....................................................................IDX Growth30 ..................................................................IDX ESG Leaders ..............................................................IDX High Dividend 20 ......................................................IDX BUMN20 .....................................................................Indonesia Sharia Stock Index (ISSI) ...............................Jakarta Islamic 70 (JII70) ................................................Jakarta Islamic (JII) .........................................................IDX SMC Composite .......................................................IDX SMC Liquid ................................................................KOMPAS100 .....................................................................BISNIS-27 ...........................................................................MNC36 .............................................................................Investor33 .........................................................................infobank15 .......................................................................SMinfra18 ..........................................................................SRI-KEHATI .........................................................................PEFINDO25 .......................................................................PEFINDO i-Grade .............................................................Main Board ......................................................................Development Board .......................................................Sektor Energi ....................................................................Sektor Barang Baku .........................................................Sektor Perindustrian .........................................................Sektor Barang Konsumen Primer ...................................Sektor Barang Konsumen Non-Primer ...........................Sektor Kesehatan ............................................................Sektor Keuangan ............................................................Sektor Properti & Real Estat ...........................................Sektor Teknologi ..............................................................Sektor Infrastruktur ...........................................................Sektor Transportasi & Logistik ..........................................
15 IDX Stock Index Handbook v1.2
INDONESIA STOCK EXCHANGE
GENERAL INFORMATION HISTORICAL PERFORMANCEIndex Name : Return Jan 31, 2011 - Jan 29, 2021
IDX JATS Code : COMPOSITEDescription :
Launch Date :Base Date :Base Value :Methodology :
CONSTITUENT SELECTIONEligibility
INDEX PERFORMANCE RISK
INDEX MAINTENANCEListing
FUNDAMENTAL
Delisting
Exception INDEX CHARACTERISTICS SECTOR WEIGHTS
Number of ConstituentsConstituent In/Out Avg. (10Y)Market Cap Total (in tr. IDR)
LargestSmallestAverageMedian
Index MC / IDX MC (%)
TOP 10 CONSTITUENTSMarket Cap Index
Code Company Name (in trill. IDR) Weight SectorBBCA Bank Central Asia Tbk. FinancialsBBRI Bank Rakyat Indonesia (Persero) Tbk. FinancialsTLKM Telkom Indonesia (Persero) Tbk. InfrastructuresBMRI Bank Mandiri (Persero) Tbk. FinancialsUNVR Unilever Indonesia Tbk. Consumer Non-CyclicalsASII Astra International Tbk. IndustrialsTPIA Chandra Asri Petrochemical Tbk. Basic MaterialsHMSP H.M. Sampoerna Tbk. Consumer Non-CyclicalsEMTK Elang Mahkota Teknologi Tbk. IndustrialsICBP Indofood CBP Sukses Makmur Tbk. Consumer Non-Cyclicals
Total (Top 10 Constituents)
Data prior to the launch date is back-tested data.
Data as of: Jan 29, 2021Contact Information DisclaimerBusiness Development DivisionIndonesia Stock ExchangeMore Informationhttps://www.idx.co.id/en-us/products/index/
9.49<0.01
825.01
10Y
33.562015
6,763.37
2014 17.3%
18.6%-11.9%11.7%
-14.0%15.3%
-12.1%22.3% 1.84
P/E (Weight Avg.)P/BV (Weight Avg.)26.4%
713#VALUE!
11.36%
2016
71.96%27.02%
-11.25%
13.84%-1.31%
10.3% 22.0%-3.1% -9.0%
3Y Std Dev (Annualized)5Y Std Dev (Annualized)
2.0%
1.00IHSG
2018
-2.5%
3.2%-2.5%
20.0%2017
1.7%
3,005.61 44.44%
107.24 1.59%106.12 1.57%
181.46 2.68%152.38 2.25%
246.95
1.09
3.65%
303.76 4.49%
825.01510.43
4.56%7.55%
3.91%
308.08
12.20%
264.19
100.00%
Since Base Date (Ann.)
April 1, 1983100
2019
5Y (Annualized)10Y (Annualized)
INDEX FACT SHEET
YoY Returns
January 2021
16.4%
3Y Beta5Y Beta
-2.0%-5.1%
ISSI
-5.5%
1.0019.1%
-7.8%
LQ45-3.0%YTD 2021
2020
Year
A stock which is listed in Main Board or Development Boardof the IDX will be included in the IDX Composite index sincethe listing date.
A stock which is delisted from Main Board or DevelopmentBoard of the IDX will be excluded from the IDX Compositesince the effective date of delisting.
In the case that the important market information of aparticular stock could affect significantly to the index, theIDX may consider to exclude some or all of the shares of aparticular stock from the IDX Composite index.
IDX COMPOSITE (IHSG)
Returns6M1Y
5Y3Y
-3.90%5762.35%Since Base Date
3Y (Annualized)
IDX Composite/ Indeks Harga Saham Gabungan (IHSG)
An index that measures the stock price performance of alllisted companies in Main Board and Development Board ofthe Indonesia Stock Exchange.
April 4, 1983
Market Capitalization Weighted
Every stock (both common & preferred) listed in Main Board and Development Board of IDX is included in the IDX Composite index.
4.90%5.57%
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 any otherintellectual 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 of Indonesia, and protectedunder 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 for income-generating activities, require aproper 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. Allinformation 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 Indicesinformation and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or implied warranties of the fitness of IDX Indices for a particular purpose or use, or as to theresults 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 cannot be held accountable or has any payment obligations or anything against any losses, errors ordamages arising from the use of any information or data contained herein.
-20%
0%
20%
40%
60%
80%
100%
120%
2011 2012 2013 2014 2015 2016 2017 2018 2019 2020
IHSG5862.352(71.96%)
Financials37.1%
Consumer Non-Cyclicals
16.4%
Basic Materials11.9%
Infrastructures9.6%
Industrials7.3%
Energy5.2%
Consumer Cyclicals4.3%
Properties & Real Estate4.1%
Healthcare3.2%
Technology0.6%
Transportation & Logistic
0.4%
Jan 2021
=σ =1 x 100
IDX Stock Index Handbook v1.216
IDX Stock Index Handbook v1.217
INDONESIA STOCK EXCHANGE
GENERAL INFORMATION HISTORICAL PERFORMANCEIndex Name : IDX80 Return Jan 31, 2012 - Jan 29, 2021IDX JATS Code : IDX80Description :
Launch Date :Base Date :Base Value :Methodology :
INDEX PERFORMANCE RISK CONSTITUENT SELECTION
Universe
Selection Criteria FUNDAMENTAL
INDEX CHARACTERISTICS SECTOR WEIGHTS
INDEX MAINTENANCE Number of ConstituentsPeriodic Review Schedules Constituent In/Out Avg. (10Y)
Market Cap Total* (in tr. IDR)Largest
Effective Date SmallestAverageMedian
AnnouncementIndex MC / IDX MC (%)
TOP 10 CONSTITUENTSMarket Cap* Index
Code Company Name (in trill. IDR) Weight SectorBBRI Bank Rakyat Indonesia (Persero) Tbk. FinancialsBBCA Bank Central Asia Tbk. FinancialsBMRI Bank Mandiri (Persero) Tbk. FinancialsTLKM Telkom Indonesia (Persero) Tbk. InfrastructuresASII Astra International Tbk. IndustrialsBBNI Bank Negara Indonesia (Persero) Tbk. FinancialsUNVR Unilever Indonesia Tbk. Consumer Non-CyclicalsCPIN Charoen Pokphand Indonesia Tbk Consumer Non-CyclicalsUNTR United Tractors Tbk. IndustrialsSMGR Semen Indonesia (Persero) Tbk. Basic Materials
Total (Top 10 Constituents)
Data prior to the launch date is back-tested data.
*Adjusted Market Capitalization
Data as of: Jan 29, 2021Contact Information DisclaimerBusiness Development DivisionIndonesia Stock ExchangeMore Informationhttps://www.idx.co.id/en-us/products/index/
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.
150 stocks selected from constituents of IDX Compositethat have been listed for at least 6 months based ontransaction value in the regular market over the past 12months.
From the universe, 80 stocks selected to be IDX80constituents by considering the factors below:a. Liquidity: transaction value, transaction frequency,
number of days of transactions in regular market andfree float market capitalization,
b. Fundamentals: financial performance, compliance, andothers.
20182017201620152014
2.6%
5Y (Annualized)10Y (Annualized)Since Base Date (Ann.)
3.36%
10Y
-5.57%31.46%
-
Since Base Date3Y (Annualized)
14.2%-13.8%27.1%
2019-6.7%
17.8%
3.09%
INDEX FACT SHEET
YoY Returns
January 2021
21.4%
3Y Beta5Y Beta
-2.5%-5.7%
An index that measures the stock price performance of 80stocks with relatively large market capitalization, highliquidity, and good fundamentals.
February 1, 2019
Capped Free Float Adjusted Market Capitalization Weighted
On each periodic review, the constituent weight is cappedso the highest weight in the index is no more than 9%.
IDX80
January 31, 2012100
Returns6M1Y
5Y3Y YTD 2021
2020
Year
21.552.09
P/E (Weight Avg.)
IHSG
-11.9%
-5.1%
1.3125.2%
11.7%
3.2%-7.8%
-12.1%26.4%
-2.5%LQ45
P/BV (Weight Avg.)
-2.0%
22.3%
15.3%
#VALUE!
777.94 58.25%
34.46 2.58%30.79 2.31%
38.10 2.85%37.83 2.83%
40.99
6.26
3.07%
115.67 8.66%
130.02119.75
8.91%8.97%
8.34%
118.99
9.73%
111.35
69.88%
1,335.59
0.57130.02
16.69
80
-17.97%
-15.78%
15.21%-2.37%
20.0% 22.0%-2.5% -9.0%
3Y Std Dev (Annualized)5Y Std Dev (Annualized)
1.7%
1.32IDX80
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 any otherintellectual 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 of Indonesia, and protectedunder 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 for income-generating activities, require aproper 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. Allinformation 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 Indicesinformation and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or implied warranties of the fitness of IDX Indices for a particular purpose or use, or as to theresults 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 cannot be held accountable or has any payment obligations or anything against any losses, errors ordamages arising from the use of any information or data contained herein.
-40%
-20%
0%
20%
40%
60%
80%
2012 2013 2014 2015 2016 2017 2018 2019 2020
IHSG LQ45 IDX80 IHSG5862.352(48.73%)
IDX80131.46
(31.46%)
LQ45911.98
(31.76%)
Financials33.4%
Infrastructures15.1%
Basic Materials13.3%
Consumer Non-Cyclicals
12.9%
Industrials11.2%
Energy4.5%
Healthcare3.9%
Consumer Cyclicals3.5%
Properties & Real Estate2.2%
Technology0.1%
Jan 2021
=σ =1 ×
x 100
IDX Stock Index Handbook v1.218
INDONESIA STOCK EXCHANGE
GENERAL INFORMATION HISTORICAL PERFORMANCEIndex Name : LQ45 Return Jan 31, 2011 - Jan 29, 2021IDX JATS Code : LQ45Description :
Launch Date :Base Date :Base Value :Methodology :
INDEX PERFORMANCE RISK CONSTITUENT SELECTION
Universe
Selection Criteria
FUNDAMENTAL
INDEX CHARACTERISTICS SECTOR WEIGHTS
INDEX MAINTENANCE Number of ConstituentsPeriodic Review Schedules Constituent In/Out Avg. (10Y)
Market Cap Total* (in tr. IDR)Largest
Effective Date SmallestAverageMedian
AnnouncementIndex MC / IDX MC (%)
TOP 10 CONSTITUENTSMarket Cap* Index
Code Company Name (in trill. IDR) Weight SectorBBRI Bank Rakyat Indonesia (Persero) Tbk. FinancialsBBCA Bank Central Asia Tbk. FinancialsTLKM Telkom Indonesia (Persero) Tbk. InfrastructuresBMRI Bank Mandiri (Persero) Tbk. FinancialsASII Astra International Tbk. IndustrialsBBNI Bank Negara Indonesia (Persero) Tbk. FinancialsUNVR Unilever Indonesia Tbk. Consumer Non-CyclicalsCPIN Charoen Pokphand Indonesia Tbk Consumer Non-CyclicalsUNTR United Tractors Tbk. IndustrialsSMGR Semen Indonesia (Persero) Tbk. Basic Materials
Total (Top 10 Constituents)
Data prior to the launch date is back-tested data.
*Adjusted Market Capitalization
Data as of: Jan 29, 2021Contact Information DisclaimerBusiness Development DivisionIndonesia Stock ExchangeMore Informationhttps://www.idx.co.id/en-us/products/index/
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.
Liquidity: transaction value, transaction frequency,number of days of transactions in regular market andfree float market capitalization;
b. Fundamentals: financial performance, compliance, andothers.
a. 11.7%-11.9%26.4%
YTD 20212020201920182017201620152014
3.2%
INDEX FACT SHEET
YoY Returns
January 2021
21.8%
3Y Beta5Y Beta
-2.5%-7.8%
An index that measures the stock price performance of 45stocks with relatively large market capitalization, highliquidity, and good fundamentals.
February 1, 1997
Capped Free Float Adjusted Market Capitalization Weighted
On each periodic review, the constituent weight is cappedso the highest weight in the index is no more than 15%.
LQ45
July 13, 1994
Constituents of IDX80 Index.
From the 80 stocks of the IDX80 constituents that havebeen selected in the given period, 45 stocks are selected tobe LQ45 constituents by considering the factors below: Since Base Date
3Y (Annualized)5Y (Annualized)
100
10Y (Annualized)Since Base Date (Ann.)
Returns
2.66%
6M1Y
5Y10Y
-6.23%
3Y
811.98%
4.31% 20.382.17
P/E (Weight Avg.)
IHSG
-10.2%
-5.1%
1.3125.6%
15.0%
2.4%-9.3%
-12.1%27.4%
-3.1%IDX30
P/BV (Weight Avg.)
-2.0%
22.3%
15.3%
996.63 69.24%
34.46 2.39%30.79 2.14%
38.10 2.65%37.83 2.63%
40.99
12.46
8.68%
2.85%
121.51 8.44%
219.74214.46
10.24%14.90%
7.74%
147.42
15.27%
111.35
61.35%
1,439.42
1.73219.74
31.99
45#VALUE!
52.54%14.00%
-17.52%
13.57%-5.20%
20.0% 24.4%-2.5% -8.8%
3Y Std Dev (Annualized)5Y Std Dev (Annualized)
1.7%
1.32LQ45Year
-9.0%22.0%
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 any otherintellectual 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 of Indonesia, and protectedunder 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 for income-generating activities, require aproper 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. Allinformation 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 Indicesinformation and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or implied warranties of the fitness of IDX Indices for a particular purpose or use, or as to theresults 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 cannot be held accountable or has any payment obligations or anything against any losses, errors ordamages arising from the use of any information or data contained herein.
-20%
0%
20%
40%
60%
80%
100%
120%
2011 2012 2013 2014 2015 2016 2017 2018 2019 2020
IHSG IDX30 LQ45 IHSG5862.352(71.96%)
LQ45911.98
(52.54%)
IDX30486.619(62.53%)
Financials42.5%
Infrastructures15.5%
Basic Materials10.2%
Consumer Non-Cyclicals
10.5%Industrials
10.1%
Healthcare3.2%
Energy3.7%
Consumer Cyclicals2.4%
Properties & Real Estate2.0%
Jan 2021
=σ =1 ×
x 100
IDX Stock Index Handbook v1.219
INDONESIA STOCK EXCHANGE
GENERAL INFORMATION HISTORICAL PERFORMANCEIndex Name : IDX30 Return Jan 31, 2012 - Jan 29, 2021IDX JATS Code : IDX30Description :
Launch Date :Base Date :Base Value :Methodology :
INDEX PERFORMANCE RISK CONSTITUENT SELECTION
Universe
Selection Criteria
FUNDAMENTAL
INDEX MAINTENANCE INDEX CHARACTERISTICS SECTOR WEIGHTSPeriodic Review Schedules
Number of ConstituentsConstituent In/Out Avg. (10Y)
Effective Date Market Cap Total* (in tr. IDR)LargestSmallest
Announcement AverageMedian
Index MC / IDX MC (%)
TOP 10 CONSTITUENTSMarket Cap* Index
Code Company Name (in trill. IDR) Weight SectorBBRI Bank Rakyat Indonesia (Persero) Tbk. FinancialsBBCA Bank Central Asia Tbk. FinancialsTLKM Telkom Indonesia (Persero) Tbk. InfrastructuresBMRI Bank Mandiri (Persero) Tbk. FinancialsASII Astra International Tbk. IndustrialsBBNI Bank Negara Indonesia (Persero) Tbk. FinancialsUNVR Unilever Indonesia Tbk. Consumer Non-CyclicalsCPIN Charoen Pokphand Indonesia Tbk Consumer Non-CyclicalsUNTR United Tractors Tbk. IndustrialsSMGR Semen Indonesia (Persero) Tbk. Basic Materials
Total (Top 10 Constituents)
Data prior to the launch date is back-tested data.
*Adjusted Market Capitalization
Data as of: Jan 29, 2021Contact Information DisclaimerBusiness Development DivisionIndonesia Stock ExchangeMore Informationhttps://www.idx.co.id/en-us/products/index/
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.
-16.16%
-19.34%
11.03%-7.65%
20.0% 22.0%-2.5% -9.0%
3Y Std Dev (Annualized)5Y Std Dev (Annualized)
1.7%
1.33IDX30Year
-8.8%24.4%
40.99
22.29
10.34%
3.24%
121.51 9.59%
213.52191.96
11.64%15.16%
8.79%
147.42
16.86%
111.35
55.70%
1,266.43
4.02213.52
42.21
30#VALUE!
967.91 76.43%
34.46 2.72%30.79 2.43%
38.10 3.01%37.83 2.99%
19.982.21
P/E (Weight Avg.)
IHSG
-11.9%
-5.1%
1.3226.0%
11.7%
3.2%-7.8%
-12.1%26.4%
-2.5%LQ45
P/BV (Weight Avg.)
-2.0%
22.3%
15.3%
INDEX FACT SHEET
YoY Returns
January 2021
22.2%
3Y Beta5Y Beta
-3.1%-9.3%
An index that measures the stock price performance of 30stocks with relatively large market capitalization, highliquidity, and good fundamentals.
April 23, 2012
Capped Free Float Adjusted Market Capitalization Weighted
On each periodic review, the constituent weight is cappedso the highest weight in the index is no more than 15%.
IDX30
December 28, 2004
Constituents of LQ45 Index.
100
Returns6M1Y
5Y3Y
From the 45 stocks of LQ45 constituents that have beenselected in the given period, 30 stocks are selected to beIDX30 constituents by considering the factors below:
YTD 20212020
2.4%
5Y (Annualized)10Y (Annualized)Since Base Date (Ann.)
3.04%
10Y
-6.92%386.62%
-
Since Base Date3Y (Annualized)
15.0%-10.2%27.4%
2019
a. Liquidity: transaction value, transaction frequency,number of days of transactions in regular market andfree float market capitalization;
b. Fundamentals: financial performance, compliance, andothers.
20182017201620152014
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 any otherintellectual 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 of Indonesia, and protectedunder 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 for income-generating activities, require aproper 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. Allinformation 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 Indicesinformation and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or implied warranties of the fitness of IDX Indices for a particular purpose or use, or as to theresults 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 cannot be held accountable or has any payment obligations or anything against any losses, errors ordamages arising from the use of any information or data contained herein.
-40%
-20%
0%
20%
40%
60%
80%
100%
2012 2013 2014 2015 2016 2017 2018 2019 2020
IHSG LQ45 IDX30 IHSG5862.352(48.73%)
IDX30486.619(38.55%)
LQ45911.98
(31.76%)
Financials46.0%
Infrastructures14.2%
Consumer Non-Cyclicals
12.0%
Industrials11.5%
Basic Materials8.6%
Energy3.4%
Healthcare2.4%
Consumer Cyclicals1.9%
Jan 2021
=σ =1 ×
x 100
IDX Stock Index Handbook v1.220
INDONESIA STOCK EXCHANGE
GENERAL INFORMATION HISTORICAL PERFORMANCEIndex Name : IDX Quality30 Return Feb 04, 2014 - Jan 29, 2021IDX JATS Code : IDXQ30Description :
Launch Date :Base Date :Base Value :Methodology :
INDEX PERFORMANCE RISK
CONSTITUENT SELECTIONUniverse
Selection Criteria
FUNDAMENTAL
INDEX CHARACTERISTICS SECTOR WEIGHTS
Number of ConstituentsConstituent In/Out Avg. (10Y)
INDEX MAINTENANCE Market Cap Total* (in tr. IDR)Periodic Review Schedules Largest
SmallestAverage
Effective Date Median
Index MC / IDX MC (%)Announcement
TOP 10 CONSTITUENTSMarket Cap* Index
Code Company Name (in trill. IDR) Weight SectorBBRI Bank Rakyat Indonesia (Persero) Tbk. FinancialsBBCA Bank Central Asia Tbk. FinancialsTLKM Telkom Indonesia (Persero) Tbk. InfrastructuresBMRI Bank Mandiri (Persero) Tbk. FinancialsCPIN Charoen Pokphand Indonesia Tbk Consumer Non-CyclicalsBBNI Bank Negara Indonesia (Persero) Tbk. FinancialsUNVR Unilever Indonesia Tbk. Consumer Non-CyclicalsUNTR United Tractors Tbk. IndustrialsKLBF Kalbe Farma Tbk. HealthcareICBP Indofood CBP Sukses Makmur Tbk. Consumer Non-Cyclicals
Total (Top 10 Constituents)
Data prior to the launch date is back-tested data.
*Adjusted Market Capitalization
Data as of: Jan 29, 2021Contact Information DisclaimerBusiness Development DivisionIndonesia Stock ExchangeMore Informationhttps://www.idx.co.id/en-us/products/index/
1. Major Review: January and July.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.
Stocks that are eligible to be selected in the index selection are filtered based on the following criteria:1. Profitability Ratio : Return-on-Equity (ROE),2. Solvency Ratio : Debt-to-Equity Ratio (DER), and3. Earnings Variability : Volatility of Earning per Share
(EPS) growth.Quality Score of each stock is calculated based on the assessment of the three variables. The final selection of 30 constituents of IDX Quality30 is based on the highest Quality Score.
2.
2019
5Y (Annualized)10Y (Annualized)
IDX QUALITY30
Returns6M1Y
5Y3Y
-5.13%39.79%Since Base Date
3Y (Annualized)4.81%
-Since Base Date (Ann.)
An index that measures the stock price performance of 30stocks that historically have relatively high profitability, good solvency, and stable profit growth with high trading liquidityand good financial performance.
August 10, 2020February 4, 2014100
Capped Free Float Market Capitalization Weighted & QualityFactored
On each periodic review, the constituent weight is cappedso the highest weight in the index is no more than 15%.
Constituents of IDX80 Index.
INDEX FACT SHEET
YoY Returns
January 2021
21.6%
3Y Beta5Y Beta
-3.5%-8.5%
IHSG
-5.1%
1.2725.2%
-7.8%
LQ45-2.0%YTD 2021
2020
Year
59.43
18.79
4.16%
184.69 12.93%
246.08223.08
14.24%15.62%
4.40%
203.44
17.23%
62.80
48.58%
1,173.82 82.17%
50.38 3.53%38.42 2.69%
54.86 3.84%50.66 3.55%
-26.51%
-14.61%
8.20%-8.46%
20.0% 22.0%-2.5% -9.0%
3Y Std Dev (Annualized)5Y Std Dev (Annualized)
1.7%
1.28IDXQ30
2018
-2.5%
3.2%-4.3%
27.4%2017
2.1%
47.611.15
246.08
10Y
20.742015
1,428.44
2014 20.1%
15.3%-11.9%11.7%
-12.1%15.7%
-11.7%24.5% 2.75
P/E (Weight Avg.)P/BV (Weight Avg.)23.7%
30#VALUE!
4.91%
2016
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 any otherintellectual 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 of Indonesia, and protectedunder 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 for income-generating activities, require aproper 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. Allinformation 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 Indicesinformation and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or implied warranties of the fitness of IDX Indices for a particular purpose or use, or as to theresults 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 cannot be held accountable or has any payment obligations or anything against any losses, errors ordamages arising from the use of any information or data contained herein.
-30%
-20%
-10%
0%
10%
20%
30%
40%
50%
60%
70%
80%
2014 2015 2016 2017 2018 2019 2020
IHSG LQ45 IDXQ30
IHSG5862.352(34.70%)
IDXQ30139.792(39.79%)
LQ45911.98
(25.51%)
Financials52.0%
Consumer Non-Cyclicals
15.5%
Infrastructures14.5%
Healthcare6.0%
Consumer Cyclicals4.1%
Industrials3.5%
Basic Materials2.2%
Energy1.2%
Properties & Real Estate0.9%
Jan 2021
=σ =1 × ×
x 100
IDX Stock Index Handbook v1.221
INDONESIA STOCK EXCHANGE
GENERAL INFORMATION HISTORICAL PERFORMANCEIndex Name : IDX Value30 Return Jan 30, 2014 - Jan 29, 2021IDX JATS Code : IDXV30Description :
Launch Date :Base Date :Base Value :Methodology :
INDEX PERFORMANCE RISK CONSTITUENT SELECTION
Universe
Eligibility
Selection FUNDAMENTAL
INDEX MAINTENANCEPeriodic Review Schedules
INDEX CHARACTERISTICS SECTOR WEIGHTSEffective Date
Number of ConstituentsConstituent In/Out Avg. (10Y)
Announcement Market Cap Total* (in tr. IDR)LargestSmallestAverageMedian
Index MC / IDX MC (%)
TOP 10 CONSTITUENTSMarket Cap* Index
Code Company Name (in trill. IDR) Weight SectorASII Astra International Tbk. IndustrialsBBNI Bank Negara Indonesia (Persero) Tbk. FinancialsUNTR United Tractors Tbk. IndustrialsINKP Indah Kiat Pulp & Paper Tbk. Basic MaterialsADRO Adaro Energy Tbk. EnergyTKIM Pabrik Kertas Tjiwi Kimia Tbk. Basic MaterialsPTBA Bukit Asam Tbk. EnergyMNCN Media Nusantara Citra Tbk. Consumer CyclicalsBSDE Bumi Serpong Damai Tbk. Properties & Real EstateCTRA Ciputra Development Tbk. Properties & Real Estate
Total (Top 10 Constituents)
Data prior to the launch date is back-tested data.
*Adjusted Market Capitalization
Data as of: Jan 29, 2021Contact Information DisclaimerBusiness Development DivisionIndonesia Stock ExchangeMore Informationhttps://www.idx.co.id/en-us/products/index/
- Stocks with extreme price-to-earning ratio (PER) andprice-to-book value ratio (PBV) are not considered.
30 stocks with the lowest PBV and PER.
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.
21.0%-9.9%
13.1%
YTD 20212020201920182017201620152014
-4.6%
5Y (Annualized)10Y (Annualized)Since Base Date (Ann.)
5.21%
10Y
-8.18%32.18%
-
Since Base Date
INDEX FACT SHEET
YoY Returns
January 2021
25.8%
3Y Beta5Y Beta
-4.7%-2.4%
An index that measures the stock price performance of 30stocks that have relatively low price valuations with hightrading liquidity and good fundamentals.
August 12, 2019
Capped Free Float Adjusted Market Capitalization Weighted
On each periodic review, the constituent weight is cappedso the highest weight in the index is no more than 15%.
IDX VALUE30
January 30, 2014
Constituents of IDX80 Index.
100
Returns6M1Y
5Y3Y
- Booked net profit and positive equity;
3Y (Annualized)
14.411.02
P/E (Weight Avg.)
IHSG
-11.9%
-5.1%
1.5130.5%
11.7%
3.2%-7.8%
-12.1%21.1%
-2.5%LQ45
P/BV (Weight Avg.)
-2.0%
18.3%
15.3%
196.70 75.83%
8.59 3.31%7.85 3.02%
10.02 3.86%9.78 3.77%
11.50
4.90
4.07%
4.43%
23.97 9.24%
36.9836.20
12.59%13.95%
7.38%
32.65
14.26%
19.16
13.05%
259.41
0.5736.98
8.65
30#VALUE!
-28.89%
-22.56%
29.10%5.60%
20.0% 22.0%-2.5% -9.0%
3Y Std Dev (Annualized)5Y Std Dev (Annualized)
1.7%
1.51IDXV30Year
-3.2%24.8%
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 any otherintellectual 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 of Indonesia, and protectedunder 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 for income-generating activities, require aproper 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. Allinformation 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 Indicesinformation and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or implied warranties of the fitness of IDX Indices for a particular purpose or use, or as to theresults 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 cannot be held accountable or has any payment obligations or anything against any losses, errors ordamages arising from the use of any information or data contained herein.
-40%
-20%
0%
20%
40%
60%
80%
2014 2015 2016 2017 2018 2019 2020
IHSG LQ45 IDXV30 IHSG5862.352(32.67%)
IDXV30132.181(32.18%)
LQ45911.98
(22.95%)
Industrials27.8%
Financials20.6%
Basic Materials14.9%
Energy14.5%
Infrastructures7.4%
Properties & Real Estate6.3%
Consumer Cyclicals5.2%
Consumer Non-Cyclicals2.8%
Technology0.5%
Jan 2021
=σ =1 ×
x 100
IDX Stock Index Handbook v1.222
INDONESIA STOCK EXCHANGE
GENERAL INFORMATION HISTORICAL PERFORMANCEIndex Name : IDX Growth30 Return Jan 30, 2014 - Jan 29, 2021IDX JATS Code : IDXG30Description :
Launch Date :Base Date :Base Value :Methodology :
INDEX PERFORMANCE RISK
CONSTITUENT SELECTIONUniverse
Eligibility
FUNDAMENTALSelection
INDEX MAINTENANCE INDEX CHARACTERISTICS SECTOR WEIGHTSPeriodic Review Schedules
Number of ConstituentsConstituent In/Out Avg. (10Y)
Effective Date Market Cap Total* (in tr. IDR)LargestSmallest
Announcement AverageMedian
Index MC / IDX MC (%)
TOP 10 CONSTITUENTSMarket Cap* Index
Code Company Name (in trill. IDR) Weight SectorBBRI Bank Rakyat Indonesia (Persero) Tbk. FinancialsBBCA Bank Central Asia Tbk. FinancialsTLKM Telkom Indonesia (Persero) Tbk. InfrastructuresCPIN Charoen Pokphand Indonesia Tbk Consumer Non-CyclicalsKLBF Kalbe Farma Tbk. HealthcareMDKA Merdeka Copper Gold Tbk. Basic MaterialsTOWR Sarana Menara Nusantara Tbk. InfrastructuresINKP Indah Kiat Pulp & Paper Tbk. Basic MaterialsINDF Indofood Sukses Makmur Tbk. Consumer Non-CyclicalsTBIG Tower Bersama Infrastructure Tbk. Infrastructures
Total (Top 10 Constituents)
Data prior to the launch date is back-tested data.
*Adjusted Market Capitalization
Data as of: Jan 29, 2021Contact Information DisclaimerBusiness Development DivisionIndonesia Stock ExchangeMore Informationhttps://www.idx.co.id/en-us/products/index/
100
Capped Free Float Adjusted Market Capitalization Weighted
On each periodic review, the constituent weight is cappedso 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.
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.
30.17
38.23%
604.10
0.74100.36
20.14
30
-25.79%
-11.18%
12.73%-1.90%
20.0% 22.0%-2.5% -9.0%
3Y Std Dev (Annualized)5Y Std Dev (Annualized)
1.7%
1.27IDXG30
#VALUE!
471.13 77.99%
23.35 3.87%22.54 3.73%
24.46 4.05%24.10 3.99%
26.60
10.37
4.40%
37.83 6.26%
100.3692.43
14.78%15.30%
4.99%
89.28
16.61%
22.032.60
P/E (Weight Avg.)
IHSG
-11.9%
-5.1%
1.2725.5%
11.7%
3.2%-7.8%
-12.1%21.1%
-2.5%LQ45
P/BV (Weight Avg.)
-2.0%
18.3%
15.3%
INDEX FACT SHEET
YoY Returns
January 2021
22.1%
3Y Beta5Y Beta
-1.3%-4.4%
IDX GROWTH30
August 12, 2019January 30, 2014
Returns6M1Y
5Y3Y YTD 2021
2020
Year
An index that measures the stock price performance of 30stocks that have a growth trend in stock prices relative tonet profit and revenue with high trading liquidity and goodfundamentals.
20182017201620152014
6.0%
5Y (Annualized)10Y (Annualized)Since Base Date (Ann.)
4.70%
10Y
-3.88%36.04%
-
Since Base Date3Y (Annualized)
17.3%-10.6%20.0%
2019-7.8%
17.3%
4.50%
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 any otherintellectual 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 of Indonesia, and protectedunder 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 for income-generating activities, require aproper 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. Allinformation 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 Indicesinformation and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or implied warranties of the fitness of IDX Indices for a particular purpose or use, or as to theresults 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 cannot be held accountable or has any payment obligations or anything against any losses, errors ordamages arising from the use of any information or data contained herein.
-30%
-20%
-10%
0%
10%
20%
30%
40%
50%
60%
70%
2014 2015 2016 2017 2018 2019 2020
IHSG LQ45 IDXG30
IHSG5862.352(32.67%)
IDXG30136.043(36.04%)
LQ45911.98
(22.95%)
Financials32.5%
Infrastructures24.4%
Consumer Non-Cyclicals
16.9%
Basic Materials10.2%
Healthcare8.3%
Energy4.4%
Consumer Cyclicals3.1%
Technology0.2%
Jan 2021
=σ =1 ×
x 100
IDX Stock Index Handbook v1.223
INDONESIA STOCK EXCHANGE
GENERAL INFORMATION HISTORICAL PERFORMANCEIndex Name : IDX ESG Leaders Return Feb 04, 2014 - Jan 29, 2021IDX JATS Code : IDXESGLDescription :
Launch Date :Base Date :Base Value :Methodology :
INDEX PERFORMANCE RISK
CONSTITUENT SELECTIONUniverse
Selection Criteria FUNDAMENTAL
INDEX CHARACTERISTICS SECTOR WEIGHTS
Number of Constituents INDEX MAINTENANCE Constituent In/Out Avg. (10Y)
Periodic Review Schedules Market Cap Total* (in tr. IDR)LargestSmallest
Effective Date AverageMedian
Index MC / IDX MC (%)Announcement
TOP 10 CONSTITUENTSMarket Cap* Index
Code Company Name (in trill. IDR) Weight SectorBBCA Bank Central Asia Tbk. FinancialsTLKM Telkom Indonesia (Persero) Tbk. InfrastructuresUNVR Unilever Indonesia Tbk. Consumer Non-CyclicalsASII Astra International Tbk. IndustrialsBMRI Bank Mandiri (Persero) Tbk. FinancialsJSMR Jasa Marga (Persero) Tbk. InfrastructuresBBNI Bank Negara Indonesia (Persero) Tbk. FinancialsACES Ace Hardware Indonesia Tbk. Consumer CyclicalsMNCN Media Nusantara Citra Tbk. Consumer CyclicalsSCMA Surya Citra Media Tbk. Consumer Cyclicals
Total (Top 10 Constituents)
Data prior to the launch date is back-tested data.
*Adjusted Market Capitalization
Data as of: Jan 29, 2021Contact Information DisclaimerBusiness Development DivisionIndonesia Stock ExchangeMore Informationhttps://www.idx.co.id/en-us/products/index/
20.681.25
97.90
10Y
20.572015
620.41
2014 20.1%
15.3%-11.9%11.7%
-12.1%6.4%
-5.4%27.0% 2.34
P/E (Weight Avg.)P/BV (Weight Avg.)23.7%
30#VALUE!
4.64%
2016
-15.87%
-15.02%
10.57%-6.12%
20.0% 22.0%-2.5% -9.0%
3Y Std Dev (Annualized)5Y Std Dev (Annualized)
1.7%
1.24IDXESGL
2018
-2.5%
3.2%-10.5%26.7%2017
5.3%
486.59 78.43%
19.07 3.07%18.18 2.93%
21.31 3.44%20.99 3.38%
30.56
9.66
4.93%
59.02 9.51%
97.9088.17
11.97%14.21%
9.20%
74.29
15.78%
57.11
39.85%
INDEX FACT SHEET
YoY Returns
January 2021
21.1%
3Y Beta5Y Beta
-3.3%-7.0%
IHSG
-5.1%
1.2324.7%
-7.8%
LQ45-2.0%YTD 2021
2020
Year
2.99%-
Since Base Date (Ann.)
December 14, 2020February 4, 2014
2019
5Y (Annualized)10Y (Annualized)
An index that measures price performance of stocks thatbecome leaders in ESG rating and do not have significantcontroversies selected from stocks with high tradingliquidity and good financial performance. The ESG ratingand controversy analysis is developed by Sustainalytics.
100
Capped Free Float Adjusted Market Capitalization WeightedAverage and ESG Tilt Factored
On each periodic review, the constituent weight is cappedso the highest weight in the index is no more than 15%.
IDX80 index constituents that have ESG risk rating provided by Sustainalytics.
Companies with involvement in controversies category 4 and 5 are excluded,
IDX ESG LEADERS
Returns6M1Y
5Y3Y
-5.29%37.28%Since Base Date
3Y (Annualized)
2. Minor Review: Beginning of June and December.
At the latest 5 exchange days prior to the effective date.
1.
2. Companies with ESG risk rating category of high and severe are excluded, and
1. Major Review: Beginning of March and September.
Third Wednesday of March, June, September, and December. If it’s a holiday, the effective date is the following Exchange Day.
3. From the remaining universe, companies that have lowest ESG risk ratings are selected (with minimum of 15 constituent and maximum of 30 constituent).
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 any otherintellectual 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 of Indonesia, and protectedunder 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 for income-generating activities, require aproper 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. Allinformation 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 Indicesinformation and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or implied warranties of the fitness of IDX Indices for a particular purpose or use, or as to theresults 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 cannot be held accountable or has any payment obligations or anything against any losses, errors ordamages arising from the use of any information or data contained herein.
-30%
-20%
-10%
0%
10%
20%
30%
40%
50%
60%
70%
2014 2015 2016 2017 2018 2019 2020
IHSG LQ45 IDXESGL
IHSG5862.352(34.70%)
IDXESGL137.284(37.28%)
LQ45911.98
(25.51%)
Financials29.1%
Infrastructures25.1%
Consumer Cyclicals14.8%
Consumer Non-Cyclicals
13.3%
Industrials9.5%
Properties & Real Estate4.0%
Basic Materials2.7%
Energy1.6%
Jan 2021
INDONESIA STOCK EXCHANGE
GENERAL INFORMATION HISTORICAL PERFORMANCE
Index Name : IDX High Dividend 20 Return Jan 31, 2011 - Jan 29, 2021
IDX JATS Code : IDXHIDIV20
Description :
Launch Date :
Base Date :
Base Value :
Methodology :
INDEX PERFORMANCE RISK
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
Index MC / IDX MC (%)
TOP 10 CONSTITUENTSMarket Cap* Index
Code Company Name (in trill. IDR) Weight Sector
BBRI Bank Rakyat Indonesia (Persero) Tbk. Financials
BMRI Bank Mandiri (Persero) Tbk. Financials
TLKM Telkom Indonesia (Persero) Tbk. Infrastructures
BBCA Bank Central Asia Tbk. Financials
ASII Astra International Tbk. Industrials
TOWR Sarana Menara Nusantara Tbk. Infrastructures
BBNI Bank Negara Indonesia (Persero) Tbk. Financials
INTP Indocement Tunggal Prakarsa Tbk. Basic Materials
UNTR United Tractors Tbk. Industrials
PTBA Bukit Asam Tbk. Energy
Total (Top 10 Constituents)
Data prior to the launch date is back-tested data.
*Adjusted Market Capitalization
Data as of: Jan 29, 2021
Contact Information Disclaimer
Business Development Division
Indonesia Stock Exchange
More Information
https://www.idx.co.id/en-us/products/index/
2. Minor Review: July.
Third trading day of the month after reviewing month
(February & August).
At the latest 5 exchange days prior to the effective date.
10Y
-9.11%
328.32%
5.13%
Since Base Date
3Y (Annualized)
From the universe, 20 stocks are selected to be index
constituents by considering the factors below:
a. Dividend yields over the past 3 years;
b. Trading value in regular market over the past 3 months,
6 months and 12 months;
25.71
0.17
4.00
1.29
20
#VALUE!
2016
2015
18.3%
-13.8%
24.4%
2019
-7.9%
26.1%
12.89%
INDEX FACT SHEET
YoY Returns
January 2021
22.5%
3Y Beta
5Y Beta
-4.0%
-10.8%
19.85
2.29
P/E (Weight Avg.)
IHSG
-11.9%
-5.1%
1.31
26.1%
11.7%
-12.1%
26.4%
-2.5%
LQ45
P/BV (Weight Avg.)
-2.0%
22.3%
15.3%
IDX HIGH DIVIDEND 20
May 17, 2018
January 30, 2009
Returns
6M
1Y
5Y
3Y YTD 2021
2020
Year
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.
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.
100
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%.
1.35
0.75
5.26%
2.76 10.74%
4.00
3.72
14.15%
14.46%
7.45%
3.64
15.57%
1.92
48.84%
20.88 81.23%
0.83 3.22%
0.75 2.92%
1.04 4.05%
0.87 3.40%
64.97%
13.65%
-24.89%
8.21%
-9.86%
20.0% 22.0%
-2.5% -9.0%
3Y Std Dev (Annualized)
5Y Std Dev (Annualized)
1.7%
1.30
DIV20
2018
2017
-2.2% 3.2%
-7.8%
2014
5Y (Annualized)
10Y (Annualized)
Since Base Date (Ann.)
2.59%
c. Free-float market capitalization.
1. Major Review: January.
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 any otherintellectual 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 of Indonesia, and protectedunder 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 for income-generating activities, require aproper 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. Allinformation 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 Indicesinformation and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or implied warranties of the fitness of IDX Indices for a particular purpose or use, or as to theresults 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 cannot be held accountable or has any payment obligations or anything against any losses, errors ordamages arising from the use of any information or data contained herein.
-20%
0%
20%
40%
60%
80%
100%
120%
140%
2011 2012 2013 2014 2015 2016 2017 2018 2019 2020
IHSG LQ45 DIV20 IHSG5862.352(71.96%)
DIV20428.319(64.97%)
LQ45911.98
(52.54%)
Financials44.8%
Infrastructures19.4%
Industrials10.7%
Consumer Non-Cyclicals
10.3%
Energy8.9%
Basic Materials3.4%
Healthcare1.8%
Consumer Cyclicals0.7%
Jan 2021
𝐼𝑛𝑑𝑒𝑥 =σ𝑖=1𝑛 𝑀𝐶𝑖 × 𝐹𝐹 𝑅𝑎𝑡𝑖𝑜𝑖×𝐷𝑖𝑣𝑖𝑑𝑒𝑛𝑑 𝑌𝑖𝑒𝑙𝑑𝑖
𝐵𝑎𝑠𝑒 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝x 100
INDONESIA STOCK EXCHANGE
GENERAL INFORMATION HISTORICAL PERFORMANCE
Index Name : IDX BUMN20 Return Jan 31, 2011 - Jan 29, 2021
IDX JATS Code : IDXBUMN20
Description :
Launch Date :
Base Date :
Base Value :
Methodology :
INDEX PERFORMANCE RISK
CONSTITUENT SELECTIONUniverse
Selection Criteria
FUNDAMENTAL
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
BBRI Bank Rakyat Indonesia (Persero) Tbk. Financials
BMRI Bank Mandiri (Persero) Tbk. Financials
BBNI Bank Negara Indonesia (Persero) Tbk. Financials
TLKM Telkom Indonesia (Persero) Tbk. Infrastructures
SMGR Semen Indonesia (Persero) Tbk. Basic Materials
ANTM Aneka Tambang Tbk. Basic Materials
PGAS Perusahaan Gas Negara Tbk. Energy
JSMR Jasa Marga (Persero) Tbk. Infrastructures
PTBA Bukit Asam Tbk. Energy
WSKT Waskita Karya (Persero) Tbk. Infrastructures
Total (Top 10 Constituents)
Data prior to the launch date is back-tested data.
*Adjusted Market Capitalization
Data as of: Jan 29, 2021
Contact Information Disclaimer
Business Development Division
Indonesia Stock Exchange
More Information
https://www.idx.co.id/en-us/products/index/
76.65%
25.50%
-16.36%
27.55%
1.41%
20.0% 22.0%
-2.5% -9.0%
3Y Std Dev (Annualized)
5Y Std Dev (Annualized)
1.7%
1.53
BUMN20
2018
53.35
18.27
7.23%
89.23 12.10%
112.07
101.44
13.53%
13.75%
631.66 85.62%
29.72 4.03%
19.21 2.60%
32.60 4.42%
31.35 4.25%
8.52%
99.81
15.19%
62.87
23.06%
3.2%
-7.8%
-12.1%
26.4%39.7%
2019
-7.4%
18.3%
11.53%
2017
-0.5%
-5.78%
270.28%
2014Since Base Date (Ann.)
4.65%
10Y
IDX BUMN20
May 17, 2018
January 30, 2009
Returns
6M
1Y
5Y
3Y YTD 2021
2020
Year
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.
100
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.
INDEX FACT SHEET
YoY Returns
January 2021
25.5%
3Y Beta
5Y Beta
-5.6%
0.4%
21.10
-2.5%
LQ45
-2.0%
15.3%23.2%
-18.8%
1.77
P/E (Weight Avg.)
IHSG
-11.9%
-5.1%
1.49
30.2%
11.7%
2. Minor Review: April and October.
1. Major Review: January and July.
P/BV (Weight Avg.)22.3%
5Y (Annualized)
10Y (Annualized)
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.
5.86%
Since Base Date
3Y (Annualized)
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.
737.75
1.91
112.07
36.89
20
#VALUE!
2016
2015
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 any otherintellectual 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 of Indonesia, and protectedunder 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 for income-generating activities, require aproper 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. Allinformation 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 Indicesinformation and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or implied warranties of the fitness of IDX Indices for a particular purpose or use, or as to theresults 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 cannot be held accountable or has any payment obligations or anything against any losses, errors ordamages arising from the use of any information or data contained herein.
-20%
0%
20%
40%
60%
80%
100%
120%
140%
2011 2012 2013 2014 2015 2016 2017 2018 2019 2020
IHSG LQ45 BUMN20
IHSG5862.352(71.96%)
BUMN20370.277(76.65%)
LQ45911.98
(52.54%)
Financials46.6%
Infrastructures22.8%
Basic Materials19.4%
Energy8.8%
Healthcare2.3%
Jan 2021
𝐼𝑛𝑑𝑒𝑥 =σ𝑖=1𝑛 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝𝑖
𝐵𝑎𝑠𝑒 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝x 100
INDONESIA STOCK EXCHANGE
GENERAL INFORMATION HISTORICAL PERFORMANCE
Index Name : Return Jan 31, 2011 - Jan 29, 2021
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
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 Telkom Indonesia (Persero) Tbk. Infrastructures
UNVR Unilever Indonesia Tbk. Consumer Non-Cyclicals
TPIA Chandra Asri Petrochemical Tbk. Basic Materials
EMTK Elang Mahkota Teknologi Tbk. Industrials
ICBP Indofood CBP Sukses Makmur Tbk. Consumer Non-Cyclicals
CPIN Charoen Pokphand Indonesia Tbk Consumer Non-Cyclicals
UNTR United Tractors Tbk. Industrials
BRPT Barito Pacific Tbk. Basic Materials
INKP Indah Kiat Pulp & Paper Tbk. Basic Materials
KLBF Kalbe Farma Tbk. Healthcare
Total (Top 10 Constituents)
Data prior to the launch date is back-tested data.
Data as of: Jan 29, 2021
Contact Information Disclaimer
Business Development Division
Indonesia Stock Exchange
More Information
https://www.idx.co.id/en-us/products/index/
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.
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).
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.
Since Base Date
3Y (Annualized)
18.6%
-14.0%
17.3%
2019
-3.1%
10.3%
4.24%
5Y (Annualized)
10Y (Annualized)
Since Base Date (Ann.)
10Y
INDEX FACT SHEET
YoY Returns
January 2021
16.3%
3Y Beta
5Y Beta
-3.0%
-5.5%
INDONESIA SHARIA STOCK INDEX (ISSI)
May 12, 2011
Returns
6M
1Y
5Y
3Y YTD 2021
2020
Year
December 31, 2007
27.75
1.90
P/E (Weight Avg.)
IHSG
-15.6%
-5.1%
0.96
18.7%
16.9%
2.6%
-5.6%
-12.1%
18.4%
-4.4%
JII70
P/BV (Weight Avg.)
-2.0%
22.3%
15.3%
94.29
1.08
2.90%
107.24 3.30%
308.08
264.19
5.58%
8.12%
3.26%
181.46
9.47%
106.12
48.09%
1,368.51 42.07%
70.58 2.17%
68.67 2.11%
85.23 2.62%
82.65 2.54%
55.37%
18.87%
-12.78%
14.72%
-0.53%
20.0% 7.7%
-2.5% -7.8%
3Y Std Dev (Annualized)
5Y Std Dev (Annualized)
1.7%
0.96
ISSI
2018
2017
2.0%
-4.46%
72.23%
3,252.59
0.01
308.08
7.64
426
#VALUE!
2016
2015
2014
3.52%
4.51%
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 any otherintellectual 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 of Indonesia, and protectedunder 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 for income-generating activities, require aproper 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. Allinformation 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 Indicesinformation and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or implied warranties of the fitness of IDX Indices for a particular purpose or use, or as to theresults 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 cannot be held accountable or has any payment obligations or anything against any losses, errors ordamages arising from the use of any information or data contained herein.
-40%
-20%
0%
20%
40%
60%
80%
100%
120%
2011 2012 2013 2014 2015 2016 2017 2018 2019 2020
IHSG JII70 ISSI IHSG5862.352(71.96%)
ISSI172.226(55.37%)
JII70210.462(29.41%)
Consumer Non-Cyclicals23.8%
Basic Materials23.7%
Infrastructures14.3%
Energy8.9%
Consumer Cyclicals7.4%
Industrials7.1%
Healthcare6.3%
Properties & Real Estate5.9%
Financials1.7%
Technology0.6%
Transportation & Logistic
0.3%
Jan 2021
𝐼𝑛𝑑𝑒𝑥 =σ𝑖=1𝑛 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝𝑖
𝐵𝑎𝑠𝑒 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝x 100
IDX Stock Index Handbook v1.227
INDONESIA STOCK EXCHANGE
GENERAL INFORMATION HISTORICAL PERFORMANCEIndex Name : Return Jan 31, 2011 - Jan 29, 2021IDX JATS Code : JII70Description :
Launch Date :Base Date :Base Value :Methodology :
CONSTITUENT SELECTIONUniverse
INDEX PERFORMANCE RISK
Selection Criteria
FUNDAMENTAL INDEX MAINTENANCE
Periodic Review Schedules
Effective Date
INDEX CHARACTERISTICS SECTOR WEIGHTSAnnouncement
Number of ConstituentsConstituent In/Out Avg. (10Y)Market Cap Total (in tr. IDR)
LargestSmallestAverageMedian
Index MC / IDX MC (%)
TOP 10 CONSTITUENTSMarket Cap Index
Code Company Name (in trill. IDR) Weight SectorTLKM Telkom Indonesia (Persero) Tbk. InfrastructuresUNVR Unilever Indonesia Tbk. Consumer Non-CyclicalsTPIA Chandra Asri Petrochemical Tbk. Basic MaterialsICBP Indofood CBP Sukses Makmur Tbk. Consumer Non-CyclicalsCPIN Charoen Pokphand Indonesia Tbk Consumer Non-CyclicalsUNTR United Tractors Tbk. IndustrialsBRPT Barito Pacific Tbk. Basic MaterialsINKP Indah Kiat Pulp & Paper Tbk. Basic MaterialsKLBF Kalbe Farma Tbk. HealthcareSMGR Semen Indonesia (Persero) Tbk. Basic Materials
Total (Top 10 Constituents)
Data prior to the launch date is back-tested data.
Data as of: Jan 29, 2021Contact Information DisclaimerBusiness Development DivisionIndonesia Stock ExchangeMore Informationhttps://www.idx.co.id/en-us/products/index/
150 stocks selected from constituents of ISSI that havebeen listed for at least 6 months based on marketcapitalization over the past 12 months.
From the universe, 70 stocks selected to be indexconstituents by considering the trading value in regularmarket over the past 12 months.
Every 6 months: on May and November.
First trading day of the month after reviewing month (Juneand December).
5 exchange days or later prior to the effective date, dependson announcement date of Sharia Securities List from theFinancial Services Authority.
Since Base Date3Y (Annualized)
16.9%-15.6%18.4%
2019-7.8%7.7%
6.59%
5Y (Annualized)10Y (Annualized)Since Base Date (Ann.)
10Y
2,415.55
INDEX FACT SHEET
YoY Returns
January 2021
20.2%
3Y Beta5Y Beta
-4.4%-5.6%
JAKARTA ISLAMIC INDEX 70 (JII70)
100
Returns6M1Y
5Y3Y YTD 2021
2020
Year
Jakarta Islamic Index 70 (JII70)
An index that measures the stock price performance of 70sharia stocks with relatively large market capitalization andhigh liquidity.
May 17, 2018May 29, 2009
Market Capitalization Weighted
23.372.14
P/E (Weight Avg.)
ISSI
-12.7%
-5.5%
1.2223.2%
15.0%
1.9%-9.7%
-14.0%18.1%
-4.5%JII
P/BV (Weight Avg.)
-3.0%
17.3%
18.6%
85.23
15.76
3.53%
106.12 4.39%
308.08264.19
7.51%10.94%
3.90%
181.46
12.75%
94.29
35.72%
1,324.14 54.82%
68.67 2.84%62.87 2.60%
82.65 3.42%70.58 2.92%
29.41%6.53%
-18.52%
12.89%-1.91%
10.3% 9.4%-3.1% -9.7%
3Y Std Dev (Annualized)5Y Std Dev (Annualized)
2.0%
1.23JII70
20182017
2.6%
-6.60%110.46%
1.91308.08
34.51
70#VALUE!
201620152014
1.27%2.61%
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 any otherintellectual 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 of Indonesia, and protectedunder 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 for income-generating activities, require aproper 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. Allinformation 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 Indicesinformation and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or implied warranties of the fitness of IDX Indices for a particular purpose or use, or as to theresults 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 cannot be held accountable or has any payment obligations or anything against any losses, errors ordamages arising from the use of any information or data contained herein.
-40%
-20%
0%
20%
40%
60%
80%
100%
2011 2012 2013 2014 2015 2016 2017 2018 2019 2020
ISSI JII JII70 ISSI172.226(55.37%)
JII70210.462(29.41%)
JII601.747(26.02%)
Basic Materials28.2%
Consumer Non-Cyclicals
27.9%
Infrastructures17.1%
Healthcare6.9%
Energy5.8%
Consumer Cyclicals5.2%
Industrials3.7%
Properties & Real Estate
2.8%
Financials2.1%
Technology0.1%
Transportation & Logistic
0.1%
Jan 2021
IDX Stock Index Handbook v1.228
INDONESIA STOCK EXCHANGE
GENERAL INFORMATION HISTORICAL PERFORMANCEIndex Name : Return Jan 31, 2011 - Jan 29, 2021IDX JATS Code : JIIDescription :
Launch Date :Base Date :Base Value :Methodology :
CONSTITUENT SELECTIONUniverse
Selection Criteria INDEX PERFORMANCE RISK
INDEX MAINTENANCEPeriodic Review Schedules FUNDAMENTAL
Effective Date
Announcement INDEX CHARACTERISTICS SECTOR WEIGHTS
Number of ConstituentsConstituent In/Out Avg. (10Y)Market Cap Total (in tr. IDR)
LargestSmallestAverageMedian
Index MC / IDX MC (%)
TOP 10 CONSTITUENTSMarket Cap Index
Code Company Name (in trill. IDR) Weight SectorTLKM Telkom Indonesia (Persero) Tbk. InfrastructuresUNVR Unilever Indonesia Tbk. Consumer Non-CyclicalsTPIA Chandra Asri Petrochemical Tbk. Basic MaterialsICBP Indofood CBP Sukses Makmur Tbk. Consumer Non-CyclicalsCPIN Charoen Pokphand Indonesia Tbk Consumer Non-CyclicalsUNTR United Tractors Tbk. IndustrialsBRPT Barito Pacific Tbk. Basic MaterialsINKP Indah Kiat Pulp & Paper Tbk. Basic MaterialsKLBF Kalbe Farma Tbk. HealthcareSMGR Semen Indonesia (Persero) Tbk. Basic Materials
Total (Top 10 Constituents)
Data prior to the launch date is back-tested data.
Data as of: Jan 29, 2021Contact Information DisclaimerBusiness Development DivisionIndonesia Stock ExchangeMore Informationhttps://www.idx.co.id/en-us/products/index/
1,965.13
10.14308.08
65.50
30#VALUE!
201620152014
-0.36%2.34%
26.02%-1.80%
-23.55%
8.30%-6.39%
10.3% 7.7%-3.1% -7.8%
3Y Std Dev (Annualized)5Y Std Dev (Annualized)
2.0%
1.25JII
20182017
1.9%
-8.57%501.75%
1,324.14 67.38%
68.67 3.49%62.87 3.20%
82.65 4.21%70.58 3.59%
85.23
45.28
4.34%
106.12 5.40%
308.08264.19
9.23%13.44%
4.80%
181.46
15.68%
94.29
29.06%
22.222.26
P/E (Weight Avg.)
ISSI
-15.6%
-5.5%
1.2424.4%
16.9%
2.6%-5.6%
-14.0%18.4%
-4.4%JII70
P/BV (Weight Avg.)
-3.0%
17.3%
18.6%
INDEX FACT SHEET
YoY Returns
January 2021
21.2%
3Y Beta5Y Beta
-4.5%-9.7%
JAKARTA ISLAMIC INDEX (JII)
100
Returns6M1Y
5Y3Y YTD 2021
2020
Year
Jakarta Islamic Index (JII)
An index that measures the stock price performance of 30sharia stocks with relatively large market capitalization andhigh liquidity.
July 3, 2000January 2, 1995
Market Capitalization Weighted
Constituents of JII70.
From the universe, 30 stocks are selected to be indexconstituents by considering the market capitalization andtrading value in regular market over the past 12 months.
Every 6 months: on May and November.
First trading day of the month after reviewing month (Juneand December).
5 exchange days or later prior to the effective date, dependson announcement date of Sharia Securities List from theFinancial Services Authority.
Since Base Date3Y (Annualized)
15.0%-12.7%18.1%
2019-9.7%9.4%
7.13%
5Y (Annualized)10Y (Annualized)Since Base Date (Ann.)
10Y
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 any otherintellectual 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 of Indonesia, and protectedunder 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 for income-generating activities, require aproper 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. Allinformation 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 Indicesinformation and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or implied warranties of the fitness of IDX Indices for a particular purpose or use, or as to theresults 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 cannot be held accountable or has any payment obligations or anything against any losses, errors ordamages arising from the use of any information or data contained herein.
-40%
-20%
0%
20%
40%
60%
80%
100%
2011 2012 2013 2014 2015 2016 2017 2018 2019 2020
ISSI JII70 JII ISSI172.226(55.37%)
JII601.747(26.02%)
JII70210.462(29.41%)
Basic Materials33.2%
Consumer Non-Cyclicals
27.2%
Infrastructures18.2%
Healthcare6.5% Energy
5.7%
Industrials4.3%
Consumer Cyclicals2.4%
Financials1.3%
Properties & Real Estate1.2%
Jan 2021
INDONESIA STOCK EXCHANGE
GENERAL INFORMATION HISTORICAL PERFORMANCE
Index Name : Return Jan 31, 2011 - Jan 29, 2021
IDX JATS Code : IDXSMC-COM
Description :
Launch Date :
Base Date :
Base Value :
Methodology :
CONSTITUENT SELECTIONUniverse
INDEX PERFORMANCE RISKSelection Criteria
INDEX MAINTENANCEPeriodic Review Schedules FUNDAMENTAL
Effective Date
Announcement
INDEX CHARACTERISTICS SECTOR WEIGHTS
Number of Constituents
Constituent In/Out Avg. (10Y)
Market Cap Total (in tr. IDR)
Largest
Smallest
Average
Median
Index MC / IDX MC (%)
TOP 10 CONSTITUENTSMarket Cap Index
Code Company Name (in trill. IDR) Weight Sector
EMTK Elang Mahkota Teknologi Tbk. Industrials
ARTO Bank Jago Tbk. Financials
INKP Indah Kiat Pulp & Paper Tbk. Basic Materials
MYOR Mayora Indah Tbk. Consumer Non-Cyclicals
MEGA Bank Mega Tbk. Financials
MDKA Merdeka Copper Gold Tbk. Basic Materials
INCO Vale Indonesia Tbk. Basic Materials
ANTM Aneka Tambang Tbk. Basic Materials
TBIG Tower Bersama Infrastructure Tbk. Infrastructures
INTP Indocement Tunggal Prakarsa Tbk. Basic Materials
Total (Top 10 Constituents)
Data prior to the launch date is back-tested data.
Data as of: Jan 29, 2021
Contact Information Disclaimer
Business Development Division
Indonesia Stock Exchange
More Information
https://www.idx.co.id/en-us/products/index/
IDX Small-Mid Cap (SMC)
Composite
An index that measures the stock price performance of listed
stocks that have small and medium market capitalization.
December 21, 2017
5.69%
0.68%
January 30, 2009
100
2019
5Y (Annualized)
10Y (Annualized)
INDEX FACT SHEET
YoY Returns
January 2021
13.2%
3Y Beta
5Y Beta
-1.4%
4.4%
IHSG
-5.1%
0.78
15.3%
6.0%
SMC Liq.
-2.0%YTD 2021
2020
Year
IDX SMALL-MID CAP (SMC) COMPOSITE
55.84
3.59
1.91%
62.38 2.13%
107.24
72.01
2.41%
2.46%
2.12%
70.58
3.67%
62.05
43.21%
Market Capitalization Weighted
Constituents of IDX Composite.
Stocks that have a market capitalization of between IDR 1 -
50 trillion are included in the IDX SMC Composite index.
Selection is based on market capitalization as of end of
month prior to the reviewing month.
Every 6 months: on January and July.
Third trading day of the month after reviewing month
(February and August).
At the latest 5 exchange days prior to the effective date.
8.86
638.07 21.83%
50.75 1.74%
49.24 1.68%
54.65 1.87%
53.35 1.83%
6.99%
31.86%
-2.63%
26.31%
12.77%
20.0% -0.9%
-2.5% -9.7%
3Y Std Dev (Annualized)
5Y Std Dev (Annualized)
1.7%
0.79
SMC Comp.
2018
-1.1%
7.6%
0.1%
6.8%2017
2.5%
>50.002015
2,922.78
2014 22.3%
15.3%
-22.9%
19.0%
-12.1%
13.2%
-34.8%
17.1% 1.46
P/E (Weight Avg.)
P/BV (Weight Avg.)21.0%
330
#VALUE!
8.57%
2016
0.36
107.24
10Y
Since Base Date (Ann.)
Returns
6M
1Y
5Y
3Y
-0.88%
168.10%Since Base Date
3Y (Annualized)
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 any otherintellectual 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 of Indonesia, and protectedunder 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 for income-generating activities, require aproper 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. Allinformation 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 Indicesinformation and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or implied warranties of the fitness of IDX Indices for a particular purpose or use, or as to theresults 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 cannot be held accountable or has any payment obligations or anything against any losses, errors ordamages arising from the use of any information or data contained herein.
-60%
-40%
-20%
0%
20%
40%
60%
80%
100%
120%
2011 2012 2013 2014 2015 2016 2017 2018 2019 2020
IHSG SMC Liq. SMC Comp. IHSG5862.352(71.96%)
SMC Comp.268.099(6.99%)
SMC Liq.333.883(14.09%)
Financials22.8%
Basic Materials15.8%
Consumer Non-Cyclicals
11.7%
Energy11.3%
Infrastructures9.5% Consumer Cyclicals
9.1%
Properties & Real Estate8.9%
Industrials5.0%
Healthcare4.7%
Transportation & Logistic
0.6%Technology
0.6%
Jan 2021
𝐼𝑛𝑑𝑒𝑥 =σ𝑖=1𝑛 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝𝑖
𝐵𝑎𝑠𝑒 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝x 100
INDONESIA STOCK EXCHANGE
GENERAL INFORMATION HISTORICAL PERFORMANCE
Index Name : IDX Small-Mid Cap (SMC) Liquid Return Jan 31, 2011 - Jan 29, 2021
IDX JATS Code : IDXSMC-LIQ
Description :
Launch Date :
Base Date :
Base Value :
Methodology :
CONSTITUENT SELECTIONUniverse
INDEX PERFORMANCE RISK
Selection Criteria
FUNDAMENTAL
INDEX MAINTENANCEPeriodic Review Schedules
Effective Date
INDEX CHARACTERISTICS SECTOR WEIGHTS
Announcement Number of Constituents
Constituent In/Out Avg. (10Y)
Market Cap Total (in tr. IDR)
Largest
Smallest
Average
Median
Index MC / IDX MC (%)
TOP 10 CONSTITUENTSMarket Cap Index
Code Company Name (in trill. IDR) Weight Sector
INKP Indah Kiat Pulp & Paper Tbk. Basic Materials
MYOR Mayora Indah Tbk. Consumer Non-Cyclicals
MDKA Merdeka Copper Gold Tbk. Basic Materials
INCO Vale Indonesia Tbk. Basic Materials
ANTM Aneka Tambang Tbk. Basic Materials
TBIG Tower Bersama Infrastructure Tbk. Infrastructures
INTP Indocement Tunggal Prakarsa Tbk. Basic Materials
MIKA Mitra Keluarga Karyasehat Tbk. Healthcare
TKIM Pabrik Kertas Tjiwi Kimia Tbk. Basic Materials
ADRO Adaro Energy Tbk. Energy
Total (Top 10 Constituents)
Data prior to the launch date is back-tested data.
Data as of: Jan 29, 2021
Contact Information Disclaimer
Business Development Division
Indonesia Stock Exchange
More Information
https://www.idx.co.id/en-us/products/index/
a. Liquidity: transaction value in regular market, free float
market capitalization, and stock price;
b. Others: financial performance, business continuity, and
coverage by analysts.
Every 6 months: on January and July.
1.47
70.58
21.24
54
#VALUE!
2016
2015
2014
3.73%
1.33%
1,146.72
Third trading day of the month after reviewing month
(February and August).
At the latest 5 exchange days prior to the effective date.
Since Base Date
3Y (Annualized)
14.09%
20.10%
-8.08%
34.39%
17.55%
20.0% 6.8%
-2.5% 0.1%
3Y Std Dev (Annualized)
5Y Std Dev (Annualized)
1.7%
1.34
SMC Liq.
2018
2017
7.6%
-2.77%
233.88%
517.57 45.14%
41.09 3.58%
38.38 3.35%
49.24 4.29%
41.31 3.60%
50.75
16.24
4.43%
54.65 4.77%
70.58
62.38
4.87%
5.44%
4.65%
55.84
6.15%
53.35
16.95%
>50.00
1.51
P/E (Weight Avg.)
IHSG
-34.8%
-5.1%
1.31
26.4%
13.2%
2.5%
4.4%
-12.1%
17.1%
-1.4%
SMC
Comp.
P/BV (Weight Avg.)
-2.0%
22.3%
15.3%
INDEX FACT SHEET
YoY Returns
January 2021
22.4%
3Y Beta
5Y Beta
-1.1%
6.0%
IDX SMALL-MID CAP (SMC) LIQUID
January 30, 2009
Returns
6M
1Y
5Y
3Y YTD 2021
2020
Year
December 21, 2017
An index that measures the stock price performance of
stocks that have small and medium market capitalization
and selected through certain criteria including liquidity and
fundamentals .
100
Market Capitalization Weighted
Constituents of IDX SMC Composite that have been listed on
the IDX for at least 6 months.
From the universe, selection of index constituents is
considering the factors below:
19.0%
-22.9%
21.0%
2019
-9.7%
-0.9%
10.57%
5Y (Annualized)
10Y (Annualized)
Since Base Date (Ann.)
10Y
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 any otherintellectual 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 of Indonesia, and protectedunder 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 for income-generating activities, require aproper 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. Allinformation 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 Indicesinformation and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or implied warranties of the fitness of IDX Indices for a particular purpose or use, or as to theresults 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 cannot be held accountable or has any payment obligations or anything against any losses, errors ordamages arising from the use of any information or data contained herein.
-60%
-40%
-20%
0%
20%
40%
60%
80%
100%
120%
2011 2012 2013 2014 2015 2016 2017 2018 2019 2020
IHSG SMC Comp. SMC Liq. IHSG5862.352(71.96%)
SMC Liq.333.883(14.09%)
SMC Comp.268.099(6.99%)
Basic Materials30.3%
Infrastructures16.4%
Energy12.6%
Consumer Non-Cyclicals
10.1%
Consumer Cyclicals9.4%
Properties & Real Estate7.7%
Financials7.4%
Healthcare5.5%
Transportation & Logistic
0.7%
Jan 2021
𝐼𝑛𝑑𝑒𝑥 =σ𝑖=1𝑛 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝𝑖
𝐵𝑎𝑠𝑒 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝x 100
IDX Stock Index Handbook v1.231
INDONESIA STOCK EXCHANGE
GENERAL INFORMATION HISTORICAL PERFORMANCEIndex Name : Return Jan 31, 2011 - Jan 29, 2021IDX JATS Code : KOMPAS100Description :
Launch Date :Base Date :Base Value :Methodology :
CONSTITUENT SELECTIONUniverse INDEX PERFORMANCE RISK
Selection Criteria
FUNDAMENTAL
INDEX CHARACTERISTICS SECTOR WEIGHTS INDEX MAINTENANCE
Periodic Review Schedules Number of ConstituentsConstituent In/Out Avg. (10Y)
Effective Date Market Cap Total (in tr. IDR)LargestSmallest
Announcement AverageMedian
Index MC / IDX MC (%)
TOP 10 CONSTITUENTSMarket Cap Index
Code Company Name (in trill. IDR) Weight SectorBBCA Bank Central Asia Tbk. FinancialsBBRI Bank Rakyat Indonesia (Persero) Tbk. FinancialsTLKM Telkom Indonesia (Persero) Tbk. InfrastructuresBMRI Bank Mandiri (Persero) Tbk. FinancialsUNVR Unilever Indonesia Tbk. Consumer Non-CyclicalsASII Astra International Tbk. IndustrialsTPIA Chandra Asri Petrochemical Tbk. Basic MaterialsHMSP H.M. Sampoerna Tbk. Consumer Non-CyclicalsICBP Indofood CBP Sukses Makmur Tbk. Consumer Non-CyclicalsBBNI Bank Negara Indonesia (Persero) Tbk. Financials
Total (Top 10 Constituents)
Data prior to the launch date is back-tested data.
Data as of: Jan 29, 2021Contact Information DisclaimerBusiness Development DivisionIndonesia Stock ExchangeMore Informationhttps://www.idx.co.id/en-us/products/index/
0.25825.01
49.36
100#VALUE!
201620152014
3.34%4.12%
4,935.90
49.69%17.85%
-16.17%
13.19%-2.99%
20.0% 22.0%-2.5% -9.0%
3Y Std Dev (Annualized)5Y Std Dev (Annualized)
1.7%
1.25KOMPAS100
20182017
1.5%
-5.72%1070.92%
3,000.84 60.80%
106.12 2.15%102.47 2.08%
181.46 3.68%152.38 3.09%
246.95
15.76
5.00%
303.76 6.15%
825.01510.43
6.24%10.34%
5.35%
308.08
16.71%
264.19
72.98%
25.212.02
P/E (Weight Avg.)
IHSG
-11.9%
-5.1%
1.2423.8%
11.7%
3.2%-7.8%
-12.1%26.4%
-2.5%LQ45
P/BV (Weight Avg.)
-2.0%
22.3%
15.3%
INDEX FACT SHEET
YoY Returns
January 2021
20.4%
3Y Beta5Y Beta
-3.0%-5.5%
KOMPAS100
July 13, 2007
Returns6M1Y
5Y3Y YTD 2021
2020
Year
January 2, 2002
Since Base Date3Y (Annualized)
13.2%-13.8%25.8%
2019-6.3%
20.3%
13.77%
5Y (Annualized)10Y (Annualized)Since Base Date (Ann.)
10Y
First trading day of the month after reviewing month(February and August).
At the latest 5 exchange days prior to the effective date.
Every 6 months: on January and July.
KOMPAS100
An index that measures the stock price performance of 100stocks with relatively large market capitalization, highliquidity, and good fundamentals. KOMPAS100 is a jointly developed index with KompasGramedia Group, an Indonesia media corporation.
100
Market Capitalization Weighted
150 stocks selected from constituents of IDX Compositethat have been listed for at least 6 months based ontransaction value in the regular market over the past 12months.
From the universe, 100 stocks selected to be KOMPAS100constituents by considering the factors below:
a. Liquidity: transaction value, transaction frequency,number of days of transactions in regular market andfree float market capitalization,
b. Fundamentals: financial performance, compliance, andothers.
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 any otherintellectual 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 of Indonesia, and protectedunder 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 for income-generating activities, require aproper 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. Allinformation 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 Indicesinformation and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or implied warranties of the fitness of IDX Indices for a particular purpose or use, or as to theresults 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 cannot be held accountable or has any payment obligations or anything against any losses, errors ordamages arising from the use of any information or data contained herein.
-20%
0%
20%
40%
60%
80%
100%
120%
2011 2012 2013 2014 2015 2016 2017 2018 2019 2020
IHSG LQ45 KOMPAS100 IHSG5862.352(71.96%)
KOMPAS1001170.918(49.69%)
LQ45911.98
(52.54%)
Financials38.7%
Consumer Non-Cyclicals
17.8%
Basic Materials13.9%
Infrastructures11.2%
Industrials6.9%
Healthcare3.4%
Energy3.2%
Consumer Cyclicals
2.4%
Properties & Real Estate2.2%
Transportation & Logistic
0.2%Technology
0.1%
Jan 2021
IDX Stock Index Handbook v1.232
INDONESIA STOCK EXCHANGE
GENERAL INFORMATION HISTORICAL PERFORMANCEIndex Name : Return Jan 31, 2011 - Jan 29, 2021IDX JATS Code : BISNIS-27Description :
Launch Date :Base Date :Base Value :Methodology :
CONSTITUENT SELECTION INDEX PERFORMANCE RISKUniverse
Selection Criteria
FUNDAMENTAL
INDEX CHARACTERISTICS SECTOR WEIGHTS
Number of ConstituentsCorporate Actions Constituent In/Out Avg. (10Y)
INDEX MAINTENANCE Market Cap Total (in tr. IDR)Periodic Review Schedules Largest
SmallestEffective Date Average
Median
Announcement Index MC / IDX MC (%)
TOP 10 CONSTITUENTSMarket Cap Index
Code Company Name (in trill. IDR) Weight SectorBBCA Bank Central Asia Tbk. FinancialsBBRI Bank Rakyat Indonesia (Persero) Tbk. FinancialsTLKM Telkom Indonesia (Persero) Tbk. InfrastructuresBMRI Bank Mandiri (Persero) Tbk. FinancialsUNVR Unilever Indonesia Tbk. Consumer Non-CyclicalsASII Astra International Tbk. IndustrialsICBP Indofood CBP Sukses Makmur Tbk. Consumer Non-CyclicalsBBNI Bank Negara Indonesia (Persero) Tbk. FinancialsCPIN Charoen Pokphand Indonesia Tbk Consumer Non-CyclicalsUNTR United Tractors Tbk. Industrials
Total (Top 10 Constituents)
Data prior to the launch date is back-tested data.
Data as of: Jan 29, 2021Contact Information DisclaimerBusiness Development DivisionIndonesia Stock ExchangeMore Informationhttps://www.idx.co.id/en-us/products/index/
December 28, 2004
FundamentalsOperating Revenue, Net Profit, ROA, ROE and DER. LDRand CAR (for Issuers in the banking sectors).
2. LiquidityTrading value, volume, frequency, number of tradingdays, in a year, and market capitalization.
3. Accountability and Corporate GovernanceTo ensure the fairness of the stocks selection process,Bisnis-27 Index Committee was established. Thecommittee consists of capital market experts andprofessionals. The committee provides opinions in termsof company's accountability, good corporate governance(GCG) and stock performance.
Since Base Date3Y (Annualized)
17.0%-13.4%26.3%
2019-4.2%
24.8%
10.53%
5Y (Annualized)10Y (Annualized)Since Base Date (Ann.)
10Y
2017
0.3%
-5.52%400.32%
201620152014
4.54%5.53%
INDEX FACT SHEET
YoY Returns
January 2021
21.5%
3Y Beta5Y Beta
-2.5%-7.6%
BISNIS-27
Returns6M1Y
5Y3Y YTD 2021
2020
Year
January 27, 2009
An index that measures the stock price performance of 27stocks selected by the Index Committee of Bisnis Indonesiabased on fundamental and technical criteria. BISNIS-27 is a jointly developed index with PT JurnalindoAksara Grafika, an Indonesia media company (publisher ofBisnis Indonesia daily newspaper).
100
Market Capitalization Weighted
Constituents of IDX Composite.
1.
BISNIS-27
21.012.32
P/E (Weight Avg.)
IHSG
-11.9%
-5.1%
1.2624.9%
11.7%
3.2%-7.8%
-12.1%26.4%
-2.5%LQ45
P/BV (Weight Avg.)
-2.0%
22.3%
15.3%
2,846.53 80.57%
94.29 2.67%85.23 2.41%
106.12 3.00%102.47 2.90%
246.95
62.38
6.99%
303.76 8.60%
825.01510.43
8.72%14.45%
7.48%
308.08
23.35%
264.19
52.24%
71.31%24.87%
-15.64%
7.83%-6.31%
20.0% 22.0%-2.5% -9.0%
3Y Std Dev (Annualized)5Y Std Dev (Annualized)
1.7%
1.25BISNIS-27
2018
At the latest 5 exchange days prior to the effective date.
1. Delisting: Excluded from the index;
11.40825.01
130.85
27#VALUE!
Every 6 months: on April and October.
First trading day of the month after reviewing month (Mayand November).
3,532.87
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 any otherintellectual 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 of Indonesia, and protectedunder 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 for income-generating activities, require aproper 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. Allinformation 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 Indicesinformation and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or implied warranties of the fitness of IDX Indices for a particular purpose or use, or as to theresults 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 cannot be held accountable or has any payment obligations or anything against any losses, errors ordamages arising from the use of any information or data contained herein.
-20%
0%
20%
40%
60%
80%
100%
120%
2011 2012 2013 2014 2015 2016 2017 2018 2019 2020
IHSG LQ45 BISNIS-27 IHSG5862.352(71.96%)
BISNIS-27500.316(71.31%)
LQ45911.98
(52.54%)
Financials50.0%
Consumer Non-Cyclicals
17.0%
Infrastructures10.8% Industrials
9.4% Basic Materials5.4%
Healthcare3.7%
Energy2.3%
Consumer Cyclicals
0.8%Properties & Real
Estate0.7%
Jan 2021
IDX Stock Index Handbook v1.233
INDONESIA STOCK EXCHANGE
GENERAL INFORMATION HISTORICAL PERFORMANCEIndex Name : Return Jan 31, 2011 - Jan 29, 2021IDX JATS Code : MNC36Description :
Launch Date :Base Date :Base Value :Methodology :
CONSTITUENT SELECTION INDEX PERFORMANCE RISKUniverse
Selection Criteria
FUNDAMENTAL
Corporate Actions INDEX MAINTENANCE
Periodic Review Schedules INDEX CHARACTERISTICS SECTOR WEIGHTS
Effective Date Number of ConstituentsConstituent In/Out Avg. (10Y)Market Cap Total (in tr. IDR)
Announcement LargestSmallestAverageMedian
Index MC / IDX MC (%)
TOP 10 CONSTITUENTSMarket Cap Index
Code Company Name (in trill. IDR) Weight SectorBBCA Bank Central Asia Tbk. FinancialsBBRI Bank Rakyat Indonesia (Persero) Tbk. FinancialsTLKM Telkom Indonesia (Persero) Tbk. InfrastructuresBMRI Bank Mandiri (Persero) Tbk. FinancialsUNVR Unilever Indonesia Tbk. Consumer Non-CyclicalsASII Astra International Tbk. IndustrialsHMSP H.M. Sampoerna Tbk. Consumer Non-CyclicalsICBP Indofood CBP Sukses Makmur Tbk. Consumer Non-CyclicalsBBNI Bank Negara Indonesia (Persero) Tbk. FinancialsCPIN Charoen Pokphand Indonesia Tbk Consumer Non-Cyclicals
Total (Top 10 Constituents)
Data prior to the launch date is back-tested data.
Data as of: Jan 29, 2021Contact Information DisclaimerBusiness Development DivisionIndonesia Stock ExchangeMore Informationhttps://www.idx.co.id/en-us/products/index/
h. Debt to Equity Ratio (DER);
Every 6 months: on April and October.
d. Operating Profit Margin;
g. Price to Book Value (PBV);
Market Capitalization;b. Liquidity (trading value);c. Price Earning Ratio (PER);
e. Revenue Growth;f. Net Income Growth;
Since Base Date3Y (Annualized)
15.9%-9.0%
34.8%
2019-3.8%
22.6%
9.05%
5Y (Annualized)10Y (Annualized)Since Base Date (Ann.)
10Y
2017
0.1%
-6.25%210.78%
201620152014
3.60%8.54%
MNC36
Returns6M1Y
5Y3Y YTD 2021
2020
Year
August 28, 2013
An index that measures the stock price performance of 36stocks selected by MNC Group that have large marketcapitalization and good fundamental performance. MNC36 is a jointly developed index with Media NusantaraCitra (MNC) Group, an Indonesia media corporation.
100
Market Capitalization Weighted
Constituents of IDX Composite.
a.
MNC36
December 28, 2007
26.4%
-2.5%LQ45
P/BV (Weight Avg.)
-2.0%
22.3%
15.3%
INDEX FACT SHEET
YoY Returns
January 2021
20.8%
3Y Beta5Y Beta
-3.6%-8.6%
IHSG
-11.9%
-5.1%
1.2324.4%
11.7%
3.2%-7.8%
-12.1%
2,913.68 77.23%
102.47 2.72%94.29 2.50%
152.38 4.04%106.12 2.81%
246.95
43.68
6.55%
303.76 8.05%
825.01510.43
8.17%13.53%
7.00%
308.08
21.87%
264.19
55.78%1. Delisting: Excluded from the index;
3,772.88
126.91%19.37%
-17.58%
6.58%-7.55%
20.0% 22.0%-2.5% -9.0%
3Y Std Dev (Annualized)5Y Std Dev (Annualized)
1.7%
1.24MNC36
2018
20.402.19
P/E (Weight Avg.)
10.03825.01
104.80
36#VALUE!
At the latest 5 exchange days prior to the effective date.
First trading day of the month after reviewing month (Mayand November).
1. Delisting: Excluded from the index;
All Indices compiled, calculated and maintained by Indonesia Stock Exchange (“IDX”) (collectively called “IDX Indices”) are owned by IDX (either owned by IDX itself or jointly owned by IDX and other parties). Trademarks and any otherintellectual 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 of Indonesia, and protectedunder 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 for income-generating activities, require aproper 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. Allinformation 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 Indicesinformation and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or implied warranties of the fitness of IDX Indices for a particular purpose or use, or as to theresults 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 cannot be held accountable or has any payment obligations or anything against any losses, errors ordamages arising from the use of any information or data contained herein.
-50%
0%
50%
100%
150%
200%
2011 2012 2013 2014 2015 2016 2017 2018 2019 2020
IHSG LQ45 MNC36
IHSG5862.352(71.96%)
MNC36310.784
(126.91%)
LQ45911.98
(52.54%)
Financials47.4%
Consumer Non-Cyclicals
20.6%
Infrastructures10.1% Industrials
8.8% Basic Materials4.2%
Energy3.4%
Properties & Real Estate2.2%
Healthcare1.8%
Consumer Cyclicals1.5%
Jan 2021
IDX Stock Index Handbook v1.234
INDONESIA STOCK EXCHANGE
GENERAL INFORMATION HISTORICAL PERFORMANCEIndex Name : Return Jan 31, 2011 - Jan 29, 2021IDX JATS Code : INVESTOR33Description :
Launch Date :Base Date :Base Value :Methodology :
INDEX PERFORMANCE RISK CONSTITUENT SELECTION
Universe
Selection Criteria
FUNDAMENTAL
INDEX CHARACTERISTICS SECTOR WEIGHTS
Number of ConstituentsConstituent In/Out Avg. (10Y)Market Cap Total (in tr. IDR)
LargestSmallest
Corporate Actions Average INDEX MAINTENANCE Median
Periodic Review SchedulesIndex MC / IDX MC (%)
Effective Date
Announcement TOP 10 CONSTITUENTSMarket Cap Index
Code Company Name (in trill. IDR) Weight SectorBBCA Bank Central Asia Tbk. FinancialsBBRI Bank Rakyat Indonesia (Persero) Tbk. FinancialsTLKM Telkom Indonesia (Persero) Tbk. InfrastructuresBMRI Bank Mandiri (Persero) Tbk. FinancialsUNVR Unilever Indonesia Tbk. Consumer Non-CyclicalsASII Astra International Tbk. IndustrialsICBP Indofood CBP Sukses Makmur Tbk. Consumer Non-CyclicalsBBNI Bank Negara Indonesia (Persero) Tbk. FinancialsCPIN Charoen Pokphand Indonesia Tbk Consumer Non-CyclicalsUNTR United Tractors Tbk. Industrials
Total (Top 10 Constituents)
Data prior to the launch date is back-tested data.
Data as of: Jan 29, 2021Contact Information DisclaimerBusiness Development DivisionIndonesia Stock ExchangeMore Informationhttps://www.idx.co.id/en-us/products/index/
First trading day of the month after reviewing month (Juneand December).
At the latest 5 exchange days prior to the effective date.
1. Delisting: Excluded from the index;1. Delisting: Excluded from the index;
f. The stock is actively traded: traded every single day forthe past 10 weeks, except suspension;
g. The stock has more than 300 shareholders;h. The stock free float is not less than 20%;
Every 6 months: on May and November.
63.90%28.13%
-10.23%
9.72%-5.90%
20.0% 22.0%-2.5% -9.0%
3Y Std Dev (Annualized)5Y Std Dev (Annualized)
1.7%
1.27Investor33
2018
2.25P/E (Weight Avg.)
246.95
49.24
6.86%
303.76 8.44%
825.01510.43
8.56%14.18%
7.34%
308.08
22.92%
264.19
53.21%
26.4%
6.59825.01
109.06
33#VALUE!3,598.99
2,846.53 79.09%
94.29 2.62%85.23 2.37%
106.12 2.95%102.47 2.85%
-2.5%LQ45
P/BV (Weight Avg.)
-2.0%
22.3%
15.3%
INDEX FACT SHEET
YoY Returns
January 2021
21.4%
3Y Beta5Y Beta
-2.8%-7.4%
IHSG
-11.9%
-5.1%
1.2725.0%
11.7%
3.2%-7.8%
-12.1% 21.60
INVESTOR33
Returns6M1Y
5Y3Y YTD 2021
2020
Year
December 30, 2008
Investor33
March 21, 2014
An index that measures the stock price performance of 33stocks, selected by PT Media Investor Indonesia, throughthe technical and fundamental analysis and meet certaincriteria. Investor33 is a jointly developed index with PT MediaInvestor Indonesia, an Indonesia media company (publisherof Bisnis Indonesia daily newspaper).
100
Market Capitalization Weighted
Investor Magazine version of IDX's 100 best listedcompanies issued by Investor Magazine.
Since Base Date3Y (Annualized)
13.8%-12.9%25.9%
2019-2.7%
25.7%
12.65%
5Y (Annualized)10Y (Annualized)Since Base Date (Ann.)
10Y
2017
3.8%
-3.54%321.68%
201620152014
5.08%5.07%
e. The company's equity is not less than IDR 50 billion andpositive in the last 24 months;
c.
a.
b.
The company has been listed on the IDX for at least 12months;The company releases its financial statements on time;
The company did not obtain an adverse or a disclaimeropinion from the public accountant.
d. The company did not report a loss at the year ofassessment;
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 any otherintellectual 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 of Indonesia, and protectedunder 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 for income-generating activities, require aproper 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. Allinformation 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 Indicesinformation and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or implied warranties of the fitness of IDX Indices for a particular purpose or use, or as to theresults 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 cannot be held accountable or has any payment obligations or anything against any losses, errors ordamages arising from the use of any information or data contained herein.
-20%
0%
20%
40%
60%
80%
100%
120%
2011 2012 2013 2014 2015 2016 2017 2018 2019 2020
IHSG LQ45 Investor33 IHSG5862.352(71.96%)
Investor33421.684(63.90%)
LQ45911.98
(52.54%)
Financials48.9%
Consumer Non-Cyclicals
16.7%
Infrastructures13.1% Industrials
9.2% Basic Materials4.8%Healthcare
2.5%
Energy2.4%
Properties & Real Estate
1.6%
Consumer Cyclicals0.7%
Jan 2021
IDX Stock Index Handbook v1.235
INDONESIA STOCK EXCHANGE
GENERAL INFORMATION HISTORICAL PERFORMANCEIndex Name : Return Jan 31, 2011 - Jan 29, 2021IDX JATS Code : INFOBANK15Description :
Launch Date :Base Date :Base Value :Methodology :
CONSTITUENT SELECTION INDEX PERFORMANCE RISKUniverse
Selection Criteria
FUNDAMENTAL
Corporate Actions INDEX CHARACTERISTICS SECTOR WEIGHTS INDEX MAINTENANCE
Periodic Review Schedules Number of ConstituentsConstituent In/Out Avg. (10Y)
Effective Date Market Cap Total (in tr. IDR)LargestSmallest
Announcement AverageMedian
Index MC / IDX MC (%)
TOP 10 CONSTITUENTSMarket Cap Index
Code Company Name (in trill. IDR) Weight SectorBBCA Bank Central Asia Tbk. FinancialsBBRI Bank Rakyat Indonesia (Persero) Tbk. FinancialsBMRI Bank Mandiri (Persero) Tbk. FinancialsBBNI Bank Negara Indonesia (Persero) Tbk. FinancialsMEGA Bank Mega Tbk. FinancialsBTPS Bank BTPN Syariah Tbk. FinancialsPNBN Bank Pan Indonesia Tbk FinancialsBTPN Bank BTPN Tbk. FinancialsNISP Bank OCBC NISP Tbk. FinancialsBJBR Bank Pembangunan Daerah Jawa Barat dan Banten Tbk. Financials
Total (Top 10 Constituents)
Data prior to the launch date is back-tested data.
Data as of: Jan 29, 2021Contact Information DisclaimerBusiness Development DivisionIndonesia Stock ExchangeMore Informationhttps://www.idx.co.id/en-us/products/index/
Trading activities: transaction value, transactionfrequency, number of trading days in regular market;
b. Market capitalization;c. Free float ratio.
2.
Bank Rating and Good Corporate Governance Ratingreviewed by the Infobank Magazine. Since Base Date
3Y (Annualized)17.0%-6.8%
41.3%
20191.1%
46.7%
15.37%
5Y (Annualized)10Y (Annualized)Since Base Date (Ann.)
10Y
2017
13.5%
2.64%895.47%
201620152014
13.68%12.58%
INFOBANK15
Returns6M1Y
5Y3Y YTD 2021
2020
Year
100
infobank15
January 3, 2005
An index that measures the stock price performance of 15leading banks with relatively good fundamentals, largemarket capitalization and high liquidity. infobank15 is a jointly developed index with PT Info ArthaPratama, an Indonesia media company (publisher ofinfobank magazine).
November 7, 2012
Market Capitalization Weighted
Members of the IDX Banking sub sector, that have beenlisted for at least 6 months.
1. Fundamentals
Liquiditya.
-2.5%LQ45
P/BV (Weight Avg.)
-2.0%
22.3%
15.3%
INDEX FACT SHEET
YoY Returns
January 2021
23.7%
3Y Beta5Y Beta
0.2%-3.9%
IHSG
-11.9%
-5.1%
1.3427.6%
11.7%
3.2%-7.8%
-12.1% 23.50
1,908.21 98.69%
19.19 0.99%14.32 0.74%
23.84 1.23%21.21 1.10%
2.26P/E (Weight Avg.)
25.93
21.21
1.34%
102.47 5.30%
825.01510.43
15.71%26.40%
3.21%
303.76
42.67%
62.05
28.59%
26.4%
1.65825.01
128.91
15#VALUE!1,933.62
Every 6 months: on June and December.
First trading day of the month after reviewing month(January and July).
At the latest 5 exchange days prior to the effective date.
1. Delisting: Excluded from the index;
227.02%89.84%
8.12%
18.95%-1.04%
20.0% 22.0%-2.5% -9.0%
3Y Std Dev (Annualized)5Y Std Dev (Annualized)
1.7%
1.37INFOBANK15
2018
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 any otherintellectual 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 of Indonesia, and protectedunder 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 for income-generating activities, require aproper 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. Allinformation 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 Indicesinformation and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or implied warranties of the fitness of IDX Indices for a particular purpose or use, or as to theresults 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 cannot be held accountable or has any payment obligations or anything against any losses, errors ordamages arising from the use of any information or data contained herein.
-50%
0%
50%
100%
150%
200%
250%
300%
2011 2012 2013 2014 2015 2016 2017 2018 2019 2020
IHSG LQ45 INFOBANK15
IHSG5862.352(71.96%)
INFOBANK15995.465
(227.02%)
LQ45911.98
(52.54%)
Financials100.0%
Jan 2021
IDX Stock Index Handbook v1.236
INDONESIA STOCK EXCHANGE
GENERAL INFORMATION HISTORICAL PERFORMANCEIndex Name : Return Jan 31, 2011 - Jan 29, 2021IDX JATS Code : SMINFRA18Description :
Launch Date :Base Date :Base Value :Methodology :
INDEX PERFORMANCE RISK
CONSTITUENT SELECTIONUniverse
FUNDAMENTAL
INDEX CHARACTERISTICS SECTOR WEIGHTS
Number of ConstituentsConstituent In/Out Avg. (10Y)Market Cap Total* (in tr. IDR)
Selection Criteria LargestSmallestAverageMedian
Index MC / IDX MC (%)
Corporate Actions INDEX MAINTENANCE TOP 10 CONSTITUENTS
Periodic Review Schedules Market Cap* IndexCode Company Name (in trill. IDR) Weight SectorUNTR United Tractors Tbk. Industrials
Effective Date TLKM Telkom Indonesia (Persero) Tbk. InfrastructuresBBRI Bank Rakyat Indonesia (Persero) Tbk. FinancialsSMGR Semen Indonesia (Persero) Tbk. Basic Materials
Announcement TOWR Sarana Menara Nusantara Tbk. InfrastructuresTBIG Tower Bersama Infrastructure Tbk. InfrastructuresINTP Indocement Tunggal Prakarsa Tbk. Basic MaterialsPGAS Perusahaan Gas Negara Tbk. EnergyJSMR Jasa Marga (Persero) Tbk. InfrastructuresBMRI Bank Mandiri (Persero) Tbk. Financials
Total (Top 10 Constituents)
Data prior to the launch date is back-tested data.
*Adjusted Market Capitalization
Data as of: Jan 29, 2021Contact Information DisclaimerBusiness Development DivisionIndonesia Stock ExchangeMore Informationhttps://www.idx.co.id/en-us/products/index/
1. Delisting: Excluded from the index;
c. Good Corporate Governance (GCG) of the companies.
1. Major Review: April and October.2. Minor Review: January and July.
First trading day of the month after reviewing month(February, May, August, and November).
At the latest 5 exchange days prior to the effective date.
b.
An index that measures the stock price performance of 18stocks selected from the infrastructure main sector,infrastructure supporting sector, and infrastructurefinancing sector (from the banking sector) selected basedon certain criteria. SMinfra18 is a jointly developed index with PT Sarana MultiInfrastruktur (Persero) (SMI).
100
Capped Market Capitalization Weighted
On each periodic review, the constituent weight is cappedso the highest weight in the index is no more than 15%.
Constituents of IDX Composite that have been listed for atleast 6 months and sits within:
a. Main infrastructure sectors which refer to the Ministryof Finance Regulation No.100/PMK.010/2009regarding Infrastructure Financing Company;
b. Other sectors supporting the infrastructuredevelopment such as: construction, cement, steel,heavy equipment, and others;
c. Financial sectors: banks which meet criteria that theirtotal asset at least IDR 500 trillion and havinginfrastructure portfolio at least 5% of the totalfinancing portfolio.
a. Fundamental factors as the basic criteria in the selectionand contribution of the company in infrastructuredevelopment in Indonesia;
Transaction activities such as regular transaction value,frequency, number of trading days, market capitalization,and free float ratio;
21.44%-9.46%
-25.47%
16.24%-1.69%
20.0% 22.0%-2.5% -9.0%
3Y Std Dev (Annualized)5Y Std Dev (Annualized)
1.7%
1.38SMinfra18
2018
-2.5%LQ45
1.80P/E (Weight Avg.)
40.60
30.87
6.99%
50.30 8.66%
68.1960.80
8.78%10.46%
8.43%
51.04
11.73%
48.97
25.28%
26.4%
10.1468.19
32.28
18#VALUE!
581.06
453.63 78.07%
31.35 5.40%30.38 5.23%
39.39 6.78%32.60 5.61%
P/BV (Weight Avg.)
-2.0%
22.3%
15.3%
INDEX FACT SHEET
YoY Returns
January 2021
24.4%
3Y Beta5Y Beta
-5.5%-4.2%
IHSG
-11.9%
-5.1%
1.3428.2%
11.7%
3.2%-7.8%
-12.1% 21.9220152014
SMINFRA18
Returns6M1Y
5Y3Y YTD 2021
2020
Year
December 30, 2004
SMinfra18
January 31, 2013
7.5%-14.4%26.9%
2019-17.4%
9.1%
6.91%
5Y (Annualized)10Y (Annualized)Since Base Date (Ann.)
10Y
2017
5.3%
-9.34%193.02%
2016-1.97%1.96%
Since Base Date3Y (Annualized)
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 any otherintellectual 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 of Indonesia, and protectedunder 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 for income-generating activities, require aproper 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. Allinformation 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 Indicesinformation and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or implied warranties of the fitness of IDX Indices for a particular purpose or use, or as to theresults 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 cannot be held accountable or has any payment obligations or anything against any losses, errors ordamages arising from the use of any information or data contained herein.
-40%
-20%
0%
20%
40%
60%
80%
100%
120%
2011 2012 2013 2014 2015 2016 2017 2018 2019 2020
IHSG LQ45 SMinfra18 IHSG5862.352(71.96%)
SMinfra18293.021(21.44%)
LQ45911.98
(52.54%)
Infrastructures46.7%
Financials15.8%
Basic Materials15.4%
Industrials11.7%
Energy10.4%
Jan 2021
IDX Stock Index Handbook v1.237
INDONESIA STOCK EXCHANGE
GENERAL INFORMATION HISTORICAL PERFORMANCEIndex Name : Return Jan 31, 2011 - Jan 29, 2021IDX JATS Code : SRI-KEHATIDescription :
Launch Date :Base Date :Base Value :Methodology :
INDEX PERFORMANCE RISK
CONSTITUENT SELECTIONUniverse
Selection Criteria
FUNDAMENTAL
INDEX CHARACTERISTICS SECTOR WEIGHTS
Number of ConstituentsConstituent In/Out Avg. (10Y)Market Cap Total (in tr. IDR)
LargestSmallestAverageMedian
Index MC / IDX MC (%)
TOP 10 CONSTITUENTSMarket Cap Index
Code Company Name (in trill. IDR) Weight SectorBBCA Bank Central Asia Tbk. Financials
INDEX MAINTENANCE BBRI Bank Rakyat Indonesia (Persero) Tbk. FinancialsPeriodic Review Schedules TLKM Telkom Indonesia (Persero) Tbk. Infrastructures
BMRI Bank Mandiri (Persero) Tbk. FinancialsEffective Date UNVR Unilever Indonesia Tbk. Consumer Non-Cyclicals
ASII Astra International Tbk. IndustrialsBBNI Bank Negara Indonesia (Persero) Tbk. Financials
Announcement UNTR United Tractors Tbk. IndustrialsKLBF Kalbe Farma Tbk. HealthcareSMGR Semen Indonesia (Persero) Tbk. Basic Materials
Total (Top 10 Constituents)
Data prior to the launch date is back-tested data.
Data as of: Jan 29, 2021Contact Information DisclaimerBusiness Development DivisionIndonesia Stock ExchangeMore Informationhttps://www.idx.co.id/en-us/products/index/
At the latest 5 exchange days prior to the effective date.
The companies should have above 10 percent ofFree Float Ratio, based on active share of publiclyowned in the stock exchange,
d. The companies also should have positive PriceEarning Ratio ( PER ) during the last 6 months.
3. Fundamental Aspectsa. Corporate Management,b. Environment,c. Community Involvement,d. Business Manners,e. Human Resources,f. Human Rights.
Every 6 months: on May and November.
First trading day of the month after reviewing month (Juneand December).
17.0%-11.5%28.4%
2019-4.3%
27.5%
9.51%
5Y (Annualized)10Y (Annualized)Since Base Date (Ann.)
10Y
2017
5.8%
-3.46%259.65%
20165.77%7.51%
Since Base Date3Y (Annualized)
SRI-KEHATI
Returns6M1Y
5Y3Y YTD 2021
2020
Year
SRI-KEHATI
An index that measures the stock price performance of 25listed companies, selected by KEHATI Foundation, that havegood performance in encouraging sustainable businesses,as well as having an awareness of the environment, social,and good corporate governance or called Sustainable andResponsible Investment (SRI). SRI-KEHATI is a jointly developed index with the IndonesianBiodiversity Foundation (KEHATI Foundation).
December 28, 2006100
Market Capitalization Weighted
Constituents of IDX Composite.
June 8, 2009
1. Core Business AspectsNegative Selection:
P/BV (Weight Avg.)
-2.0%
22.3%
15.3%
INDEX FACT SHEET
YoY Returns
January 2021
21.8%
3Y Beta5Y Beta
-2.7%-7.8%
IHSG
-11.9%
-5.1%
1.2925.5%
11.7%
3.2%-7.8%
-12.1% 20.9820152014
2,777.67 88.83%
68.67 2.20%62.87 2.01%
102.47 3.28%85.23 2.73%
2.13P/E (Weight Avg.)
246.95
49.24
7.90%
303.76 9.71%
825.01510.43
9.85%16.32%
8.45%
308.08
26.38%
264.19
46.23%
26.4%
0.84825.01
125.08
25#VALUE!3,126.99
106.20%32.35%
-10.02%
10.55%-6.18%
20.0% 22.0%-2.5% -9.0%
3Y Std Dev (Annualized)5Y Std Dev (Annualized)
1.7%
1.30SRI-KEHATI
2018
-2.5%LQ45
Pesticide, Nuclear, Weapons, Tobacco, Alcohol,Pornography, Gambling, and Genetically ModifiedOrganism (GMO).
2. Financial AspectsFinancial and market indicators:
a. The companies selected should have MarketCapitalization of above Rp 1 Trillion,
b. The companies should own an asset of above Rp 1Trillion, based on their latest audited financialreports,
c.
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 any otherintellectual 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 of Indonesia, and protectedunder 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 for income-generating activities, require aproper 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. Allinformation 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 Indicesinformation and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or implied warranties of the fitness of IDX Indices for a particular purpose or use, or as to theresults 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 cannot be held accountable or has any payment obligations or anything against any losses, errors ordamages arising from the use of any information or data contained herein.
-20%
0%
20%
40%
60%
80%
100%
120%
140%
160%
2011 2012 2013 2014 2015 2016 2017 2018 2019 2020
IHSG LQ45 SRI-KEHATI
IHSG5862.352(71.96%)
SRI-KEHATI359.645
(106.20%)
LQ45911.98
(52.54%)
Financials56.8%
Infrastructures11.7%
Consumer Non-Cyclicals
10.6%
Industrials10.6%
Basic Materials5.3%
Healthcare2.9%
Energy1.0%
Properties & Real Estate0.8%Consumer Cyclicals
0.2%
Jan 2021
IDX Stock Index Handbook v1.229
INDONESIA STOCK EXCHANGE
GENERAL INFORMATION HISTORICAL PERFORMANCEIndex Name : Return Jan 31, 2011 - Jan 29, 2021IDX JATS Code : PEFINDO25Description :
Launch Date :Base Date :Base Value :Methodology :
CONSTITUENT SELECTION INDEX PERFORMANCE RISKSelection of Universe, using criteria:
FUNDAMENTAL
Selection of Constituents, using criteria: INDEX CHARACTERISTICS SECTOR WEIGHTS
Number of ConstituentsConstituent In/Out Avg. (10Y)Market Cap Total (in tr. IDR)
LargestSmallestAverageMedian
Corporate Actions INDEX MAINTENANCE Index MC / IDX MC (%)
Periodic Review Schedules
Effective Date TOP 10 CONSTITUENTS
Market Cap IndexAnnouncement Code Company Name (in trill. IDR) Weight Sector
MIKA Mitra Keluarga Karyasehat Tbk. HealthcareSCMA Surya Citra Media Tbk. Consumer CyclicalsACES Ace Hardware Indonesia Tbk. Consumer CyclicalsSIDO Industri Jamu dan Farmasi Sido Muncul Tbk. HealthcareDMAS Puradelta Lestari Tbk. Properties & Real EstateERAA Erajaya Swasembada Tbk. Consumer CyclicalsLINK Link Net Tbk. InfrastructuresSMBR Semen Baturaja (Persero) Tbk. Basic MaterialsSMSM Selamat Sempurna Tbk. Consumer CyclicalsCLEO Sariguna Primatirta Tbk. Consumer Non-Cyclicals
Total (Top 10 Constituents)
Data prior to the launch date is back-tested data.
Data as of: Jan 29, 2021Contact Information DisclaimerBusiness Development DivisionIndonesia Stock ExchangeMore Informationhttps://www.idx.co.id/en-us/products/index/
At the latest 5 exchange days prior to the effective date.
c. Legal Aspects:1)
4) Frequency of transaction;5) Free float.
Every 6 months: on January and July.
First trading day of the month after reviewing month(February and August).
a. Business Aspect1) Using the issuer's ROA and ROI indicators.
2) Transaction volume;
28.132015
3) Transaction value;
205.82
2014 2.64P/E (Weight Avg.)P/BV (Weight Avg.)26.4%
0.2541.31
2) Listed at the Indonesia Stock Exchange for at least 6 months.
b. Liquidity Aspects:
1) The value of beta stock coefficient that is closest to 1 (one).
8.23
25#VALUE!
22.3%-11.9%-12.1%-27.4%
Number of trading days;1)
There has been no Unusual Market Activity (UMA) & suspended in the last 6 months (before rebalancing).
0.88
-2.5%LQ45
-2.0%
-9.11%-2.29%
-10.00%
19.82%4.37% PEFINDO25
170.53 82.85%
7.08 3.44%5.76 2.80%
8.16 3.96%8.00 3.88%
8.84
3.58
4.29%
21.90 10.64%
41.3132.22
13.00%15.65%
5.11%
26.75
20.07%
10.51
3.04%
15.3%
INDEX FACT SHEET
YoY Returns
January 2021
19.2%
3Y Beta5Y Beta
-4.6%2.4%
IHSG
-5.1%
0.8721.0%
11.7%
3.2%-7.8%
8.0%20.0% 22.0%-2.5% -9.0%
3Y Std Dev (Annualized)5Y Std Dev (Annualized)
1.7%
PEFINDO25
Returns6M1Y
5Y3Y YTD 2021
2020
Year
PEFINDO25
100
An index that measures the stock price performance of 25stocks of small and medium enterprises (SME) that haverelatively good growth potential selected by PEFINDO basedon financial performance and stock trading liquidity. PEFINDO25 is a jointly developed index with PT PemeringkatEfek Indonesia (PEFINDO), an Indonesia credit rating agency.
May 18, 2009December 29, 2005
Market Capitalization Weighted
a. Total Asset1) Should be equal or below Rp 25.000.000.000.000,-.
(twenty five trillion Rupiah).b. Beta Stock Coefficient Aspect:
5Y (Annualized)10Y (Annualized)Since Base Date (Ann.)
10Y
2017
1.1%
-3.45%221.07%
2016-0.46%-0.95%
Since Base Date3Y (Annualized)
35.9%
2019-4.6%
-10.8%
8.04%
2018
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 any otherintellectual 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 of Indonesia, and protectedunder 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 for income-generating activities, require aproper 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. Allinformation 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 Indicesinformation and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or implied warranties of the fitness of IDX Indices for a particular purpose or use, or as to theresults 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 cannot be held accountable or has any payment obligations or anything against any losses, errors ordamages arising from the use of any information or data contained herein.
-60%
-40%
-20%
0%
20%
40%
60%
80%
100%
120%
2011 2012 2013 2014 2015 2016 2017 2018 2019 2020
IHSG LQ45 PEFINDO25 IHSG5862.352(71.96%)
PEFINDO25321.067(-9.11%)
LQ45911.98
(52.54%)
Consumer Cyclicals42.8%
Healthcare30.7%
Infrastructures6.9%
Basic Materials6.0%
Properties & Real Estate5.1%
Consumer Non-Cyclicals
4.7%
Technology1.7%
Energy1.3%Industrials
0.8%
Jan 2021
IDX Stock Index Handbook v1.239
INDONESIA STOCK EXCHANGE
GENERAL INFORMATION HISTORICAL PERFORMANCEIndex Name : Return Dec 28, 2012 - Jan 29, 2021IDX JATS Code : I-GRADEDescription :
Launch Date :Base Date :Base Value :Methodology :
INDEX PERFORMANCE RISK
CONSTITUENT SELECTIONUniverse
Selection Criteria FUNDAMENTAL
INDEX MAINTENANCE INDEX CHARACTERISTICS SECTOR WEIGHTSPeriodic Review Schedules
Number of ConstituentsConstituent In/Out Avg. (10Y)
Effective Date Market Cap Total* (in tr. IDR)LargestSmallest
Announcement AverageMedian
Index MC / IDX MC (%)
TOP 10 CONSTITUENTSMarket Cap* Index
Code Company Name (in trill. IDR) Weight SectorBBCA Bank Central Asia Tbk. FinancialsBBRI Bank Rakyat Indonesia (Persero) Tbk. FinancialsTLKM Telkom Indonesia (Persero) Tbk. InfrastructuresBMRI Bank Mandiri (Persero) Tbk. FinancialsTPIA Chandra Asri Petrochemical Tbk. Basic MaterialsBBNI Bank Negara Indonesia (Persero) Tbk. FinancialsBRPT Barito Pacific Tbk. Basic MaterialsINKP Indah Kiat Pulp & Paper Tbk. Basic MaterialsSMGR Semen Indonesia (Persero) Tbk. Basic MaterialsMYOR Mayora Indah Tbk. Consumer Non-Cyclicals
Total (Top 10 Constituents)
Data prior to the launch date is back-tested data.
*Adjusted Market Capitalization
Data as of: Jan 29, 2021Contact Information DisclaimerBusiness Development DivisionIndonesia Stock ExchangeMore Informationhttps://www.idx.co.id/en-us/products/index/
First trading day of the month after reviewing month(January, April, July, and October).
At the latest 5 exchange days prior to the effective date.
An index that measures the stock price performance of 30stocks that received an investment grade rating (idAAA toidBBB-) from PEFINDO and selected by PEFINDO throughcertain criteria. PEFINDO i-Grade is a jointly developed index with PTPemeringkat Efek Indonesia (PEFINDO), an Indonesia creditrating agency.
December 21, 2017
Capped Market Capitalization Weighted
On each periodic review, the constituent weight is cappedso the highest weight in the index is no more than 20%.
Listed companies that have at least one debt instrumentrated by PEFINDO.
a. Company Rating;b. Legal Aspect;c. Market Capitalization;
Liquidity.
1. Major Review: June and December.2. Minor Review: March and September.
24.472015
d.
2,686.63
2014
-42.23%-2.42%
21.88%-0.52%
20.0% 22.0%-2.5% -9.0%
3Y Std Dev (Annualized)5Y Std Dev (Annualized)
1.7%
1.36i-GRADE
2018
-2.5%
22.3%
15.3%-11.9%11.7%
3.2%
-12.1%21.3%
-12.8%36.4%
-6.1%21.2%
2,240.75 83.40%
62.87 2.34%62.38 2.32%
82.65 3.08%70.58 2.63%
2.10P/E (Weight Avg.)
102.47
25.57
3.81%
303.76 11.31%
556.07510.43
11.47%
P/BV (Weight Avg.)
19.00%
6.75%
308.08
20.70%
181.46
43.70%
26.4%
2.61556.07
89.55
30#VALUE!
INDEX FACT SHEET
YoY Returns
January 2021
22.8%
3Y Beta5Y Beta
-1.1%-4.4%
IHSG
-5.1%
1.3526.3%
-7.8%
LQ45-2.0%
PEFINDO I-GRADE
Returns6M1Y
5Y3Y YTD 2021
2020
Year
PEFINDO i-Grade
100December 28, 2012
6.81%
5Y (Annualized)10Y (Annualized)Since Base Date (Ann.)
10Y
2017
12.1%
-0.81%70.37%
20167.30%-
Since Base Date3Y (Annualized)
2019
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 any otherintellectual 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 of Indonesia, and protectedunder 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 for income-generating activities, require aproper 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. Allinformation 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 Indicesinformation and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or implied warranties of the fitness of IDX Indices for a particular purpose or use, or as to theresults 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 cannot be held accountable or has any payment obligations or anything against any losses, errors ordamages arising from the use of any information or data contained herein.
-40%
-20%
0%
20%
40%
60%
80%
100%
2012 2013 2014 2015 2016 2017 2018 2019 2020
IHSG LQ45 i-GRADE
IHSG5862.352(35.81%)
i-GRADE170.374(70.37%)
LQ45911.98
(24.07%)
Financials58.8%
Basic Materials19.3%
Infrastructures14.7%
Consumer Non-Cyclicals
4.3%
Properties & Real Estate1.3%
Energy1.1%
Healthcare0.4%
Jan 2021
IDX Stock Index Handbook v1.240
INDONESIA STOCK EXCHANGE
GENERAL INFORMATION HISTORICAL PERFORMANCEIndex Name : Return Jan 31, 2011 - Jan 29, 2021IDX JATS Code : MBXDescription :
Launch Date :Base Date :Base Value :Methodology :
CONSTITUENT SELECTIONEligibility
INDEX PERFORMANCE RISK
INDEX MAINTENANCEListing
Delisting FUNDAMENTAL
Exception
INDEX CHARACTERISTICS SECTOR WEIGHTS
Number of ConstituentsConstituent In/Out Avg. (10Y)Market Cap Total (in tr. IDR)
LargestSmallestAverageMedian
Index MC / IDX MC (%)
TOP 10 CONSTITUENTSMarket Cap Index
Code Company Name (in trill. IDR) Weight SectorBBCA Bank Central Asia Tbk. FinancialsBBRI Bank Rakyat Indonesia (Persero) Tbk. FinancialsTLKM Telkom Indonesia (Persero) Tbk. InfrastructuresBMRI Bank Mandiri (Persero) Tbk. FinancialsUNVR Unilever Indonesia Tbk. Consumer Non-CyclicalsASII Astra International Tbk. IndustrialsHMSP H.M. Sampoerna Tbk. Consumer Non-CyclicalsEMTK Elang Mahkota Teknologi Tbk. IndustrialsICBP Indofood CBP Sukses Makmur Tbk. Consumer Non-CyclicalsBBNI Bank Negara Indonesia (Persero) Tbk. Financials
Total (Top 10 Constituents)
Data prior to the launch date is back-tested data.
Data as of: Jan 29, 2021Contact Information DisclaimerBusiness Development DivisionIndonesia Stock ExchangeMore Informationhttps://www.idx.co.id/en-us/products/index/
A stock which is delisted from the Main Board will beexcluded from the IDX Composite since the effective date ofdelisting.
In the case that the important market information of aparticular stock could affect significantly to the index, theIDX may consider to exclude some or all of the shares of aparticular stock from the IDX Main Board Index.
28.932015
5,806.06
2014 22.3%
15.3%-4.0%
19.0%-12.1%
14.9%-13.1%24.3% 1.80
P/E (Weight Avg.)P/BV (Weight Avg.)9.9%
<0.01825.01
16.93
65.30%21.05%
-14.57%
12.02%-3.58%
20.0% 19.5%-2.5% 8.5%
3Y Std Dev (Annualized)5Y Std Dev (Annualized)
1.7%
1.10MBX
2018
6.3%
4.8%-3.9%
20.1%
2,926.62 50.41%
106.12 1.83%102.47 1.76%
152.38 2.62%107.24 1.85%
246.95
2.59
4.25%
303.76 5.23%
825.01510.43
5.31%8.79%
4.55%
308.08
14.21%
264.19
85.85%
343#VALUE!
INDEX FACT SHEET
YoY Returns
January 2021
18.0%
3Y Beta5Y Beta
-3.2%-5.8%
IHSG
-5.1%
1.1021.0%
0.0%
DBX-2.0%
15.65%
IDX MAIN BOARD INDEX
Returns6M1Y
5Y3Y YTD 2021
2020
Year
IDX Main Board Index
An index that measures the stock price performance of allstocks listed in the Main Board of Indonesia StockExchange.
April 8, 2002December 28, 2001100
Market Capitalization Weighted
Every stock listed in the Main Board is included in the IDXMain Board Index.
A stock which is listed in the Main Board will be included inthe IDX Composite index since the listing date.
5Y (Annualized)10Y (Annualized)Since Base Date (Ann.)
10Y
2017
1.3%
-5.12%1503.28%
20163.89%5.16%
Since Base Date3Y (Annualized)
2019
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 any otherintellectual 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 of Indonesia, and protectedunder 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 for income-generating activities, require aproper 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. Allinformation 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 Indicesinformation and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or implied warranties of the fitness of IDX Indices for a particular purpose or use, or as to theresults 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 cannot be held accountable or has any payment obligations or anything against any losses, errors ordamages arising from the use of any information or data contained herein.
-20%
0%
20%
40%
60%
80%
100%
120%
140%
160%
2011 2012 2013 2014 2015 2016 2017 2018 2019 2020
IHSG DBX MBX
IHSG5862.352(71.96%)
MBX1603.276(65.30%)
DBX1191.959(130.15%)
Financials39.3%
Consumer Non-Cyclicals
17.9%
Infrastructures10.5%
Basic Materials8.9%
Industrials8.1%
Energy4.6%
Consumer Cyclicals3.5%
Healthcare3.4%
Properties & Real Estate3.3%Transportation &
Logistic0.3%
Technology0.1%
Jan 2021
IDX Stock Index Handbook v1.241
INDONESIA STOCK EXCHANGE
GENERAL INFORMATION HISTORICAL PERFORMANCEIndex Name : Return Jan 31, 2011 - Jan 29, 2021IDX JATS Code : DBXDescription :
Launch Date :Base Date :Base Value :Methodology :
CONSTITUENT SELECTIONEligibility
INDEX PERFORMANCE RISK
INDEX MAINTENANCEListing
Delisting FUNDAMENTAL
Exception
INDEX CHARACTERISTICS SECTOR WEIGHTS
Number of ConstituentsConstituent In/Out Avg. (10Y)Market Cap Total (in tr. IDR)
LargestSmallestAverageMedian
Index MC / IDX MC (%)
TOP 10 CONSTITUENTSMarket Cap Index
Code Company Name (in trill. IDR) Weight SectorTPIA Chandra Asri Petrochemical Tbk. Basic MaterialsARTO Bank Jago Tbk. FinancialsMDKA Merdeka Copper Gold Tbk. Basic MaterialsDNET Indoritel Makmur Internasional Tbk. FinancialsTCPI Transcoal Pacific Tbk. EnergyMKPI Metropolitan Kentjana Tbk. Properties & Real EstateCASA Capital Financial Indonesia Tbk. FinancialsDCII DCI Indonesia Tbk. TechnologyMPRO Maha Properti Indonesia Tbk. Properties & Real EstateSRTG Saratoga Investama Sedaya Tbk. Financials
Total (Top 10 Constituents)
Data prior to the launch date is back-tested data.
Data as of: Jan 29, 2021Contact Information DisclaimerBusiness Development DivisionIndonesia Stock ExchangeMore Informationhttps://www.idx.co.id/en-us/products/index/
2.59
>50.002015
957.30
2014 22.3%
15.3%-13.1%14.9%
-12.1%19.0%-4.0%9.9% 2.18
P/E (Weight Avg.)P/BV (Weight Avg.)24.3%
130.15%81.10%16.35%
26.31%15.09%
20.0% 20.1%-2.5% -3.9%
3Y Std Dev (Annualized)5Y Std Dev (Annualized)
1.7%
0.32DBX
2018
-3.2%
1.3%8.5%
19.5%
487.29 50.90%
14.81 1.55%13.56 1.42%
19.61 2.05%17.04 1.78%
27.31
0.51
2.85%
47.52 4.96%
181.4672.01
5.83%7.52%
3.98%
55.84
18.95%
38.13
14.15%
INDEX FACT SHEET
YoY Returns
January 2021
9.6%
3Y Beta5Y Beta
6.3%0.0%
IHSG
-5.1%
0.3210.5%
-5.8%
MBX-2.0%
IDX DEVELOPMENT BOARD INDEX
Returns6M1Y
5Y3Y YTD 2021
2020
Year
IDX Development Board Index
An index that measures the stock price performance of allstocks listed in the Development Board of Indonesia StockExchange.
April 8, 2002December 28, 2001100
Market Capitalization Weighted
Every stock listed in the Development Board is included inthe IDX Development Board Index.
A stock which is listed in the Development Board will beincluded in the IDX Development Board Index since thelisting date.
5Y (Annualized)10Y (Annualized)Since Base Date (Ann.)
10Y
2017
4.8%
5.18%1091.96%
201612.61%8.70%
Since Base Date3Y (Annualized)
2019
370#VALUE!
13.86%
A stock which is delisted from the Development Board willbe excluded from the IDX Development Board Index sincethe effective date of delisting.
In the case that the important market information of aparticular stock could affect significantly to the index, theIDX may consider to exclude some or all of the shares of aparticular stock from the IDX Development Board Index.
<0.01181.46
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 any otherintellectual 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 of Indonesia, and protectedunder 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 for income-generating activities, require aproper 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. Allinformation 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 Indicesinformation and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or implied warranties of the fitness of IDX Indices for a particular purpose or use, or as to theresults 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 cannot be held accountable or has any payment obligations or anything against any losses, errors ordamages arising from the use of any information or data contained herein.
-20%
0%
20%
40%
60%
80%
100%
120%
140%
160%
2011 2012 2013 2014 2015 2016 2017 2018 2019 2020
IHSG MBX DBX
IHSG5862.352(71.96%)
DBX1191.959(130.15%)
MBX1603.276(65.30%)
Basic Materials30.3%
Financials23.9%
Consumer Cyclicals9.2%
Properties & Real Estate9.1%
Energy8.5%
Consumer Non-Cyclicals
7.3%
Infrastructures3.6%
Technology3.1%
Industrials2.2%
Healthcare1.9%Transportation &
Logistic0.8%
Jan 2021
IDX Stock Index Handbook v1.242
INDONESIA STOCK EXCHANGE
GENERAL INFORMATION HISTORICAL PERFORMANCEIndex Name : Return Jul 13, 2018 - Jan 29, 2021IDX JATS Code : IDXENERGYDescription :
Launch Date :Base Date :Base Value :Methodology :
CONSTITUENT SELECTIONUniverse
Eligibility INDEX PERFORMANCE RISK
INDEX MAINTENANCEListing
FUNDAMENTAL
Delisting
INDEX CHARACTERISTICS SECTOR WEIGHTSException
Number of ConstituentsConstituent In/Out Avg. (10Y)Market Cap Total (in tr. IDR)
LargestSmallestAverageMedian
Index MC / IDX MC (%)
TOP 10 CONSTITUENTSMarket Cap Index
Code Company Name (in trill. IDR) Weight SectorBYAN Bayan Resources Tbk. EnergyADRO Adaro Energy Tbk. EnergyTCPI Transcoal Pacific Tbk. EnergyPGAS Perusahaan Gas Negara Tbk. EnergyPTBA Bukit Asam Tbk. EnergyMEDC Medco Energi Internasional Tbk. EnergyGEMS Golden Energy Mines Tbk. EnergyITMG Indo Tambangraya Megah Tbk. EnergyHRUM Harum Energy Tbk. EnergyAKRA AKR Corporindo Tbk. Energy
Total (Top 10 Constituents)
Data prior to the launch date is back-tested data.
Data as of: Jan 29, 2021Contact Information DisclaimerBusiness Development DivisionIndonesia Stock ExchangeMore Informationhttps://www.idx.co.id/en-us/products/index/
A new listed stock that classified on IDX-IC's Energy Sectorwill be included in the IDX Sector Energy index since thelisting date.
A delisted stock that member of the IDX Sector Energyindex will be excluded from the index since the effectivedate of delisting.
In the case that the important market information of aparticular stock could affect significantly to the index, theIDX may consider to exclude some or all of the shares of aparticular stock from any IDX Sector index.
5Y (Annualized)10Y (Annualized)Since Base Date (Ann.)
10Y
2017
-17.3%
-11.13%-25.93%
2016--
Since Base Date3Y (Annualized)
2019
IDX SECTOR ENERGY
Returns6M1Y
5Y3Y YTD 2021
2020
Year
IDX Sector Energy
An index that measures the performance of all stocks in theEnergy Sector based on the IDX Industrial Classification(IDX-IC).
January 25, 2021July 13, 20181,000
Market Capitalization Weighted
Constituents of IDX Composite Index.
Every stock that classified in the Energy Sector based onthe IDX Industrial Classification (IDX-IC) is included in IDXSector Energy Index.
INDEX FACT SHEET
YoY Returns
January 2021
-
3Y Beta5Y Beta
-5.4%-5.0%
IHSG
-5.1%
-21.1%
-7.8%
LQ45-2.0%
16.34
1.31
4.68%
32.60 9.34%
48.3338.38
10.92%10.99%
8.51%
38.13
13.84%
29.72
5.16%
256.89 73.58%
13.14 3.76%11.40 3.27%
15.00 4.30%13.84 3.96%
--
-25.93%
22.11%4.15%
0.0% 0.0%4.2% 4.8%
3Y Std Dev (Annualized)5Y Std Dev (Annualized)
1.7%
0.81IDXENERGY
2018
-2.5%
3.2%-0.4%0.0%
5.29
>50.002015
349.13
2014 0.0%
0.0%0.0%0.0%
0.0%0.0%0.0%0.0% 1.13
P/E (Weight Avg.)P/BV (Weight Avg.)0.0%
66#VALUE!
-11.13%
0.0348.33
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 any otherintellectual 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 of Indonesia, and protectedunder 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 for income-generating activities, require aproper 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. Allinformation 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 Indicesinformation and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or implied warranties of the fitness of IDX Indices for a particular purpose or use, or as to theresults 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 cannot be held accountable or has any payment obligations or anything against any losses, errors ordamages arising from the use of any information or data contained herein.
-60%
-50%
-40%
-30%
-20%
-10%
0%
10%
20%
2018 2019 2020
IHSG LQ45 IDXENERGY IHSG5862.352(-1.37%)
IDXENERGY740.682
(-25.93%)
LQ45911.98
(-2.74%)
Energy100.0%
Jan 2021
IDX Stock Index Handbook v1.243
INDONESIA STOCK EXCHANGE
GENERAL INFORMATION HISTORICAL PERFORMANCEIndex Name : Return Jul 13, 2018 - Jan 29, 2021IDX JATS Code : IDXBASICDescription :
Launch Date :Base Date :Base Value :Methodology :
CONSTITUENT SELECTIONUniverse
Eligibility INDEX PERFORMANCE RISK
INDEX MAINTENANCEListing
FUNDAMENTAL
Delisting
INDEX CHARACTERISTICS SECTOR WEIGHTSException
Number of ConstituentsConstituent In/Out Avg. (10Y)Market Cap Total (in tr. IDR)
LargestSmallestAverageMedian
Index MC / IDX MC (%)
TOP 10 CONSTITUENTSMarket Cap Index
Code Company Name (in trill. IDR) Weight SectorTPIA Chandra Asri Petrochemical Tbk. Basic MaterialsBRPT Barito Pacific Tbk. Basic MaterialsINKP Indah Kiat Pulp & Paper Tbk. Basic MaterialsSMGR Semen Indonesia (Persero) Tbk. Basic MaterialsMDKA Merdeka Copper Gold Tbk. Basic MaterialsINCO Vale Indonesia Tbk. Basic MaterialsANTM Aneka Tambang Tbk. Basic MaterialsINTP Indocement Tunggal Prakarsa Tbk. Basic MaterialsTKIM Pabrik Kertas Tjiwi Kimia Tbk. Basic MaterialsFASW Fajar Surya Wisesa Tbk. Basic Materials
Total (Top 10 Constituents)
Data prior to the launch date is back-tested data.
Data as of: Jan 29, 2021Contact Information DisclaimerBusiness Development DivisionIndonesia Stock ExchangeMore Informationhttps://www.idx.co.id/en-us/products/index/
9.40
>50.002015
808.11
2014 0.0%
0.0%0.0%0.0%
0.0%0.0%0.0%0.0% 2.08
P/E (Weight Avg.)P/BV (Weight Avg.)0.0%
86#VALUE!
9.51%
<0.01181.46
--
26.02%
36.77%19.12%
0.0% 0.0%4.2% 4.8%
3Y Std Dev (Annualized)5Y Std Dev (Annualized)
1.7%
1.24IDXBASIC
2018
-2.5%
3.2%-2.7%0.0%
670.55 82.98%
41.09 5.09%18.83 2.33%
53.35 6.60%49.24 6.09%
54.65
0.78
6.76%
62.87 7.78%
181.4682.65
8.73%10.23%
6.91%
70.58
22.45%
55.84
11.95%
INDEX FACT SHEET
YoY Returns
January 2021
-
3Y Beta5Y Beta
2.2%4.0%
IHSG
-5.1%
-27.1%
-7.8%
LQ45-2.0%
IDX SECTOR BASIC MATERIALS
Returns6M1Y
5Y3Y YTD 2021
2020
Year
IDX Sector Basic Materials
An index that measures the performance of all stocks in theBasic Materials Sector based on the IDX IndustrialClassification (IDX-IC).
January 25, 2021July 13, 20181,000
Market Capitalization Weighted
Constituents of IDX Composite Index.
Every stock that classified in the Basic Materials Sectorbased on the IDX Industrial Classification (IDX-IC) isincluded in IDX Sector Basic Materials Index.
10Y
2017
21.8%
9.51%26.02%
2016--
Since Base Date3Y (Annualized)
2019
A new listed stock that classified on IDX-IC's BasicMaterials Sector will be included in the IDX Sector BasicMaterials index since the listing date.
A delisted stock that member of the IDX Sector BasicMaterials index will be excluded from the index since theeffective date of delisting.
In the case that the important market information of aparticular stock could affect significantly to the index, theIDX may consider to exclude some or all of the shares of aparticular stock from any IDX Sector index.
5Y (Annualized)10Y (Annualized)Since Base Date (Ann.)
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 any otherintellectual 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 of Indonesia, and protectedunder 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 for income-generating activities, require aproper 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. Allinformation 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 Indicesinformation and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or implied warranties of the fitness of IDX Indices for a particular purpose or use, or as to theresults 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 cannot be held accountable or has any payment obligations or anything against any losses, errors ordamages arising from the use of any information or data contained herein.
-50%
-40%
-30%
-20%
-10%
0%
10%
20%
30%
40%
50%
2018 2019 2020
IHSG LQ45 IDXBASIC
IHSG5862.352(-1.37%)
IDXBASIC1260.186(26.02%)
LQ45911.98
(-2.74%)
Basic Materials100.0%
Jan 2021
IDX Stock Index Handbook v1.244
INDONESIA STOCK EXCHANGE
GENERAL INFORMATION HISTORICAL PERFORMANCEIndex Name : Return Jul 13, 2018 - Jan 29, 2021IDX JATS Code : IDXINDUSTDescription :
Launch Date :Base Date :Base Value :Methodology :
CONSTITUENT SELECTIONUniverse
Eligibility INDEX PERFORMANCE RISK
INDEX MAINTENANCEListing
FUNDAMENTAL
Delisting
INDEX CHARACTERISTICS SECTOR WEIGHTSException
Number of ConstituentsConstituent In/Out Avg. (10Y)Market Cap Total (in tr. IDR)
LargestSmallestAverageMedian
Index MC / IDX MC (%)
TOP 10 CONSTITUENTSMarket Cap Index
Code Company Name (in trill. IDR) Weight SectorASII Astra International Tbk. IndustrialsEMTK Elang Mahkota Teknologi Tbk. IndustrialsUNTR United Tractors Tbk. IndustrialsIMPC Impack Pratama Industri Tbk. IndustrialsARNA Arwana Citramulia Tbk. IndustrialsBMTR Global Mediacom Tbk. IndustrialsBHIT MNC Investama Tbk. IndustrialsMARK Mark Dynamics Indonesia Tbk. IndustrialsHEXA Hexindo Adiperkasa Tbk. IndustrialsTOTO Surya Toto Indonesia Tbk. Industrials
Total (Top 10 Constituents)
Data prior to the launch date is back-tested data.
Data as of: Jan 29, 2021Contact Information DisclaimerBusiness Development DivisionIndonesia Stock ExchangeMore Informationhttps://www.idx.co.id/en-us/products/index/
A new listed stock that classified on IDX-IC's IndustrialsSector will be included in the IDX Sector Industrials indexsince the listing date.
A delisted stock that member of the IDX Sector Industrialsindex will be excluded from the index since the effectivedate of delisting.
In the case that the important market information of aparticular stock could affect significantly to the index, theIDX may consider to exclude some or all of the shares of aparticular stock from any IDX Sector index.
5Y (Annualized)10Y (Annualized)Since Base Date (Ann.)
10Y
2017
-16.0%
-1.63%-4.10%
2016--
Since Base Date3Y (Annualized)
2019
IDX SECTOR INDUSTRIALS
Returns6M1Y
5Y3Y YTD 2021
2020
Year
IDX Sector Industrials
An index that measures the performance of all stocks in theIndustrials Sector based on the IDX Industrial Classification(IDX-IC).
January 25, 2021July 13, 20181,000
Market Capitalization Weighted
Constituents of IDX Composite Index.
Every stock that classified in the Industrials Sector basedon the IDX Industrial Classification (IDX-IC) is included inIDX Sector Industrials Index.
INDEX FACT SHEET
YoY Returns
January 2021
-
3Y Beta5Y Beta
3.2%4.6%
IHSG
-5.1%
-27.5%
-7.8%
LQ45-2.0%
4.11
0.65
0.84%
6.55 1.33%
246.95107.24
17.37%21.86%
0.99%
85.23
50.34%
4.85
7.25%
467.44 95.28%
2.75 0.56%2.21 0.45%
3.91 0.80%3.65 0.74%
--
-4.10%
35.39%16.97%
0.0% 0.0%4.2% 4.8%
3Y Std Dev (Annualized)5Y Std Dev (Annualized)
1.7%
1.11IDXINDUST
2018
-2.5%
3.2%5.8%0.0%
9.81
19.532015
490.60
2014 0.0%
0.0%0.0%0.0%
0.0%0.0%0.0%0.0% 1.36
P/E (Weight Avg.)P/BV (Weight Avg.)0.0%
50#VALUE!
-1.63%
0.02246.95
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 any otherintellectual 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 of Indonesia, and protectedunder 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 for income-generating activities, require aproper 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. Allinformation 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 Indicesinformation and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or implied warranties of the fitness of IDX Indices for a particular purpose or use, or as to theresults 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 cannot be held accountable or has any payment obligations or anything against any losses, errors ordamages arising from the use of any information or data contained herein.
-60%
-50%
-40%
-30%
-20%
-10%
0%
10%
20%
2018 2019 2020
IHSG LQ45 IDXINDUST IHSG5862.352(-1.37%)
IDXINDUST958.953(-4.10%)
LQ45911.98
(-2.74%)
Industrials100.0%
Jan 2021
IDX Stock Index Handbook v1.245
INDONESIA STOCK EXCHANGE
GENERAL INFORMATION HISTORICAL PERFORMANCEIndex Name : Return Jul 13, 2018 - Jan 29, 2021
IDX JATS Code : IDXNONCYCDescription :
Launch Date :Base Date :Base Value :Methodology :
CONSTITUENT SELECTIONUniverse
INDEX PERFORMANCE RISKEligibility
INDEX MAINTENANCEListing FUNDAMENTAL
Delisting
INDEX CHARACTERISTICS SECTOR WEIGHTS
Exception Number of ConstituentsConstituent In/Out Avg. (10Y)Market Cap Total (in tr. IDR)
LargestSmallestAverageMedian
Index MC / IDX MC (%)
TOP 10 CONSTITUENTSMarket Cap Index
Code Company Name (in trill. IDR) Weight SectorUNVR Unilever Indonesia Tbk. Consumer Non-CyclicalsHMSP H.M. Sampoerna Tbk. Consumer Non-CyclicalsICBP Indofood CBP Sukses Makmur Tbk. Consumer Non-CyclicalsCPIN Charoen Pokphand Indonesia Tbk Consumer Non-CyclicalsGGRM Gudang Garam Tbk. Consumer Non-CyclicalsMYOR Mayora Indah Tbk. Consumer Non-CyclicalsINDF Indofood Sukses Makmur Tbk. Consumer Non-CyclicalsAMRT Sumber Alfaria Trijaya Tbk. Consumer Non-CyclicalsAALI Astra Agro Lestari Tbk. Consumer Non-CyclicalsMLBI Multi Bintang Indonesia Tbk. Consumer Non-Cyclicals
Total (Top 10 Constituents)
Data prior to the launch date is back-tested data.
Data as of: Jan 29, 2021Contact Information DisclaimerBusiness Development DivisionIndonesia Stock ExchangeMore Informationhttps://www.idx.co.id/en-us/products/index/
10Y
-11.27%-26.23%Since Base Date
3Y (Annualized)
2019
5Y (Annualized)10Y (Annualized)
A new listed stock that classified on IDX-IC's ConsumerNon-Cyclicals Sector will be included in the IDX SectorConsumer Non-Cyclicals index since the listing date.
A delisted stock that member of the IDX Sector ConsumerNon-Cyclicals index will be excluded from the index sincethe effective date of delisting.
In the case that the important market information of aparticular stock could affect significantly to the index, theIDX may consider to exclude some or all of the shares of aparticular stock from any IDX Sector index.
12.780.04
264.19
23.782015
1,111.69
2014 0.0%
0.0%0.0%0.0%
0.0%0.0%0.0%0.0% 2.60
P/E (Weight Avg.)P/BV (Weight Avg.)0.0%
87#VALUE!
-11.27%
2016--
Since Base Date (Ann.)
--
-26.23%
-8.21%-15.35%
0.0% 0.0%4.2% 4.8%
3Y Std Dev (Annualized)5Y Std Dev (Annualized)
1.7%
0.83IDXNONCYC
2018
-2.5%
3.2%7.9%0.0%2017
-16.8%
877.50 78.93%
21.51 1.93%18.54 1.67%
53.12 4.78%32.39 2.91%
62.38
1.92
5.61%
94.29 8.48%
264.19152.38
9.55%13.71%
6.53%
106.12
23.76%
72.59
16.44%
INDEX FACT SHEET
YoY Returns
January 2021
-
3Y Beta5Y Beta
-6.7%-11.9%
IHSG
-5.1%
-22.7%
-7.8%
LQ45-2.0%
IDX SECTOR CONSUMER NON-CYCLICALS
Returns6M1Y
5Y3Y YTD 2021
2020
Year
January 25, 2021July 13, 2018
IDX Sector Consumer Non-Cyclicals
An index that measures the performance of all stocks in theConsumer Non-Cyclicals Sector based on the IDX IndustrialClassification (IDX-IC).
1,000
Market Capitalization Weighted
Constituents of IDX Composite Index.
Every stock that classified in the Consumer Non-CyclicalsSector based on the IDX Industrial Classification (IDX-IC) isincluded in IDX Sector Consumer Non-Cyclicals Index.
All Indices compiled, calculated and maintained by Indonesia Stock Exchange (“IDX”) (collectively called “IDX Indices”) are owned by IDX (either owned by IDX itself or jointly owned by IDX and other parties). Trademarks and any otherintellectual 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 of Indonesia, and protectedunder 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 for income-generating activities, require aproper 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. Allinformation 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 Indicesinformation and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or implied warranties of the fitness of IDX Indices for a particular purpose or use, or as to theresults 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 cannot be held accountable or has any payment obligations or anything against any losses, errors ordamages arising from the use of any information or data contained herein.
-50%
-40%
-30%
-20%
-10%
0%
10%
20%
2018 2019 2020
IHSG LQ45 IDXNONCYC IHSG5862.352(-1.37%)
IDXNONCYC737.657
(-26.23%)
LQ45911.98
(-2.74%)
Consumer Non-Cyclicals…
Jan 2021
IDX Stock Index Handbook v1.246
INDONESIA STOCK EXCHANGE
GENERAL INFORMATION HISTORICAL PERFORMANCEIndex Name : Return Jul 13, 2018 - Jan 29, 2021IDX JATS Code : IDXCYCLICDescription :
Launch Date :Base Date :Base Value :Methodology :
CONSTITUENT SELECTIONUniverse
Eligibility INDEX PERFORMANCE RISK
INDEX MAINTENANCEListing
FUNDAMENTAL
Delisting
INDEX CHARACTERISTICS SECTOR WEIGHTSException
Number of ConstituentsConstituent In/Out Avg. (10Y)Market Cap Total (in tr. IDR)
LargestSmallestAverageMedian
Index MC / IDX MC (%)
TOP 10 CONSTITUENTSMarket Cap Index
Code Company Name (in trill. IDR) Weight SectorSCMA Surya Citra Media Tbk. Consumer CyclicalsACES Ace Hardware Indonesia Tbk. Consumer CyclicalsMNCN Media Nusantara Citra Tbk. Consumer CyclicalsMAPI Mitra Adiperkasa Tbk. Consumer CyclicalsMASA Multistrada Arah Sarana Tbk. Consumer CyclicalsIPTV MNC Vision Networks Tbk. Consumer CyclicalsTRIO Trikomsel Oke Tbk. Consumer CyclicalsSLIS Gaya Abadi Sempurna Tbk. Consumer CyclicalsERAA Erajaya Swasembada Tbk. Consumer CyclicalsKPIG MNC Land Tbk. Consumer Cyclicals
Total (Top 10 Constituents)
Data prior to the launch date is back-tested data.
Data as of: Jan 29, 2021Contact Information DisclaimerBusiness Development DivisionIndonesia Stock ExchangeMore Informationhttps://www.idx.co.id/en-us/products/index/
IDX SECTOR CONSUMER CYCLICALS
Returns6M1Y
5Y3Y YTD 2021
2020
Year
July 13, 20181,000
IDX Sector Consumer Cyclicals
An index that measures the performance of all stocks in theConsumer Cyclicals Sector based on the IDX IndustrialClassification (IDX-IC).
January 25, 2021
Market Capitalization Weighted
Constituents of IDX Composite Index.
Every stock that classified in the Consumer CyclicalsSector based on the IDX Industrial Classification (IDX-IC) isincluded in IDX Sector Consumer Cyclicals Index.
2.40<0.0132.22
10Y
INDEX FACT SHEET
YoY Returns
January 2021
-
3Y Beta5Y Beta
-3.8%-16.1%
IHSG
-5.1%
-14.2%
-7.8%
LQ45-2.0%
11.46
0.76
3.91%
12.78 4.37%
32.2226.75
5.32%9.14%
4.11%
15.58
11.01%
12.03
4.33%
148.36 50.68%
8.84 3.02%8.14 2.78%
11.08 3.78%9.48 3.24%
--
-28.51%
10.21%-12.92%
0.0% 0.0%4.2% 4.8%
3Y Std Dev (Annualized)5Y Std Dev (Annualized)
1.7%
0.61IDXCYCLIC
2018
-2.5%
3.2%-14.6%
0.0%2017
3.8%
>50.002015
292.76
2014 0.0%
0.0%0.0%0.0%
0.0%0.0%0.0%0.0% 1.48
P/E (Weight Avg.)P/BV (Weight Avg.)0.0%
122#VALUE!
-12.36%
2016--
Since Base Date (Ann.)
In the case that the important market information of aparticular stock could affect significantly to the index, theIDX may consider to exclude some or all of the shares of aparticular stock from any IDX Sector index.
-12.36%-28.51%Since Base Date
3Y (Annualized)
2019
5Y (Annualized)10Y (Annualized)
A new listed stock that classified on IDX-IC's ConsumerCyclicals Sector will be included in the IDX Sector Consumer Cyclicals index since the listing date.
A delisted stock that member of the IDX Sector ConsumerCyclicals index will be excluded from the index since theeffective date of delisting.
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 any otherintellectual 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 of Indonesia, and protectedunder 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 for income-generating activities, require aproper 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. Allinformation 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 Indicesinformation and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or implied warranties of the fitness of IDX Indices for a particular purpose or use, or as to theresults 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 cannot be held accountable or has any payment obligations or anything against any losses, errors ordamages arising from the use of any information or data contained herein.
-50%
-40%
-30%
-20%
-10%
0%
10%
20%
2018 2019 2020
IHSG LQ45 IDXCYCLIC IHSG5862.352(-1.37%)
IDXCYCLIC714.858
(-28.51%)
LQ45911.98
(-2.74%)
Consumer Cyclicals100.0%
Jan 2021
IDX Stock Index Handbook v1.247
INDONESIA STOCK EXCHANGE
GENERAL INFORMATION HISTORICAL PERFORMANCEIndex Name : Return Jul 13, 2018 - Jan 29, 2021IDX JATS Code : IDXHEALTHDescription :
Launch Date :Base Date :Base Value :Methodology :
CONSTITUENT SELECTIONUniverse
Eligibility INDEX PERFORMANCE RISK
INDEX MAINTENANCEListing
FUNDAMENTAL
Delisting
INDEX CHARACTERISTICS SECTOR WEIGHTSException
Number of ConstituentsConstituent In/Out Avg. (10Y)Market Cap Total (in tr. IDR)
LargestSmallestAverageMedian
Index MC / IDX MC (%)
TOP 10 CONSTITUENTSMarket Cap Index
Code Company Name (in trill. IDR) Weight SectorKLBF Kalbe Farma Tbk. HealthcareMIKA Mitra Keluarga Karyasehat Tbk. HealthcareSIDO Industri Jamu dan Farmasi Sido Muncul Tbk. HealthcareKAEF Kimia Farma Tbk. HealthcareHEAL Medikaloka Hermina Tbk. HealthcareCARE Metro Healthcare Indonesia Tbk. HealthcareINAF Indofarma Tbk. HealthcareSILO Siloam International Hospitals Tbk. HealthcareTSPC Tempo Scan Pacific Tbk. HealthcareSOHO Soho Global Health Tbk. Healthcare
Total (Top 10 Constituents)
Data prior to the launch date is back-tested data.
Data as of: Jan 29, 2021Contact Information DisclaimerBusiness Development DivisionIndonesia Stock ExchangeMore Informationhttps://www.idx.co.id/en-us/products/index/
In the case that the important market information of aparticular stock could affect significantly to the index, theIDX may consider to exclude some or all of the shares of aparticular stock from any IDX Sector index.
-1155.88%Since Base Date
3Y (Annualized)
2019
5Y (Annualized)10Y (Annualized)
A new listed stock that classified on IDX-IC's HealthcareSector will be included in the IDX Sector Healthcare indexsince the listing date.
A delisted stock that member of the IDX Sector Healthcareindex will be excluded from the index since the effectivedate of delisting.
38.812015
218.36
2014 0.0%
0.0%0.0%0.0%
0.0%0.0%0.0%0.0% 3.47
P/E (Weight Avg.)P/BV (Weight Avg.)0.0%
21#VALUE!
23.48%
2016--
Since Base Date (Ann.)
---
11.16%23.33%
0.0% 0.0%4.2% 4.8%
3Y Std Dev (Annualized)5Y Std Dev (Annualized)
1.7%
0.88IDXHEALTH
2018
-2.5%
3.2%6.3%0.0%2017
4.7%
201.16 92.12%
6.17 2.82%6.14 2.81%
9.30 4.26%8.45 3.87%
9.98
3.16
4.57%
17.33 7.94%
68.6741.31
10.03%18.92%
5.46%
21.90
31.45%
11.91
3.23%
INDEX FACT SHEET
YoY Returns
January 2021
-
3Y Beta5Y Beta
-4.2%17.8%
IHSG
-5.1%
--
-7.8%
LQ45-2.0%
IDX SECTOR HEALTHCARE
Returns6M1Y
5Y3Y YTD 2021
2020
Year
July 13, 20181,000
IDX Sector Healthcare
An index that measures the performance of all stocks in theHealthcare Sector based on the IDX Industrial Classification(IDX-IC).
January 25, 2021
Market Capitalization Weighted
Constituents of IDX Composite Index.
Every stock that classified in the Healthcare Sector basedon the IDX Industrial Classification (IDX-IC) is included inIDX Sector Healthcare Index.
10.400.10
68.67
10Y
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 any otherintellectual 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 of Indonesia, and protectedunder 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 for income-generating activities, require aproper 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. Allinformation 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 Indicesinformation and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or implied warranties of the fitness of IDX Indices for a particular purpose or use, or as to theresults 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 cannot be held accountable or has any payment obligations or anything against any losses, errors ordamages arising from the use of any information or data contained herein.
-60%
-40%
-20%
0%
20%
40%
60%
80%
2018 2019 2020
IHSG LQ45 IDXHEALTH
IHSG5862.352(-1.37%)
IDXHEALTH1255.875(25.59%)
LQ45911.98
(-2.74%)
Healthcare100.0%
Jan 2021
IDX Stock Index Handbook v1.248
INDONESIA STOCK EXCHANGE
GENERAL INFORMATION HISTORICAL PERFORMANCEIndex Name : Return Jul 13, 2018 - Jan 29, 2021IDX JATS Code : IDXFINANCEDescription :
Launch Date :Base Date :Base Value :Methodology :
CONSTITUENT SELECTIONUniverse
Eligibility INDEX PERFORMANCE RISK
INDEX MAINTENANCEListing
FUNDAMENTAL
Delisting
INDEX CHARACTERISTICS SECTOR WEIGHTSException
Number of ConstituentsConstituent In/Out Avg. (10Y)Market Cap Total (in tr. IDR)
LargestSmallestAverageMedian
Index MC / IDX MC (%)
TOP 10 CONSTITUENTSMarket Cap Index
Code Company Name (in trill. IDR) Weight SectorBBCA Bank Central Asia Tbk. FinancialsBBRI Bank Rakyat Indonesia (Persero) Tbk. FinancialsBMRI Bank Mandiri (Persero) Tbk. FinancialsBBNI Bank Negara Indonesia (Persero) Tbk. FinancialsSMMA Sinarmas Multiartha Tbk. FinancialsARTO Bank Jago Tbk. FinancialsMEGA Bank Mega Tbk. FinancialsDNET Indoritel Makmur Internasional Tbk. FinancialsMAYA Bank Mayapada Internasional Tbk. FinancialsBDMN Bank Danamon Indonesia Tbk. Financials
Total (Top 10 Constituents)
Data prior to the launch date is back-tested data.
Data as of: Jan 29, 2021Contact Information DisclaimerBusiness Development DivisionIndonesia Stock ExchangeMore Informationhttps://www.idx.co.id/en-us/products/index/
IDX SECTOR FINANCIALS
Returns6M1Y
5Y3Y YTD 2021
2020
Year
July 13, 20181,000
IDX Sector Financials
An index that measures the performance of all stocks in theFinancials Sector based on the IDX Industrial Classification(IDX-IC).
January 25, 2021
Market Capitalization Weighted
Constituents of IDX Composite Index.
Every stock that classified in the Financials Sector basedon the IDX Industrial Classification (IDX-IC) is included inIDX Sector Financials Index.
24.110.04
825.01
10Y
INDEX FACT SHEET
YoY Returns
January 2021
-
3Y Beta5Y Beta
2.9%-2.3%
IHSG
-5.1%
-23.0%
-7.8%
LQ45-2.0%
72.01
2.43
2.87%
102.47 4.09%
825.01510.43
12.11%20.36%
3.05%
303.76
32.90%
76.41
37.07%
2,061.08 82.20%
33.75 1.35%27.67 1.10%
62.05 2.47%47.52 1.89%
--
29.70%
19.71%3.37%
0.0% 0.0%4.2% 4.8%
3Y Std Dev (Annualized)5Y Std Dev (Annualized)
1.7%
1.15IDXFINANCE
2018
-2.5%
3.2%13.2%
0.0%2017
14.0%
26.592015
2,507.47
2014 0.0%
0.0%0.0%0.0%
0.0%0.0%0.0%0.0% 1.99
P/E (Weight Avg.)P/BV (Weight Avg.)0.0%
104#VALUE!
10.76%
2016--
Since Base Date (Ann.)
In the case that the important market information of aparticular stock could affect significantly to the index, theIDX may consider to exclude some or all of the shares of aparticular stock from any IDX Sector index.
10.76%29.70%Since Base Date
3Y (Annualized)
2019
5Y (Annualized)10Y (Annualized)
A new listed stock that classified on IDX-IC's FinancialsSector will be included in the IDX Sector Financials indexsince the listing date.
A delisted stock that member of the IDX Sector Financialsindex will be excluded from the index since the effectivedate of delisting.
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 any otherintellectual 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 of Indonesia, and protectedunder 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 for income-generating activities, require aproper 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. Allinformation 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 Indicesinformation and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or implied warranties of the fitness of IDX Indices for a particular purpose or use, or as to theresults 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 cannot be held accountable or has any payment obligations or anything against any losses, errors ordamages arising from the use of any information or data contained herein.
-50%
-40%
-30%
-20%
-10%
0%
10%
20%
30%
40%
50%
2018 2019 2020
IHSG LQ45 IDXFINANCE
IHSG5862.352(-1.37%)
IDXFINANCE1297.043(29.70%)
LQ45911.98
(-2.74%)
Financials100.0%
Jan 2021
IDX Stock Index Handbook v1.249
INDONESIA STOCK EXCHANGE
GENERAL INFORMATION HISTORICAL PERFORMANCEIndex Name : Return Jul 13, 2018 - Jan 29, 2021
IDX JATS Code : IDXPROPERTDescription :
Launch Date :Base Date :Base Value :Methodology :
CONSTITUENT SELECTIONUniverse
INDEX PERFORMANCE RISKEligibility
INDEX MAINTENANCEListing FUNDAMENTAL
Delisting
INDEX CHARACTERISTICS SECTOR WEIGHTS
Exception Number of ConstituentsConstituent In/Out Avg. (10Y)Market Cap Total (in tr. IDR)
LargestSmallestAverageMedian
Index MC / IDX MC (%)
TOP 10 CONSTITUENTSMarket Cap Index
Code Company Name (in trill. IDR) Weight SectorPOLL Pollux Properti Indonesia Tbk. Properties & Real EstateMKPI Metropolitan Kentjana Tbk. Properties & Real EstateBSDE Bumi Serpong Damai Tbk. Properties & Real EstatePWON Pakuwon Jati Tbk. Properties & Real EstateCTRA Ciputra Development Tbk. Properties & Real EstateMPRO Maha Properti Indonesia Tbk. Properties & Real EstateLPKR Lippo Karawaci Tbk. Properties & Real EstateDMAS Puradelta Lestari Tbk. Properties & Real EstateSMRA Summarecon Agung Tbk. Properties & Real EstatePLIN Plaza Indonesia Realty Tbk. Properties & Real Estate
Total (Top 10 Constituents)
Data prior to the launch date is back-tested data.
Data as of: Jan 29, 2021Contact Information DisclaimerBusiness Development DivisionIndonesia Stock ExchangeMore Informationhttps://www.idx.co.id/en-us/products/index/
IDX Sector Properties & Real Estate
An index that measures the performance of all stocks in theProperties & Real Estate Sector based on the IDX IndustrialClassification (IDX-IC).
1,000
Market Capitalization Weighted
Constituents of IDX Composite Index.
Every stock that classified in the Properties & Real EstateSector based on the IDX Industrial Classification (IDX-IC) isincluded in IDX Sector Properties & Real Estate Index.
A new listed stock that classified on IDX-IC's Properties &Real Estate Sector will be included in the IDX SectorProperties & Real Estate index since the listing date.
A delisted stock that member of the IDX Sector Properties& Real Estate index will be excluded from the index sincethe effective date of delisting.
-4.85%-11.87%Since Base Date
3Y (Annualized)
2019
5Y (Annualized)10Y (Annualized)
In the case that the important market information of aparticular stock could affect significantly to the index, theIDX may consider to exclude some or all of the shares of aparticular stock from any IDX Sector index.
3.540.03
32.86
10Y
>50.002015
276.48
2014 0.0%
0.0%0.0%0.0%
0.0%0.0%0.0%0.0% 0.85
P/E (Weight Avg.)P/BV (Weight Avg.)0.0%
78#VALUE!
-4.85%
2016--
Since Base Date (Ann.)
--
-11.87%
15.49%-22.95%
0.0% 0.0%4.2% 4.8%
3Y Std Dev (Annualized)5Y Std Dev (Annualized)
1.7%
0.68IDXPROPERT
2018
-2.5%
3.2%2.8%0.0%2017
22.9%
180.36 65.23%
10.03 3.63%8.70 3.15%
12.41 4.49%10.51 3.80%
14.81
0.70
5.36%
23.21 8.40%
32.8627.31
8.61%9.88%
6.04%
23.82
11.89%
16.70
4.09%
INDEX FACT SHEET
YoY Returns
January 2021
-
3Y Beta5Y Beta
-7.8%-24.3%
IHSG
-5.1%
-21.6%
-7.8%
LQ45-2.0%
IDX SECTOR PROPERTIES & REAL ESTATE
Returns6M1Y
5Y3Y YTD 2021
2020
Year
January 25, 2021July 13, 2018
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 any otherintellectual 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 of Indonesia, and protectedunder 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 for income-generating activities, require aproper 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. Allinformation 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 Indicesinformation and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or implied warranties of the fitness of IDX Indices for a particular purpose or use, or as to theresults 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 cannot be held accountable or has any payment obligations or anything against any losses, errors ordamages arising from the use of any information or data contained herein.
-50%
-40%
-30%
-20%
-10%
0%
10%
20%
30%
40%
2018 2019 2020
IHSG LQ45 IDXPROPERT IHSG5862.352(-1.37%)
IDXPROPERT881.284
(-11.87%)
LQ45911.98
(-2.74%)
Properties & Real Estate100.0%
Jan 2021
IDX Stock Index Handbook v1.250
INDONESIA STOCK EXCHANGE
GENERAL INFORMATION HISTORICAL PERFORMANCEIndex Name : Return Jul 13, 2018 - Jan 29, 2021IDX JATS Code : IDXTECHNODescription :
Launch Date :Base Date :Base Value :Methodology :
CONSTITUENT SELECTIONUniverse
Eligibility INDEX PERFORMANCE RISK
INDEX MAINTENANCEListing
FUNDAMENTAL
Delisting
INDEX CHARACTERISTICS SECTOR WEIGHTSException
Number of ConstituentsConstituent In/Out Avg. (10Y)Market Cap Total (in tr. IDR)
LargestSmallestAverageMedian
Index MC / IDX MC (%)
TOP 10 CONSTITUENTSMarket Cap Index
Code Company Name (in trill. IDR) Weight SectorDCII DCI Indonesia Tbk. TechnologyMCAS M Cash Integrasi Tbk. TechnologyMTDL Metrodata Electronics Tbk. TechnologyTECH Indosterling Technomedia Tbk. TechnologyDMMX Digital Mediatama Maxima Tbk. TechnologyDIVA Distribusi Voucher Nusantara Tbk. TechnologyMLPT Multipolar Technology Tbk. TechnologyATIC Anabatic Technologies Tbk. TechnologyNFCX NFC Indonesia Tbk. TechnologyPTSN Sat Nusapersada Tbk Technology
Total (Top 10 Constituents)
Data prior to the launch date is back-tested data.
Data as of: Jan 29, 2021Contact Information DisclaimerBusiness Development DivisionIndonesia Stock ExchangeMore Informationhttps://www.idx.co.id/en-us/products/index/
IDX SECTOR TECHNOLOGY
Returns6M1Y
5Y3Y YTD 2021
2020
Year
July 13, 20181,000
IDX Sector Technology
An index that measures the performance of all stocks in theTechnology Sector based on the IDX IndustrialClassification (IDX-IC).
January 25, 2021
Market Capitalization Weighted
Constituents of IDX Composite Index.
Every stock that classified in the Technology Sector basedon the IDX Industrial Classification (IDX-IC) is included inIDX Sector Technology Index.
INDEX FACT SHEET
YoY Returns
January 2021
-
3Y Beta5Y Beta
93.7%-12.8%
IHSG
-5.1%
-27.9%
-7.8%
LQ45-2.0%
1.64
1.30
4.31%
2.99 7.85%
17.043.73
9.41%9.79%
5.25%
3.58
44.73%
2.00
0.56%
36.39 95.51%
1.30 3.42%1.00 2.64%
1.58 4.13%1.52 3.98%
--
115.78%
134.56%102.15%
0.0% 0.0%4.2% 4.8%
3Y Std Dev (Annualized)5Y Std Dev (Annualized)
1.7%
0.64IDXTECHNO
2018
-2.5%
3.2%31.7%
0.0%2017
-3.1%2019
5Y (Annualized)10Y (Annualized)
2.240.03
17.04
10Y
34.692015
38.10
2014 0.0%
0.0%0.0%0.0%
0.0%0.0%0.0%0.0% 3.16
P/E (Weight Avg.)P/BV (Weight Avg.)0.0%
17
A new listed stock that classified on IDX-IC's TechnologySector will be included in the IDX Sector Technology indexsince the listing date.
A delisted stock that member of the IDX Sector Technologyindex will be excluded from the index since the effectivedate of delisting.
In the case that the important market information of aparticular stock could affect significantly to the index, theIDX may consider to exclude some or all of the shares of aparticular stock from any IDX Sector index.
35.29%115.78%Since Base Date
3Y (Annualized)
#VALUE!
35.29%
2016--
Since Base Date (Ann.)
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 any otherintellectual 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 of Indonesia, and protectedunder 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 for income-generating activities, require aproper 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. Allinformation 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 Indicesinformation and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or implied warranties of the fitness of IDX Indices for a particular purpose or use, or as to theresults 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 cannot be held accountable or has any payment obligations or anything against any losses, errors ordamages arising from the use of any information or data contained herein.
-60%
-40%
-20%
0%
20%
40%
60%
80%
100%
120%
140%
2018 2019 2020
IHSG LQ45 IDXTECHNO
IHSG5862.352(-1.37%)
IDXTECHNO2157.776(115.78%)
LQ45911.98
(-2.74%)
Technology100.0%
Jan 2021
IDX Stock Index Handbook v1.251
INDONESIA STOCK EXCHANGE
GENERAL INFORMATION HISTORICAL PERFORMANCEIndex Name : Return Jul 13, 2018 - Jan 29, 2021IDX JATS Code : IDXINFRADescription :
Launch Date :Base Date :Base Value :Methodology :
CONSTITUENT SELECTIONUniverse
Eligibility INDEX PERFORMANCE RISK
INDEX MAINTENANCEListing
FUNDAMENTAL
Delisting
INDEX CHARACTERISTICS SECTOR WEIGHTSException
Number of ConstituentsConstituent In/Out Avg. (10Y)Market Cap Total (in tr. IDR)
LargestSmallestAverageMedian
Index MC / IDX MC (%)
TOP 10 CONSTITUENTSMarket Cap Index
Code Company Name (in trill. IDR) Weight SectorTLKM Telkom Indonesia (Persero) Tbk. InfrastructuresTBIG Tower Bersama Infrastructure Tbk. InfrastructuresTOWR Sarana Menara Nusantara Tbk. InfrastructuresJSMR Jasa Marga (Persero) Tbk. InfrastructuresISAT Indosat Tbk. InfrastructuresEXCL XL Axiata Tbk. InfrastructuresWSKT Waskita Karya (Persero) Tbk. InfrastructuresWIKA Wijaya Karya (Persero) Tbk. InfrastructuresFREN Smartfren Telecom Tbk. InfrastructuresIBST Inti Bangun Sejahtera Tbk. Infrastructures
Total (Top 10 Constituents)
Data prior to the launch date is back-tested data.
Data as of: Jan 29, 2021Contact Information DisclaimerBusiness Development DivisionIndonesia Stock ExchangeMore Informationhttps://www.idx.co.id/en-us/products/index/
A new listed stock that classified on IDX-IC's InfrastructuresSector will be included in the IDX Sector Infrastructuresindex since the listing date.
A delisted stock that member of the IDX SectorInfrastructures index will be excluded from the index sincethe effective date of delisting.
In the case that the important market information of aparticular stock could affect significantly to the index, theIDX may consider to exclude some or all of the shares of aparticular stock from any IDX Sector index.
-7.14%-17.19%Since Base Date
3Y (Annualized)
#VALUE!
-7.14%
2016--
Since Base Date (Ann.)
2019
5Y (Annualized)10Y (Annualized)
11.550.04
308.08
10Y
24.182015
646.53
2014 0.0%
0.0%0.0%0.0%
0.0%0.0%0.0%0.0% 2.01
P/E (Weight Avg.)P/BV (Weight Avg.)0.0%
56
--
-17.19%
7.70%-7.64%
0.0% 0.0%4.2% 4.8%
3Y Std Dev (Annualized)5Y Std Dev (Annualized)
1.7%
1.09IDXINFRA
2018
-2.5%
3.2%-8.7%0.0%2017
5.5%
551.79 85.35%
14.22 2.20%11.99 1.85%
19.21 2.97%16.15 2.50%
23.77
1.74
3.68%
31.35 4.85%
308.0850.75
7.57%7.85%
4.22%
48.97
47.65%
27.31
9.56%
INDEX FACT SHEET
YoY Returns
January 2021
-
3Y Beta5Y Beta
-4.0%-10.5%
IHSG
-5.1%
-26.4%
-7.8%
LQ45-2.0%
IDX SECTOR INFRASTRUCTURES
Returns6M1Y
5Y3Y YTD 2021
2020
Year
July 13, 20181,000
IDX Sector Infrastructures
An index that measures the performance of all stocks in theInfrastructures Sector based on the IDX IndustrialClassification (IDX-IC).
January 25, 2021
Market Capitalization Weighted
Constituents of IDX Composite Index.
Every stock that classified in the Infrastructures Sectorbased on the IDX Industrial Classification (IDX-IC) isincluded in IDX Sector Infrastructures Index.
All Indices compiled, calculated and maintained by Indonesia Stock Exchange (“IDX”) (collectively called “IDX Indices”) are owned by IDX (either owned by IDX itself or jointly owned by IDX and other parties). Trademarks and any otherintellectual 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 of Indonesia, and protectedunder 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 for income-generating activities, require aproper 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. Allinformation 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 Indicesinformation and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or implied warranties of the fitness of IDX Indices for a particular purpose or use, or as to theresults 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 cannot be held accountable or has any payment obligations or anything against any losses, errors ordamages arising from the use of any information or data contained herein.
-50%
-40%
-30%
-20%
-10%
0%
10%
20%
2018 2019 2020
IHSG LQ45 IDXINFRA IHSG5862.352(-1.37%)
IDXINFRA828.125
(-17.19%)
LQ45911.98
(-2.74%)
Infrastructures100.0%
Jan 2021
IDX Stock Index Handbook v1.252
INDONESIA STOCK EXCHANGE
GENERAL INFORMATION HISTORICAL PERFORMANCEIndex Name : Return Jul 13, 2018 - Jan 29, 2021
IDX JATS Code : IDXTRANSDescription :
Launch Date :Base Date :Base Value :Methodology :
CONSTITUENT SELECTIONUniverse
INDEX PERFORMANCE RISKEligibility
INDEX MAINTENANCEListing FUNDAMENTAL
Delisting
INDEX CHARACTERISTICS SECTOR WEIGHTS
Exception Number of ConstituentsConstituent In/Out Avg. (10Y)Market Cap Total (in tr. IDR)
LargestSmallestAverageMedian
Index MC / IDX MC (%)
TOP 10 CONSTITUENTSMarket Cap Index
Code Company Name (in trill. IDR) Weight SectorGIAA Garuda Indonesia (Persero) Tbk. Transportation & LogisticBIRD Blue Bird Tbk. Transportation & LogisticASSA Adi Sarana Armada Tbk. Transportation & LogisticCMPP AirAsia Indonesia Tbk. Transportation & LogisticSAPX Satria Antaran Prima Tbk. Transportation & LogisticBLTA Berlian Laju Tanker Tbk Transportation & LogisticSMDR Samudera Indonesia Tbk. Transportation & LogisticTMAS Temas Tbk. Transportation & LogisticPURA Putra Rajawali Kencana Tbk. Transportation & LogisticIATA Indonesia Transport & Infrastructure Tbk. Transportation & Logistic
Total (Top 10 Constituents)
Data prior to the launch date is back-tested data.
Data as of: Jan 29, 2021Contact Information DisclaimerBusiness Development DivisionIndonesia Stock ExchangeMore Informationhttps://www.idx.co.id/en-us/products/index/
A new listed stock that classified on IDX-IC's Transportation& Logistic Sector will be included in the IDX SectorTransportation & Logistic index since the listing date.
A delisted stock that member of the IDX SectorTransportation & Logistic index will be excluded from theindex since the effective date of delisting.
In the case that the important market information of aparticular stock could affect significantly to the index, theIDX may consider to exclude some or all of the shares of aparticular stock from any IDX Sector index.
IDX SECTOR TRANSPORTATION & LOGISTIC
Returns6M1Y
5Y3Y
-6.19%-15.00%Since Base Date
3Y (Annualized)
#VALUE!
-6.19%
2016--
Since Base Date (Ann.)
January 25, 2021July 13, 2018
IDX Sector Transportation &Logistic
An index that measures the performance of all stocks in theTransportation & Logistic Sector based on the IDX IndustrialClassification (IDX-IC).
1,000
Market Capitalization Weighted
Constituents of IDX Composite Index.
Every stock that classified in the Transportation & LogisticSector based on the IDX Industrial Classification (IDX-IC) isincluded in IDX Sector Transportation & Logistic Index.
INDEX FACT SHEET
YoY Returns
January 2021
-
3Y Beta5Y Beta
-10.8%-17.1%
IHSG
-5.1%
-26.3%
-7.8%
LQ45-2.0%YTD 2021
2020
Year
1.30
0.38
5.37%
1.97 8.14%
7.513.04
11.33%12.59%
7.35%
2.73
31.10%
1.77
0.36%
20.97 86.86%
0.66 2.73%0.53 2.22%
0.79 3.26%0.67 2.77%
--
-15.00%
11.21%-16.89%
0.0% 0.0%4.2% 4.8%
3Y Std Dev (Annualized)5Y Std Dev (Annualized)
1.7%
0.79IDXTRANS
2018
-2.5%
3.2%6.8%0.0%2017
7.7%2019
5Y (Annualized)10Y (Annualized)
0.930.057.51
10Y
<0.002015
24.14
2014 0.0%
0.0%0.0%0.0%
0.0%0.0%0.0%0.0% 4.35
P/E (Weight Avg.)P/BV (Weight Avg.)0.0%
26
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 any otherintellectual 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 of Indonesia, and protectedunder 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 for income-generating activities, require aproper 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. Allinformation 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 Indicesinformation and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or implied warranties of the fitness of IDX Indices for a particular purpose or use, or as to theresults 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 cannot be held accountable or has any payment obligations or anything against any losses, errors ordamages arising from the use of any information or data contained herein.
-60%
-40%
-20%
0%
20%
40%
60%
2018 2019 2020
IHSG LQ45 IDXTRANS IHSG5862.352(-1.37%)
IDXTRANS850.023
(-15.00%)
LQ45911.98
(-2.74%)
Transportation & Logistic…
Jan 2021
Informasi lebih Lanjut
Berikut beberapa informasi lebih lanjut terkait indeks di BEI:
• Daftar 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/
• Fact sheet masing-masing indeks BEI Fact sheet masing-masing indeks yang disediakan oleh BEI dapat diunduh pada tautan berikut: https://www.idx.co.id/data-pasar/laporan-statistik/fact-sheet-indeks/ • Informasi indeks dan unduh versi terbaru dokumen ini Buku “IDX Stock Index Handbook” versi yang lebih baru (jika ada) dari dokumen ini dapat diunduh pada tautan berikut: https://www.idx.co.id/produk/indeks/
• Pertanyaan/masukan/rencana pembuatan produk berbasis indeks yang diterbitkan BEI Rencana pembuatan produk berbasis indeks dapat disampaikan kepada Divisi Pengembangan Bisnis atau melalui email: [email protected]
53 IDX Stock Index Handbook v1.2
© Maret 2021 Indonesia Stock Exchange
The facts and opinions stated or expressed in this publication are for information purposes only and are not necessarily and must not be relied upon as being those of the publisher or of the institutions for which the contributing authors work. Although every care has been taken to ensure the accuracy of the information contained within the publication, it should not be by any person relied upon as the basis for taking any action or making any decision. The Indonesia Stock Exchange cannot be held liable or otherwise responsible in anyway for any advice, action taken or decision made on the basis of the facts and opinions stated or expressed or stated within this publication.You are prohibited from using and disseminating Information obtained from Website to other parties for comercial purpose without prior written consent from Indonesia Stock Exchange and/or the original owner of such Information and/or data. The use of Information, including information citation not for commercial purposes is permitted by mentioning the complete source accompanied with the date of your access citing such information on Website.
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