FTSE SET INDEX SERIES INTRODUCTION
FTSE SET INDEX SERIES COMMENTARY
VENDOR CODES
Source: FTSE Group 1 of 22
FTSE MONTHLY REPORT - August 2012
FTSE SET INDEX SERIES Data as at: 31 August 2012
Univentures had the strongest performance in the FTSE SET All-Share Index, up 37.76 per cent, with Banpu PCL the
best performing FTSE SET Large Cap Index constituent, up 12.50 per cent.
Within the Thailand market, Fledgling companies had the best performance with the FTSE SET Fledgling Index up
5.69 per cent, followed by Small Cap companies seeing an increase of 5.18 per cent in August. Large Cap compliant
companies were the worst performers. The FTSE SET All-Share Index had a performance of 0.87 per cent.
Beverages was the best performing
sector in the FTSE SET All-Share
Index, up 21.57 per cent, followed by
Mining companies, up 12.07 per cent.
The Support Services, and Software &
Computer Services sectors had the
worst performance in August, down
7.14 and 6.68 per cent, respectively.
The FTSE SET Large Cap Index ended the month in positive territory in August up 0.28 per cent, managing to
outperform the FTSE ASEAN Index by 1.70 per cent.
Pakistan was the best performing
Asian market this month with the FTSE
Pakistan Index seeing a rise of 2.92
per cent in August. The second best
performing Asian market was Taiwan,
with the FTSE TWSE Taiwan 50 Index,
up 1.73 per cent. Vietnam was the
worst performer, with the FTSE
Vietnam Index falling 7.08 per cent.
The FTSE All-World Index was up 1.40
per cent.
FTSE SET Large Cap Index 1453.74 4.13 0.28% ▲
FTSE Group and the Stock Exchange of Thailand (SET) have jointly created the FTSE SET Index Series to provide investors
with a comprehensive series of indices for accessing segments of Thailand’s market. The index series adopts FTSE’s global
index standards such as size, free float weighting and liquidity screening, and provides a familiar tool for performance
measurement, product creation and analysis, appealing to both local and international investors.
As part of the FTSE SET Index Series the FTSE SET Large Cap Index is the flagship index that captures the largest, most
liquid companies on the Thai market. The index is also delivered on an intra-second streaming basis, enabling investors to
make trading decisions based on intra-second index quotes and respond more rapidly to immediate market events.
TABLE OF CONTENTS
Introduction & Index Series Overview
FTSE SET Large Cap Index
FTSE SET All-Share Index
FTSE SET Mid Cap Index
FTSE SET Small Cap Index
FTSE SET Mid Small Cap Index
FTSE SET Fledgling Index
FTSE SET Shariah Index
1
5
9
13
15
17
19
21
1-Month Performance of the Selected FTSE Indices
1-Month THB Performance (%)
1.40
-1.42
-7.08
-2.90
-4.50
0.52
-1.26
-10.0 -5.0 - 5.0
Straits Time Index (STI)
FTSE Bursa Malaysia KLCI
FTSE Indonesia Index
FTSE Philippines Index
FTSE Vietnam Index
FTSE ASEAN Index
FTSE All-World Index
1-Month Performance of the FTSE SET Index Series
1-Month THB Performance (%)
3.30
5.69
0.87
3.09
5.18
2.45
0.28
- 2.0 4.0 6.0
FTSE SET Large Cap Index
FTSE SET Mid Cap Index
FTSE SET Small Cap Index
FTSE SET Mid Small Cap Index
FTSE SET All-Share Index
FTSE SET Fledgling Index
FTSE SET Shariah Index
FEATURES
Objective
The indices have been designed for the
creation of structured products, index
tracking funds, ETFs or as performance
benchmarks
Universe
The index series also contains the FTSE
SET Large Cap Index that comprises 30
of the largest, most liquid companies
listed on the SET
Coverage
The indices provide a comprehensive
coverage of the major market segments
of the Thai market, including size,
sectors, and Shariah based indices
Design
The indices have been designed for both
domestic and international investors who
want to see global standards applied to
the selection and maintenance of
companies
Investability
Index constituents are free-float
weighted to ensure that only the
investable opportunity set is included
within an index
Liquidity
Companies are liquidity screened to
ensure that the indices are tradable
(except for the FTSE SET Fledgling
Index)
Maintenance
The indices are governed by an
independent committee made up of
senior investment professionals to ensure
they continue to meet the needs of index
Reuters <.FTFSTHL> Factset FSTHL.LOC-FTX Bloomberg FSTHL Telekurs CH4275381
FTSE SET INDEX SERIES
Source: FTSE Group 2 of 22
FTSE SET Index Series Data as at: 31 August 2012
All
-Sh
are
Large Cap
Mid Cap
Small Cap
98%
Mid
Sm
all
Cap
Index Universe
Ind
ust
ry I
nd
ices
Fledgling
90%
Sh
ari
ah
Screens on
Business Activity &
Financial Ratios
INFORMATION
Index Universe
Stock Exchange of Thailand Main
Board
Index Launch
FTSE SET Index Series - 24 June
2008
FTSE SET Shariah Index - 23 April
2009
FTSE SET All-Share
Industry Indices - 11 November
2010
Base Date
29 February 2008
Base Value
1000
Index Calculation
Real-time and end-of-day indices
available.
Real-time indices are calculated at the
following intervals:
FTSE SET Large Cap Index - intra-
second streaming basis
FTSE SET Shariah Index - every 15
seconds
All other FTSE SET Indices - every 60
seconds
End-of-Day Distribution
Indices available at 21:00 Bangkok local
time (14:00 hours London time GMT or
15:00 hours BST) via FTP and email
Currency
USD, EUR, GBP, JPY, THB
Real-time calculated in THB only
Review Dates
Semi-annually in June and December
Index Rules
Available at www.ftse.com/thailand
Vendor Codes
See page 4 or contact [email protected]
Historical Data
Available from January 1997
INDUSTRY CLASSIFICATION
BENCHMARK (ICB)
The indices are calculated in accordance
with the Industry Classification
Benchmark (ICB), the global standard
for industry sector analysis
The ICB contains four classification
levels: Industries (x10), Supersectors
(x19), Sectors (x41) and Subsectors
(x114)
Global presence - ICB is adopted by
stock exchanges representing over 65%
of the world’s market capitalisation
The following indices are included in the FTSE SET Index Series:
FTSE SET Large Cap Index
This index comprises the largest 30 companies by full market capitalisation that meet stated eligibility requirements.
FTSE SET Mid Cap Index
This index comprises the companies within the top 90% of the SET Universe by full market capitalisation. They will
also need to meet the stated eligibility requirements, but are not constituents of the FTSE SET Large Cap Index.
FTSE SET Small Cap Index
This index comprises the constituents within the top 98% of the SET Universe by full market capitalisation. They will
also need to meet the stated eligibility requirements, but are not constituents of the FTSE SET Large Cap Index and
the FTSE SET Mid Cap Index.
FTSE SET Mid Small Cap Index
This index comprises the constituents in the FTSE SET Mid Cap Index and the FTSE SET Small Cap Index.
FTSE SET All-Share Index
This index comprises the constituents in the FTSE SET Large Cap Index, the FTSE SET Mid Cap Index and the FTSE
SET Small Cap Index.
FTSE SET All-Share Industry Indices
There are 10 Industry, 19 Supersector and 39 Sector Indices comprised of the constituents in the FTSE SET All-Share
Index. These industries, supersectors and sectors are defined in the Industry Classification Benchmark (ICB).
FTSE SET Fledgling Index
This index comprises the constituents listed on the SET Universe that are too small to be in the FTSE SET All-Share
Index.
FTSE SET Shariah Index
This index comprises the constituents of the FTSE SET All-Share Index that are Shariah compliant according to the
Yasaar screening methodology.
INDEX METHODOLOGY OVERVIEW
Source: FTSE Group 3 of 22
FTSE SET Index Series Data as at: 31 August 2012
Eligible Securities
All classes of ordinary shares in issue are eligible for inclusion in the FTSE SET Index Series, subject to conforming
to all other rules of eligibility, free float and liquidity.
Index Review
The FTSE SET Index Series is reviewed on a semi-annual basis in June and December using data as at the close of
business on the last day in November and May. The eligible constituents from the FTSE SET All-Share Index are
screened by Yasaar for Shariah-compliance for the FTSE SET Shariah Index on a quarterly basis.
The index series semi-annual review will be implemented after the close of business on the third Friday in June and
December.
New Issues
If a new issue is so large (i.e. its full market capitalisation amounts to 2% or more of the FTSE SET All-Share Index,
before the adjustment of free float) that the effectiveness of the index as a market indicator would be significantly
and adversely affected by its non-inclusion, FTSE will normally include the new issue as a constituent of the FTSE
SET Large Cap Index and remaining FTSE SET Indices that it qualifies for after the close of business on the fifth day
of official trading.
New issues, which do not qualify as early entrants will become eligible for inclusion at the next semi-annual review
providing they pass the eligibility screens, and have since the commencement of official non-conditional trading, a
minimum trading record of at least 20 trading days prior to the date of the review.
Constituent Selection
Inclusion Screens
A company will be inserted at the periodic review if it rises above the position stated below for the relevant index
when the eligible securities for each FTSE SET Index are ranked by full market capitalisation, i.e. before the
adjustment of free float:
FTSE SET Large Cap Index - Risen to 20th or above
FTSE SET Mid Cap Index - Risen to 86% or above
FTSE SET Small Cap Index - Risen to 97% or above
A company will be deleted at the periodic review if it falls below the position stated below for the relevant index
when the eligible securities for each FTSE SET Index are ranked by full market capitalisation, i.e. before the
adjustment of free float:
FTSE SET Large Cap Index - Fallen to 41st or below
FTSE SET Mid Cap Index - Fallen to 92% or below
FTSE SET Small Cap Index - Fallen below 99%
A company will be eligible for the FTSE SET All-Share Index providing it is a constituent of either the large, mid, and
small cap index. Eligible non-constituents that are ranked below the top 97% of the SET Universe will be included
in the FTSE SET Fledgling Index.
Liquidity Screen
The semi-annual liquidity screen is based on a security’s median daily trading per month on the SET, with each daily
trade total ranked and the middle ranking day selected. Daily totals with zero trades are included. Constituents of
the FTSE SET Fledgling Index are not screened for liquidity.
• Non-constituents must turnover at least 0.05% of their shares in issue (after the adjustment of free float) based
on their median daily trade per month in ten of the twelve months prior to the semi-annual review.
• An existing constituent must trade at least 0.04% of its shares in issue (after the adjustment of free float)
based on its median daily trade per month for at least eight of the twelve months prior to the semi-annual
review.
• New issues must have a turnover of at least 0.05% of their free float adjusted shares in each month since their
listing.
Free float
The FTSE SET Index Series constituents are adjusted for free float and weighted according to how much share
capital is available for public investment. This achieves the most accurate and neutral market representation
possible: meaning that only shares you can own are included in the index. FTSE has chosen to apply free float
restrictions in weighted bands. This process accurately reflects the investability of a company, without subjecting
the investor to frequent rebalancing transactions associated with a more precise free float methodology.
Reserve Lists
A reserve list of the five highest ranking non-constituents of the FTSE SET Large Cap Index is published at the time
of the semi-annual review. The Reserve List will be used in the event that one or more constituents are deleted
during the period up to the next semi-annual review.
FTSE SET Advisory Committee
The FTSE SET Advisory Committee governs the ongoing management of these indices to ensure they continue to
meet the needs of index users. The committee is made up of senior investment professionals and finance industry
experts acting independently to advise on the creation of new indices, any enhancements to the methodology and
to ensure that the index series evolves with any changes in the market environment.
Further details of the index
methodology can be found on
www.ftse.com/thailand. The following
publications are available by contacting
your local FTSE Client Services team or
Ground Rules for the Management of the
FTSE SET Index Series
COMMENTARY IN AUGUST COMMENTARY IN AUGUST COMMENTARY IN AUGUST COMMENTARY IN AUGUST COMMENTARY IN AUGUST COMMENTARY IN AUGUST
VENDOR CODES
Index Name
FTSE SET Large Cap Index
FTSE SET Mid Cap Index
FTSE SET Small Cap Index
FTSE SET Mid Small Cap Index
FTSE SET All-Share Index
FTSE SET Fledgling Index
FTSE SET Shariah Index
Source: FTSE Group 4 of 22
FTSE SET Index Series Data as at: 31 August 2012
Global markets were in positive territory in August, with the FTSE All-World Index up 1.40 per cent.
Year-to-date global markets have continued on a positive path, up 6.93 per cent.
Europe was the best performing region in August finishing the month up 3.62 per cent. Middle East &
Africa was the worst performing region, down on the month 1.18 per cent. Asian markets saw negative
performance with the FTSE Asia Pacific Index down 1.15 per cent.
Within Asia Pakistan was the best performing market in August, with the FTSE Pakistan Index up 2.92
per cent. The FTSE SET Large Cap Index had a rise of 4.13 index points on the month, seeing a
positive performance of 0.28 per cent.
The Mining sector within the FTSE SET Large Cap Index had the best performance up 12.50 per cent,
with Media sector showing the worst performance down 7.56 per cent. The best performing FTSE SET
Large Cap Index constituent was Banpu PCL showing a positive return of 12.50 per cent in August.
Within the size segments in August fledgling companies were the best performers in the FTSE SET
Index Series, up 5.69 per cent on the month with large cap companies showing the worst performance.
The FTSE SET All-Share Index had a performance of 0.87 per cent in August, with Univentures the best
performing constituent, up 37.76 per cent.
Year to date the FTSE SET Large Cap Index has the highest volatility within the FTSE SET Index Series
at 16.42 per cent. The FTSE SET Fledgling Index has the lowest volatility with 10.21 per cent. This
compares to a volatility of 25.17 and 12.42 per cent respectively for 2011. The FTSE SET All-Share
Index had a volatility of 15.29 per cent year to date, lower than 2011's 24.15 per cent.
As at the end of August, the FTSE SET Large Cap Index accounts for 77.48 per cent of the FTSE SET All-
Share Index, with the 95 constituents of the FTSE SET Small Cap Index accounting for 5.91 per cent.
The top ten constituents of the FTSE SET Large Cap Index account for 70.87 per cent of the index,
compared to 31.76 per cent of the FTSE SET Small Cap Index and 55.81 per cent of the FTSE SET All-
Share Index.
Beverages was the best performing sector in the FTSE SET All-Share Index up 21.57 per cent in August,
with Mining being the second best performer up 12.07 per cent. Support Services was the worst
performing sector followed by Software & Computer Services down 7.14 per cent and 6.68 per cent,
respectively.
With an index weighting of 37.60 per cent and 7 constituents, Financials is the largest industry in the
FTSE SET Large Cap Index, down 1.04 per cent in weighting compared to the previous month. This
compares to a weight of 37.74 per cent in the FTSE SET Mid Cap Index and 37.11 per cent in the FTSE
SET All-Share Index. Within the FTSE SET Shariah Index Financials has 12 constituents, and accounts
for 7.32 per cent.
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INDEX OVERVIEW
FTSE SET LARGE CAP INDEX FIVE-YEAR PERFORMANCE (THB PRICE RETURN) PERFORMANCE HIGHLIGHTS
● FTSE SET Large Cap Index ● FTSE SET All-Share Index
FTSE SET LARGE CAP INDEX HISTORICAL PERFORMANCE TABLE (THB PRICE RETURN)
FTSE SET Large Cap Index
FTSE SET All-Share Index
PERFORMANCE OF THE FTSE SET LARGE CAP INDEX AND SELECTED FTSE ASIA PACIFIC COUNTRY INDICES IN AUGUST (THB PRICE RETURN)
FTSE SET LARGE CAP INDEX HISTORICAL REVIEW TURNOVER
Source: FTSE Group 5 of 22
-1.56
0.52
-7.08
17.23 13.48 84.93 57.79
56.46 23.61
Div Yield
(%)
30 4,245,839 30
33,830
Rank Index Name
88.88 4.10
72.01 2.16
3,224
FTSE China 25 Index
Rank Index NameNumber
of Cons
Net Market Cap
(THBbn)
1M Perf
(%)
3.16
9.37
22.74 9.55 -48.04
1Y
(%)
-49.46
199
The FTSE SET Large Cap Index ended the
month in positive territory in August up
0.28 per cent, although underperforming
the FTSE SET All-Share Index by 0.59 per
cent.
Year to date the FTSE SET Large Cap Index
performance is up by 17.23 per cent, with
a volatility of 16.42 per cent, lower than
2011’s volatility of 25.17 per cent.
Mining had the best sector performance in
the FTSE SET Large Cap Index in August,
up 12.50 per cent.
1M Perf
(%)
5.49
5Y
(%)
3Y
(%pa)
5Y
(%pa)
2008
(%)
2009
(%)
10 FTSE Japan Index 450 63,867
FTSE Pakistan Index
0.28
5 130 2.92
76.07
38.03
13.91
3Y
(%)
Number
of Cons
Net Market Cap
(THBbn)
FTSE TWSE Taiwan 50 Index 50 11,476 1.73
18.69 3.13
5,306
-1.04
BEFORE REVIEW
7 15
FTSE Philippines Index 16
2
30
FTSE India Index 112 8,825 -0.19
6
8 FTSE Korea Index 116 19,624
December 2011
3 FTSE New Zealand Index 12 548 0.91
-1.30
FTSE Bursa Malaysia KLCI
26
FTSE SET Large Cap Index 30 4,400
30
14
Net Market Cap
(THBm)
1,010
1
30 3,745,868 30
Number of Cons
0.28
24 -
0.63
2010
(%)Index Name
1M
(%)
3M
(%)
6M
(%)
YTD
(%)
The FTSE SET Large Cap Index comprises the largest companies by full market capitalisation in the FTSE SET All-Share Index. The index is a free float adjusted
market-capitalisation weighted index representing the performance of the largest Thai blue chip companies, which pass the size, free float, and liquidity screens. The
index represents approximately 70 per cent of the SET Main Board and as at the end of August there were 30 constituents in the index.
0.87 6.47
2011
(%)
5
FTSE SET Index Series Data as at: 31 August 2012
-1.26
CUMULATIVE PERFORMANCE ANNUALISED PERFORMANCE
-2.90
25 - -4.87
AFTER REVIEW
9 Straits Times Index (STI)
-5.98
-4.50
11 FTSE ASFA Australia 200 Index
13
FTSE Vietnam Index
6,962
4
FTSE Indonesia Index
40.31 -0.66
FTSE China A50 Index 50 10,324
16
FTSE Hong Kong Index 118 16,208 0.45
12
Number of Adds
0
1
Number of Dels
0
1
Net Market Cap (THBm)
3,745,868
4,265,437
Total
2-Way Turnover (%)
0.00
2.00
2.00
Review Month
June 2012
Number of Cons
0
20
40
60
80
100
120
140
160
180
Inde
x R
ebas
ed (
31 A
ug 2
007=
100)
Note: The majority of index changes occurs at the index reviews in June and December. Review changes to the index may include constitue additions/deletions,
shares in issue and free float changes, and changes due to corporate events.
FIVE-YEAR HISTORICAL INDUSTRY BREAKDOWN (%) INDUSTRY BREAKDOWN
● Basic Materials
● Consumer Goods
● Consumer Services
● Financials
● Health Care
● Industrials
● Oil & Gas
● Technology
● Telecommunications
● Utilities
RELATIVE PERFORMANCE AGAINST FTSE SET LARGE CAP INDEX (THB PRICE RETURN)
1 MONTH 1 YEAR
FTSE SET LARGE CAP INDEX HISTORICAL VOLATILITY (THB PRICE RETURN)
● FTSE SET Large Cap Index
● FTSE SET All-Share Index
Index volatility is calculated on a rolling 180 days basis.
Source: FTSE Group 6 of 22
FTSE SET Large Cap Index Data as at: 31 August 2012
Key:
7 (37.60%)
Number of Constituents Index Weight
0
20
40
60
80
100 3
(4.60%) 3 (7.03%)
3 (7.77%)
7 (37.60%) 1
(2.73%)
3 (7.98%)
4 (21.40%)
1 (0.97%)
2 (7.26%)
3 (2.67%)
0
5
10
15
20
25
30
35
40
45
50
Vola
tilit
y (
%)
FTSE S
ET I
ndust
ry I
ndic
es
Basic Materials
Consumer Goods
Consumer Services
Financials
Health Care
Industrials
Oil & Gas
Technology
Telecommunications
Utilities 3.81
69.13
-18.42
-9.16
50.81
9.18
17.68
-3.41
-42.18
-50.0 - 50.0 100.0
Relative Performance (%)
FTSE S
ET I
ndust
ry I
ndic
es
Basic Materials
Consumer Goods
Consumer Services
Financials
Health Care
Industrials
Oil & Gas
Technology
Telecommunications
Utilities 3.31
7.74
5.30
1.81
0.62
4.00
-3.33
-0.63
-2.06
6.92
-5.0 - 5.0 10.0
Relative Performance (%)
FTSE SET LARGE CAP INDEX HISTORICAL VOLATILITY TABLE (THB PRICE RETURN)
FTSE SET Large Cap Index
FTSE SET All-Share Index
* Based on annualised daily total log returns. ** Based on annualised weekly total log returns. *** Based on annualised monthly total log returns.
FTSE SET LARGE CAP INDEX HISTORICAL SHARPE RATIO (THB PRICE RETURN)
FTSE SET Large Cap Index
FTSE SET All-Share Index
* Based on annualised daily total log returns. ** Based on annualised weekly total log returns. *** Based on annualised monthly total log returns.
Note: Bangkok 3-Month interbank offered rate (BIBOR) is used as the risk free rate.
FTSE SET LARGE CAP INDEX HISTORICAL CORRELATION AGAINST FTSE SET ALL-SHARE INDEX (THB PRICE RETURN)
FTSE SET Large Cap Index
* Based on annualised daily total log returns. ** Based on annualised weekly total log returns. *** Based on annualised monthly total log returns.
FTSE SET LARGE CAP INDEX TOP 5 AND BOTTOM 5 SECTOR PERFORMERS
FTSE SET LARGE CAP INDEX 1-YEAR TOP PERFORMING SECTOR - MOBILE TELECOMMUNICATIONS
PROFILE
● FTSE SET Large Cap Index - Mobile Telecommunications
● FTSE SET Mobile Telecommunications Index ● FTSE SET Large Cap Index
Source: FTSE Group 7 of 22
Index Name YTD * 1Y * 3Y ** 5Y *** 2008 * 2009 *
2.52
0.66 -1.82
6
1-Year Price Return: 82.61%
2.01
0.9942
5.58
79,937 1.82
2
-24.21
43.09
3.85
122,287 12.50
1 0.70
2.78
8.34
21.80
28.40
Weight in Sector:
Largest Constituent in Sector:
Advanced Info Serv
64.29 1.06
2.76
1.19
3.40
-
YTD (%)* 1Y (%)* 3Y (%)**
4.00
-3.06
1M Perf (%)
1770
-1.90
0.9967 0.9956 0.9964
1.69
Mining
Number of Cons
1
ICB Code ICB Sector
0.9958 0.9978
2010 *
5Y (%)***
Net Market Cap (THBm) Index Weight (%) 1Y Perf (%) Div Yield (%)
0.9933
9.24
2008 (%)* 2009 (%)* 2010 (%)* 2011 (%)*
-0.12 1.92 0.50 0.99 0.21
Index Name
0.22 -1.74 1.84 1.51 -0.06
4530 Health Care Equipment & Services 119,962 2.73 4.28
Food Producers 248,501 5.65
1350 Chemicals
2770 Industrial Transportation 28,821
3570
1
1
1
4.59Mobile Telecommunications 319,615 7.26 8.02
Weight in FTSE SET Large Cap Index:
7.26%
2
1
Dividend Yield: 0.00%
-7.56
0.9974
79.43%
9570 Technology Hardware & Equipment 42,485 0.97
8630 Real Estate Investment & Services 86,199 1.96 7.65
26570
-28.43
82.61
40.67
8350 Banks 1,568,209 35.64 -3.58
-0.02
Number of Constituents:
2
5550 Media 52,000 1.18
2011 (%)*
18.96 29.58 37.28
3Y (%)** 5Y (%)*** 2008 (%)* 2010 (%)*
25.17
15.29 21.47 24.15
2011 *
1.66 0.46 0.91
FTSE SET Large Cap Index Data as at: 31 August 2012
Index Name YTD (%)* 1Y (%)* 2009 (%)*
16.42 22.43 19.88 29.14 39.20 28.85 20.62
27.54 19.37
TO
P
BO
TTO
M
0
20
40
60
80
100
120
140
160
180
200
Index R
ebase
d (
31 A
ug 2
011=
100)
FTSE SET LARGE CAP INDEX TOP 10 CONSTITUENTS
FTSE SET LARGE CAP INDEX TOP 5 AND BOTTOM 5 PERFORMERS
FTSE SET LARGE CAP INDEX TOP PERFORMER IN AUGUST - BANPU PCL PROFILE
Source: FTSE Group 8 of 22
-6.54
6 ADVANC
4.47
1.23
1.22
4.76
11.56
PTT2
Thai Oil Exploration & Production 66,811 1.52 11.02
FTSE SET Large Cap Index Data as at: 31 August 2012
Rank
4 BBL Bangkok Bank
1 SCB Siam Commercial Bank PCL
Charoen Pokphand Foods PCL Farming & Fishing
Banks 508,804
Banks 358,798 8.15
Banks 402,421 9.15
6.79
-3.43
Index Weight (%)Net Market Cap (THBm)
5.28
Advanced Info Serv Mobile Telecommunications 257,638 5.86
-4.08
5 SCC Siam Cement Building Materials & Fixtures 298,800
8.50
Constituent Name ICB Subsector 1M Perf (%)
402,421 9.15
PTT Exploration & Production 469,005 10.66
3 KBANK Kasikornbank Banks
PTT Global Chemical Exploration & Production 209,501
7 CPALL CP ALL Food Retailers & Wholesalers
184,379 4.19
5.49
1.47
Totals 3,118,391 70.87
9 PTTEP PTT Exploration & Production Exploration & Production 196,526 -1.97
8 PTTGC
-4.51
232,520
-
10 CPF
Constituent Name ICB Subsector 1M Perf (%)
ICB Subsector:
Coal
-6.54
Bangkok Bank
BEC BEC World Broadcasting & Entertainment 52,000 1.18 -7.56
37,435 0.85 11.69Banks
TOP
TMB BANK
EGCO Electricity Generating PCL Conventional Electricity 47,196 1.07 9.59
ADVANC Advanced Info Serv Mobile Telecommunications 257,638 5.86 8.50
Banks 358,798
Farming & Fishing 184,379 4.19
SCB Siam Commercial Bank PCL Banks 508,804 11.56
4.00%
KBANK Kasikornbank -3.43
Local Code:
BANPU
122,287 2.78
Weight in FTSE SET Large Cap Index:
2.78%
Dividend Yield
8.15 -4.08BBL
CPF Charoen Pokphand Foods PCL -4.51
BANPU Banpu PCL Coal 12.50
TMB
Local Code
Index Weight (%)Net Market Cap (THBm)Local Code
FTSE SET Mining Index
Banpu PCL
FTSE SET Large Cap Index
Banpu Public Company Limited is a mining and power company which has coal mining operations in Thailand,
Indonesia and China, and coal-fired Power generation operations in Thailand and China. It has a performance of
14.64% in August as the top performer in FTSE SET Large Cap Index. Its share price rose to their highest in
almost two months after the country's biggest coal miner provided a positive business outlook, as it expects its
45% owned Gaohe mine in China to receive final safety and production licences within the next few months.
TO
P
BO
TTO
M
▲ 0.28%
▲ 12.07%
▲ 14.64%
- 2.0 4.0 6.0 8.0 10.0 12.0 14.0
1-Month Price Return (%)
INDEX OVERVIEW
FTSE SET ALL-SHARE INDEX FIVE-YEAR PERFORMANCE (THB PRICE RETURN) PERFORMANCE HIGHLIGHTS
● FTSE SET Large Cap Index ● FTSE SET Mid Cap Index ● FTSE SET Small Cap Index
● FTSE SET Mid Small Index ● FTSE SET All-Share Index
● FTSE SET Fledgling Index ● FTSE SET Shariah Index
FTSE SET ALL-SHARE INDEX HISTORICAL PERFORMANCE TABLE (THB PRICE RETURN)
FTSE SET Large Cap Index
FTSE SET Mid Cap Index
FTSE SET Small Cap Index
FTSE SET Mid Small Cap Index
FTSE SET All-Share Index
FTSE SET Fledgling Index
FTSE SET Shariah Index
FIVE-YEAR HISTORICAL INDUSTRY BREAKDOWN (%) INDUSTRY BREAKDOWN (%)
● Basic Materials
● Consumer Goods
● Consumer Services
● Financials
● Health Care
● Industrials
● Oil & Gas
● Technology
● Telecommunications
● Utilities
Source: FTSE Group 9 of 22
3.13 18.69 13.91
26.34
3.09 15.96
88.88 56.46
41.53
-0.66 23.61 9.37
2010
(%)
2011
(%)
Div Yield
(%)
2009
(%)
1Y
(%)
FTSE SET All-Share Index Data as at: 31 August 2012
84.93 57.79 22.74 9.55 -48.04 72.01 38.03
3.97
3.50
93.85 83.38 24.69 12.89 -31.16 47.99
11.47 29.20 15.30
76.07
-0.59
106.90 50.56 27.42 8.53 -55.74 96.17 50.12
6.78 4.80 32.01
-49.46
55.97 26.43 15.97 -51.94 63.46
5.69 12.18
0.28 5.49 2.16 17.23 13.48
5Y
(%pa)
2008
(%)
3Y
(%)
5Y
(%)
3Y
(%pa)
31.47 -2.09
3.30 5.61
Index Name
17.16
CUMULATIVE PERFORMANCE ANNUALISED PERFORMANCE
127.29 85.74
The FTSE SET All-Share Index comprises the constituents in the FTSE SET Large Cap Index, the FTSE SET Mid Cap Index, and the FTSE SET Small Cap Index. The
index is a free float adjusted market-capitalisation weighted index representing the performance of approximately 98 per cent of the SET Main Board which pass the
size, free float, and liquidity screens. As at the end of August there were 177 constituents in the index.
23.03 16.10 101.67
5.18 11.38
YTD
(%)
-57.41 7.19
0.87
8.96
31.48 13.18 -50.22 89.30 65.77
98.56 46.02 -4.72 3.00
10.22 12.18 24.47
0.63
Within the size segments of the FTSE SET
All-Share Index, small cap companies had
the best performance in August with the
FTSE SET Small Cap Index up 5.18 per
cent, followed by mid cap companies
seeing an increase of 2.45 per cent.
Large cap companies were the worst
performers although up 0.28 per cent.
The FTSE SET All-Share Index had a
performance of 0.87 per cent.
1M
(%)
3M
(%)
6M
(%)
-5.24 3.05
6.47
-3.63
40.31
-6.52 3.17
4.10
3.16
2.45 9.86 12.42
27.43 19.97
0
20
40
60
80
100
120
140
160
180
200
Index R
ebase
d (
31 A
ug 2
007=
100)
4.94 7.05
9.90
37.11 3.21
10.01
17.32
1.79
6.22 2.46
0
20
40
60
80
100
RELATIVE PERFORMANCE AGAINST FTSE SET ALL-SHARE INDEX (THB PRICE RETURN)
1 MONTH 1 YEAR
FTSE SET INDEX SERIES PORTFOLIO CHARACTERISTICS
Number of Constituents
Full Market Cap (THBm)
% FTSE SET All-Share Index
Net Market Cap (THBm)
Dividend Yield (%)
Constituent Sizes (Net Market Cap THBm)
Average
Largest
Smallest
Median
Weight of Largest Constituent (%)
Top 10 Holdings (% Index Market Cap)
Source: FTSE Group 10 of 22
14
401
33.62 29.95
95
538,223
16,728
5.01
- 1.63 11.06 2.14 0.42
47.11
4,400,200
3.16
7,051,934
77.48
2.00
469,005
391
8,0783,049 570
17.6855.81
44,994
1,587
70.87
23,598
23,00531,569
372
146,673
39.69
3,640
3.79
44,994508,804
2.865.78
31.76
9.11 23.99
70.2830.01
85
3,598,722
39.54
2,339
-
126,576
76,505
11.56
508,804
5.91
289,623
3.17
254,495
147
2,049,462
22.52
372
5,610
372
3.97
3,623
2.00 3.29
29.93
222
4,107
17,268
13,765
FTSE SET Large
Cap Index
63.55 77.06
1,187,536
3.05
11.24 15.44 11.16 2.87
3.00
177
9,101,396
30 52
FTSE SET All-
Share Index
FTSE SET
Fledgling Index
FTSE SET
Shariah Index
100.00
1,955,395
3.50
1,511,239
16.60
897,914 5,587,737
3.13
FTSE SET Mid
Cap Index
12.86 26.51 13.30Totals
Review Turnover -
FTSE SET Small
Cap Index
June 2012
FTSE SET Mid
Small Cap Index
December 2011
FTSE SET All-Share Index Data as at: 31 August 2012
Large
Mid
Small
Mid Small
Fledgling
Shariah
FTSE S
ET I
ndic
es
FTSE S
ET I
ndust
ry I
ndic
es
Basic Materials
Consumer Goods
Consumer Services
Financials
Health Care
Industrials
Oil & Gas
Technology
Telecommunications
Utilities 6.33
60.12
27.20
-18.74
-7.96
57.02
7.48
16.91
-3.55
-39.96
-50.0 - 50.0 100.0
Relative Performance (%)
-7.13
2.05
6.06
1.39
2.19
-0.43
-10.0 -5.0 - 5.0 10.0
Relative Performance (%)
Large
Mid
Small
Mid Small
Fledgling
Shariah
FTSE S
ET I
ndic
es
FTSE
SET
Ind
ustr
y In
dic
es
Basic Materials
Consumer Goods
Consumer Services
Financials
Health Care
Industrials
Oil & Gas
Technology
Telecommunications
Utilities 3.35
7.10
7.62
1.20
1.12
2.63
-2.98
-0.30
-1.48
5.40
-5.0 - 5.0 10.0
Relative Performance (%)
2.43
2.22
4.82
4.31
1.58
-0.59
-2.0 - 2.0 4.0 6.0
Relative Performance (%)
FTSE SET INDEX SERIES HISTORICAL VOLATILITY (THB PRICE RETURN)
● FTSE SET Large Cap Index
● FTSE SET Mid Cap Index
● FTSE SET Small Cap Index
● FTSE SET Mid Small Cap Index
● FTSE SET All-Share Index
● FTSE SET Fledgling Index
● FTSE SET Shariah Index
Index volatility is calculated on a rolling 180 days basis.
FTSE SET INDEX SERIES HISTORICAL VOLATILITY TABLE (THB PRICE RETURN)
FTSE SET Large Cap Index
FTSE SET Mid Cap Index
FTSE SET Small Cap Index
FTSE SET Mid Small Cap Index
FTSE SET All-Share Index
FTSE SET Fledgling Index
FTSE SET Shariah Index
* Based on annualised daily total log returns. ** Based on annualised weekly total log returns. *** Based on annualised monthly total log returns.
FTSE SET INDEX SERIES HISTORICAL SHARPE RATIO (THB PRICE RETURN)
FTSE SET Large Cap Index
FTSE SET Mid Cap Index
FTSE SET Small Cap Index
FTSE SET Mid Small Cap Index
FTSE SET All-Share Index
FTSE SET Fledgling Index
FTSE SET Shariah Index
* Based on annualised daily total log returns. ** Based on annualised weekly total log returns. *** Based on annualised monthly total log returns.
Note: Bangkok 3-Month interbank offered rate (BIBOR) is used as the risk free rate.
FTSE SET INDEX SERIES HISTORICAL CORRELATION AGAINST FTSE SET ALL-SHARE INDEX (THB PRICE RETURN)
FTSE SET Large Cap Index
FTSE SET Mid Cap Index
FTSE SET Small Cap Index
FTSE SET Mid Small Cap Index
FTSE SET Fledgling Index
FTSE SET Shariah Index
* Based on annualised daily total log returns. ** Based on annualised weekly total log returns. *** Based on annualised monthly total log returns.
Source: FTSE Group 11 of 22
12.69 19.46 18.18 34.28 31.24 23.78 16.97 21.94
15.29 21.47 18.96 29.58 37.28 27.54 19.37 24.15
14.03 10.81 12.42
16.37 22.09 19.25 34.24 39.26 28.99 19.19 24.29
17.13
Index NameYTD
(%)*
1Y
(%)*
3Y
(%)**
5Y
(%)***
2008
(%)*
2009
(%)*
13.03 18.99 19.21 32.50 29.81 25.02 18.44 21.35
2010
(%)*
2011
(%)*
16.42 22.43 19.88 29.14 39.20 28.85 20.62 25.17
13.10 19.94 18.32 35.24 32.53 22.42 24.09 17.20
Index Name YTD* 1Y* 3Y** 5Y*** 2008* 2009* 2010* 2011*
19.04 10.21 11.87 10.38
1.66 0.46 0.91 0.22 -1.74 1.84 1.51 -0.06
2.71 0.63 1.15 0.12 -2.70 2.80 2.14 -0.32
3.37 0.62 1.30 0.30 -2.43 2.50 2.68 -0.42
2.96 0.64 1.20 0.16 -2.69 2.79 2.33 -0.35
1.92 0.50 0.99 0.21 -1.90 2.01 1.69 -0.12
4.07 1.33 1.89 0.50 -2.33 2.71 2.43 -0.35
0.90 0.19 0.64 0.06 -1.93 1.66 1.39 -0.12
Index NameYTD
(%)*
1Y
(%)*
3Y
(%)**
5Y
(%)***
2008
(%)*
2009
(%)*
2010
(%)*
2011
(%)*
0.9956 0.9964 0.9933 0.9958 0.9978 0.9974 0.9942 0.9967
0.8588 0.9149 0.8585 0.9394 0.9253 0.9051 0.8487 0.9296
0.8037 0.8660 0.8112 0.9142 0.8614 0.8466 0.7896 0.8732
0.8717 0.9165 0.8640 0.9415 0.9286 0.9103 0.8600 0.9279
0.7851 0.7364 0.5183 0.5595 0.6720 0.6979 0.8066 0.6851
0.9116 0.9550 0.9427 0.9504 0.1417 0.4360 0.9429 0.9691
FTSE SET All-Share Index Data as at: 31 August 2012
0
5
10
15
20
25
30
35
40
45
50
Vola
tilit
y (
%)
FTSE SET ALL-SHARE INDEX TOP 5 AND BOTTOM 5 SECTOR PERFORMERS
FTSE SET ALL-SHARE INDEX TOP 10 CONSTITUENTS
FTSE SET ALL-SHARE INDEX TOP 5 AND BOTTOM 5 PERFORMERS
Source: FTSE Group 12 of 22
Local Code
Local Code Index Weight (%)Net Market Cap (THBm)
Net Market Cap (THBm) Index Weight (%) 1M Perf (%) 1Y Perf (%)
Beverages 1 618 21.57 - 0.65
ICB Code ICB Sector Number of Cons
3530
6570 Mobile Telecommunications 4 346,327 6.20 8.01
9570 Technology Hardware & Equipment 7 94,976 1.70 9.42 43.15 5.05
2720 General Industrials 2 26,811 0.48 10.30
1770 Mining 3 127,289 2.28
Div Yield (%)
0.01
Banks 508,804
1.23
12.07
4.07
- 0.11
9530 16.13
2790 Support Services 1 1,528 0.03
25.59
3740 Leisure Goods 1 1,535 0.03 -5.26
Exploration & Production 469,005 8.39
1M Perf (%)Index Weight (%)Net Market Cap (THBm)
-27.93 4.04
58.92
3 KBANK Kasikornbank Banks 402,421 7.20 -3.43
2 PTT
-7.14
8570
Software & Computer Services 2 4,899 0.09 -6.68 8.36
9.11 -6.54
Rank
1 21,360 0.38 -3.78 -20.54 1.57
Constituent Name ICB Subsector
PTT
1 SCB Siam Commercial Bank PCL
4 BBL Bangkok Bank Banks 358,798 6.42
Advanced Info Serv Mobile Telecommunications 257,638 4.61
-4.08
5 SCC Siam Cement Building Materials & Fixtures 298,800
8.50
Totals 3,118,391 55.81 -
10 CPF
7 CPALL CP ALL Food Retailers & Wholesalers 232,520 4.16 1.47
6 ADVANC
3.52 -1.97
8 PTTGC PTT Global Chemical Exploration & Production 209,501 3.75 5.49
9 PTTEP
STPI STP & I PCL Iron & Steel 10,142 0.18 33.33
SIS Distribution Thailand Computer Hardware 372 0.01 -12.02
GFPT Gfpt Co Ltd Food Products
Charoen Pokphand Foods PCL Farming & Fishing 184,379 3.30
AH AAPICO Hitech PCL Auto Parts 3,449 0.06 31.82
GOLD Golden Land Property Development Real Estate Holding & Development 2,790 0.05 28.13
0.08
-4.51
Constituent Name ICB Subsector 1M Perf (%)
UV Univentures Specialty Chemicals 1,507 0.03 37.76
PTT Exploration & Production Exploration & Production 196,526
5.35 1.22
IT IT City Specialty Retailers 1,913 0.03 -15.12
KTC Krungthai Card PCL Consumer Finance 4,796 0.09 27.84
LST LAM Soon (Thailand) Plc Food Products 945 0.02 -9.00
-12.57
1.79
74.19
- 2.84
Life Insurance
4.25
5550 Media 5 65,817 1.18 -5.69
SIS
4,576
SSI Sahaviriya Steel Industries Iron & Steel 7,501 0.13 -12.70
FTSE SET All-Share Index Data as at: 31 August 2012
TO
P
BO
TTO
M
TO
P
BO
TTO
M
INDEX OVERVIEW
FTSE SET MID CAP INDEX FIVE-YEAR PERFORMANCE (THB PRICE RETURN) PERFORMANCE HIGHLIGHTS
● FTSE SET Mid Cap Index ● FTSE SET All-Share Index
FTSE SET MID CAP INDEX HISTORICAL PERFORMANCE TABLE (THB PRICE RETURN)
FTSE SET Mid Cap Index
FTSE SET All-Share Index
FTSE SET MID CAP INDEX HISTORICAL REVIEW TURNOVER
FIVE-YEAR HISTORICAL INDUSTRY BREAKDOWN (%) INDUSTRY BREAKDOWN (%)
● Basic Materials
● Consumer Goods
● Consumer Services
● Financials
● Health Care
● Industrials
● Oil & Gas
● Technology
● Telecommunications
● Utilities
Source: FTSE Group 13 of 22
Net Market Cap (THBm) Number of Adds Number of Dels
FTSE SET Mid Cap Index Data as at: 31 August 2012
The FTSE SET Mid Cap Index ended the
month in positive territory in August up
2.45 per cent, outperforming the FTSE SET
All-Share Index by 1.58 per cent.
Year to date the FTSE SET Mid Cap Index
performance is up by 23.03 per cent, with
a volatility of 13.10 per cent, lower than
2011’s volatility of 22.42 per cent.
General Industrials had the best sector
performance in the FTSE SET Mid Cap
Index in August, up 11.95 per cent.
Total 12.86
June 2012 3
AFTER REVIEW
56.46 23.61 9.37
816,795
BEFORE REVIEW
0 49 770,418 52
December 2011 1 2 51 686,814 50 684,429
6.47
101.67 23.03 46.02
CUMULATIVE PERFORMANCE ANNUALISED PERFORMANCE
11.24
Review Month Number of Cons Net Market Cap
(THBm)
The FTSE SET Mid Cap Index comprises the companies within the top 90% of the SET Universe by full market capitalisation, excluding the constituents of the FTSE
SET Large Cap Index. The index is a free float adjusted market-capitalisation weighted index representing the performance of the mid-capitalised companies trading
on the SET Main Board, which pass the size, free float, and liquidity screens. As at the end of August there were 52 constituents in the index.
-0.66 76.07 40.31
Index Name1M
(%)
3M
(%)
6M
(%)
YTD
(%)
1Y
(%)
3Y
(%)
5Y
(%)
-57.41 98.56
Number of Cons 2-Way Turnover
(%)
9.86 12.42 3.00 16.10 -4.72 41.53 26.34
3.13
Div Yield
(%)
2.45
-49.46 0.87 4.10 18.69 13.91 88.88
1.63
7.19
3Y
(%pa)
5Y
(%pa)
2008
(%)
2009
(%)
2010
(%)
2011
(%)
0
20
40
60
80
100
120
140
160
180
Index R
ebase
d (
31 A
ug 2
007=
100)
2.74 5.37
20.64
37.74
6.27
17.65
2.86 2.92
2.79 1.00
0
20
40
60
80
100
Note: The majority of index changes occurs at the index reviews in June and December. Review changes to the index may include constitue additions/deletions,
shares in issue and free float changes, and changes due to corporate events.
FTSE SET MID CAP INDEX TOP 5 AND BOTTOM 5 SECTOR PERFORMERS
FTSE SET MID CAP INDEX TOP 10 CONSTITUENTS
FTSE SET MID CAP INDEX TOP 5 AND BOTTOM 5 PERFORMERS
Source: FTSE Group 14 of 22
Index Weight (%)Net Market Cap (THBm)
Index Weight (%)Net Market Cap (THBm)
Totals 356,383 39.69
Polyplex Specialty Chemicals 3,312 0.37
Real Estate Holding & Development 38,431
42,578
MAKRO Siam Makro Broadline Retailers 35,520 3.96 12.12
3.82 0.82
6 MAKRO Siam Makro Broadline Retailers 35,520
Real Estate Holding & Development
Div Yield (%)
1M Perf (%)
12.30
Siam Global House PCL Building Materials & Fixtures 7,569
Local Code Constituent Name ICB Subsector
2 BH Bumrungrad Hospital
CCET
12.12
ROBINS Robinson Dept Broadline Retailers 34,292
PTL
FTSE SET Mid Cap Index
BTS Group Holdings PCL
-40.87 0.00
7
Health Care Providers
35,959 4.00
1 TCAP Thanachart Capital PCL Banks 44,994
Constituent Name ICB Subsector
5.01
0.84GLOBAL
BJC
Kiatnakin Bank
Cal-Comp Electronics (Thailand) Electrical Components & Equipment
Berli Jucker
26,483 2.95
Rank Local Code
MINT
9 TISCO TISCO Financial Group Banks
-6.37
4
4.65
1750 Industrial Metals & Mining 1 7,501 0.84 -12.70
8 HEMRAJ
10
4.28 12.00
4.44
BTS BTS Group Holdings PCL
3
5 HMPRO Home Product Center PCL Home Improvement Retailers
4.74 2.63
-6.12
39,902
7.83
-0.62
3,352 0.37
-
5.48
1350 Chemicals 2 17,136 1.91 -1.79
0.67
3.96
Minor International Hotels
29,108 3.24
Hemaraj Land And Development Real Estate Holding & Development 29,116 3.24
KK 1.83
21.67
1M Perf (%)
Banks
0.84 -12.70
Containers & Packaging 21,201
Iron & Steel 7,501
38,431 4.28
SSI Sahaviriya Steel Industries
11.95
6,916 0.77 -8.90
-6.37MINT Minor International Hotels 39,902 4.44
12.00BTS
MAJOR Major Cineplex Recreational Services 11,289 1.26 -8.99
PSL Precious Shipping Marine Transportation
2.36
3720 Household Goods & Home Construction 1 17,024 1.90 8.78
-20.54 1.57
5750 Travel & Leisure 3 73,674 8.21 -4.00 15.93 1.20
8570 Life Insurance 1 21,360 2.38 -3.78
-38.50 3.53
2770 Industrial Transportation 3 39,175 4.36 -2.59 7.69
5370 General Retailers 3 105,771 11.78 6.79 48.65 1.77
2.24
6570 Mobile Telecommunications 1 25,059 2.79 8.00 10.20 0.00
33.06
9570 Technology Hardware & Equipment 1 26,224 2.92 10.37
2720 General Industrials 1 21,201 2.36 11.95
Data as at: 31 August 2012
53.39 1.33
87.76 1.73
ICB Sector Number of Cons Net Market Cap (THBm)ICB Code Index Weight (%) 1M Perf (%) 1Y Perf (%)
TO
P
BO
TTO
M
TO
P
BO
TTO
M
INDEX OVERVIEW
FTSE SET SMALL CAP INDEX FIVE-YEAR PERFORMANCE (THB PRICE RETURN) PERFORMANCE HIGHLIGHTS
● FTSE SET Small Cap Index ● FTSE SET All-Share Index
FTSE SET SMALL CAP INDEX HISTORICAL PERFORMANCE TABLE (THB PRICE RETURN)
FTSE SET Small Cap Index
FTSE SET All-Share Index
FTSE SET SMALL CAP INDEX HISTORICAL REVIEW TURNOVER
FIVE-YEAR HISTORICAL INDUSTRY BREAKDOWN (%) INDUSTRY BREAKDOWN (%)
● Basic Materials
● Consumer Goods
● Consumer Services
● Financials
● Health Care
● Industrials
● Oil & Gas
● Technology
● Telecommunications
● Utilities
Source: FTSE Group 15 of 22
Net Market Cap (THBm) Number of DelsNumber of Adds
The FTSE SET Small Cap Index comprises the companies within the top 98% of the SET Universe by full market capitalisation, excluding the constituents of the FTSE SET
Large Cap Index and FTSE SET Mid Cap Index. The index is a free float adjusted market-capitalisation weighted index representing the performance of the small-capitalised
companies trading on the SET Main Board, which pass the size, free float, and liquidity screens. As at the end of August there were 95 constituents in the index.
Index Name1M
(%)
3M
(%)
6M
(%)
YTD
(%)
88.88 56.46 23.61 9.37 -49.46 76.07
-50.22 89.30
The FTSE SET Small Cap Index ended the
month in positive territory in August up
5.18 per cent, outperforming the FTSE SET
All-Share Index by 4.31 per cent.
Year to date the FTSE SET Small Cap Index
performance is up by 29.20 per cent, with
a volatility of 13.03 per cent, lower than
2011’s volatility of 21.35 per cent.
Beverages had the best sector performance
in the FTSE SET Small Cap Index in
August, up 21.57 per cent.
5.18 11.38 11.47 29.20 15.30 127.29 85.74 31.48 13.18
2009
(%)
2010
(%)
2011
(%)
Div Yield
(%)
1Y
(%)
3Y
(%)
5Y
(%)
3Y
(%pa)
5Y
(%pa)
2008
(%)
CUMULATIVE PERFORMANCE ANNUALISED PERFORMANCE
65.77 -6.52 3.17
0.87 6.47 4.10 18.69 13.91
2-Way Turnover
(%)December 2011 6 0 83 204,680 89 216,789 11.06
40.31 -0.66 3.13
BEFORE REVIEW AFTER REVIEW
Review Month Number of Cons Net Market Cap
(THBm)
Number of Cons
5 88 246,949 95 255,573 15.44
Total 26.51
June 2012 12
FTSE SET Small Cap Index Data as at: 31 August 2012
0
20
40
60
80
100
120
140
160
180
200
Index R
ebase
d (
31 A
ug 2
007=
100)
17.06
12.49
8.94
27.69
1.03
17.09
10.76
1.05 3.89
0
20
40
60
80
100
Note: The majority of index changes occurs at the index reviews in June and December. Review changes to the index may include constitue additions/deletions,
shares in issue and free float changes, and changes due to corporate events.
FTSE SET SMALL CAP INDEX TOP 5 AND BOTTOM 5 SECTOR PERFORMERS
FTSE SET SMALL CAP INDEX TOP 10 CONSTITUENTS
FTSE SET SMALL CAP INDEX TOP 5 AND BOTTOM 5 PERFORMERS
Source: FTSE Group 16 of 22
Index Weight (%)
Index Weight (%)Net Market Cap (THBm)
Net Market Cap (THBm)
Div Yield (%)
1M Perf (%)
1M Perf (%)
3530 Beverages 1 618 0.21 21.57 - 0.65
1.98
ICB Code ICB Sector Number of Cons Net Market Cap (THBm) Index Weight (%) 1M Perf (%) 1Y Perf (%)
14.98 3.27
9570 Technology Hardware & Equipment 5 26,267 9.07 15.42 38.94
1350 Chemicals 4 9,133 3.15 17.82
7570 Gas, Water & Multiutilities 1 5,540 1.91 11.56 80.49 3.78
16.13 8.36
7530 Electricity 1 5,738 1.98 15.12 - 2.02
9530 Software & Computer Services 2 4,899 1.69 -6.68
- 2.84
3570 Food Producers 8 12,415 4.29 -5.40 -10.09 4.60
3740 Leisure Goods 1 1,535 0.53 -5.26
5.75
Rank Local Code Constituent Name ICB Subsector
General Retailers 1 1,913 0.66 -15.12 -
2790 Support Services 1 1,528 0.53 -7.14 - 0.11
5370
3 STPI STP & I PCL Iron & Steel 10,142 3.50
THCOM Thaicom PCL Telecommunications Equipment 15,247 5.26 24.67
1 SIRI Sansiri Real Estate Holding & Development 16,728 5.78 -3.33
2
G Steel Iron & Steel 7,702 2.66 -7.32
6 TICON Ticon Industrial Connection Pcl Real Estate Holding & Development 7,615
33.33
4.23
4 CENTEL Central Plaza Hotel PCL Hotels 8,856 3.06 7.19
5 GSTEEL
9 PHATRA Phatra Capital Investment Services 5,836 2.02
8.50
8 SAMART Samart Corp Telecommunications Equipment 6,810 2.35 1.64
7 GUNKUL Gunkul Engineering Electrical Components & Equipment 7,304 2.52
2.63 -2.99
Local Code Constituent Name ICB Subsector
15.12
Totals 91,977 31.76 -
10 ROJNA Rojana Industrial Park PCL Conventional Electricity 5,738 1.98
AH AAPICO Hitech PCL Auto Parts 3,449 1.19 31.82
STPI STP & I PCL Iron & Steel 10,142 3.50 33.33
UV Univentures Specialty Chemicals 1,507 0.52 37.76
SIAM Siam Steel Int Furnishings 887 0.31 -7.88
KTC Krungthai Card PCL Consumer Finance 4,796 1.66 27.84
GOLD Golden Land Property Development Real Estate Holding & Development 2,790 0.96 28.13
GFPT Gfpt Co Ltd Food Products 4,576 1.58 -12.57
SIS SIS Distribution Thailand Computer Hardware 372 0.13 -12.02
LST LAM Soon (Thailand) Plc Food Products 945 0.33 -9.00
IT IT City Specialty Retailers 1,913 0.66 -15.12
FTSE SET Small Cap Index Data as at: 31 August 2012
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INDEX OVERVIEW
FTSE SET MID SMALL CAP INDEX FIVE-YEAR PERFORMANCE (THB PRICE RETURN) PERFORMANCE HIGHLIGHTS
● FTSE SET Mid Small Cap Index ● FTSE SET All-Share Index
FTSE SET MID SMALL CAP INDEX HISTORICAL PERFORMANCE TABLE (THB PRICE RETURN)
FTSE SET Mid Small Cap Index
FTSE SET All-Share Index
FTSE SET MID SMALL CAP INDEX HISTORICAL REVIEW TURNOVER
FIVE-YEAR HISTORICAL INDUSTRY BREAKDOWN (%) INDUSTRY BREAKDOWN (%)
● Basic Materials
● Consumer Goods
● Consumer Services
● Financials
● Health Care
● Industrials
● Oil & Gas
● Technology
● Telecommunications
● Utilities
Source: FTSE Group 17 of 22
The FTSE SET Mid Small Cap Index comprises the constituents in the FTSE SET Mid Cap Index and the FTSE SET Small Cap Index. The index is a free float adjusted
market-capitalisation weighted index representing the performance of the mid and small-capitalised companies trading on the SET Main Board, which pass the size,
free float, and liquidity screens. As at the end of August there were 147 constituents in the index.
2010
(%)
2011
(%)
Div Yield
(%)
The FTSE SET Mid Small Cap Index ended
the month in positive territory in August up
3.09 per cent, outperforming the FTSE SET
All-Share Index by 2.22 per cent.
Year to date the FTSE SET Mid Small Cap
Index performance is up by 24.47 per cent,
with a volatility of 12.69 per cent, lower
than 2011’s volatility of 21.94 per cent.
Beverages had the best sector performance
in the FTSE SET Mid Small Cap Index in
August, up 21.57 per cent.
3Y
(%)
5Y
(%)
3Y
(%pa)
5Y
(%pa)
2008
(%)
2009
(%)
FTSE SET Mid Small Cap Index Data as at: 31 August 2012
CUMULATIVE PERFORMANCE ANNUALISED PERFORMANCE
Index Name1M
(%)
3M
(%)
6M
(%)
YTD
(%)
1Y
(%)
9.37 -49.46 76.07 40.31 -0.66 3.13
-5.24 3.05
0.87 6.47 4.10 18.69 13.91 88.88 56.46 23.61
50.56 27.42 8.53 -55.74 96.17 50.12 3.09 10.22 12.18 24.47 15.96 106.90
Net Market Cap
(THBm)
2-Way Turnover
(%)December 2011 5 0 134 891,494 139 901,218 2.14
BEFORE REVIEW AFTER REVIEW
Review Month Number of Adds Number of Dels Number of Cons Net Market Cap
(THBm)
Number of Cons
1,072,367 11.16
Total 13.30
June 2012 14 4 137 1,017,367 147
0
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60
80
100
120
140
160
180
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007=
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6.23
7.11
17.79
35.29
5.00
17.52
2.16
4.83 2.37 1.71
0
20
40
60
80
100
Note: The majority of index changes occurs at the index reviews in June and December. Review changes to the index may include constitue additions/deletions,
shares in issue and free float changes, and changes due to corporate events.
FTSE SET MID SMALL CAP INDEX TOP 5 AND BOTTOM 5 SECTOR PERFORMERS
FTSE SET MID SMALL CAP INDEX TOP 10 CONSTITUENTS
FTSE SET MID SMALL CAP INDEX TOP 5 AND BOTTOM 5 PERFORMERS
Source: FTSE Group 18 of 22
Div Yield (%)
Net Market Cap (THBm)
Net Market Cap (THBm)
3530 Beverages 1 618 0.05 21.57 - 0.65
1.65
ICB Code ICB Sector Number of Cons Net Market Cap (THBm) Index Weight (%) 1M Perf (%) 1Y Perf (%)
11.24 2.02
9570 Technology Hardware & Equipment 6 52,491 4.42 12.81 46.30
7530 Electricity 1 5,738 0.48 15.12
3720 Household Goods & Home Construction 6 27,310 2.30 7.96 27.74 3.19
- 2.84
2720 General Industrials 2 26,811 2.26 10.30 58.92 1.79
3740 Leisure Goods 1 1,535 0.13 -5.26
18.63 1.19
8570 Life Insurance 1 21,360 1.80 -3.78 -20.54 1.57
5750 Travel & Leisure 6 86,134 7.25 -2.55
0.11
Rank Local Code Constituent Name ICB Subsector 1M Perf (%)
Support Services 1 1,528 0.13 -7.14 -
9530 Software & Computer Services 2 4,899 0.41 -6.68 16.13 8.36
2790
Index Weight (%)
3 MINT Minor International Hotels 39,902 3.36
BH Bumrungrad Hospital Health Care Providers 42,578 3.59 2.63
1 TCAP Thanachart Capital PCL Banks 44,994 3.79 4.65
2
Home Product Center PCL Home Improvement Retailers 35,959 3.03 7.83
6 MAKRO Siam Makro Broadline Retailers 35,520
-6.37
-0.62
4 BTS BTS Group Holdings PCL Real Estate Holding & Development 38,431 3.24 12.00
5 HMPRO
9 TISCO TISCO Financial Group Banks 29,108 2.45
0.82
8 HEMRAJ Hemaraj Land And Development Real Estate Holding & Development 29,116 2.45 0.67
7 ROBINS Robinson Dept Broadline Retailers 34,292 2.89
2.99 12.12
Local Code Constituent Name ICB Subsector 1M Perf (%)
1.83
Totals 356,383 30.01 -
10 KK Kiatnakin Bank Banks 26,483 2.23
Index Weight (%)
AH AAPICO Hitech PCL Auto Parts 3,449 0.29 31.82
STPI STP & I PCL Iron & Steel 10,142 0.85 33.33
UV Univentures Specialty Chemicals 1,507 0.13 37.76
LST LAM Soon (Thailand) Plc Food Products 945 0.08 -9.00
KTC Krungthai Card PCL Consumer Finance 4,796 0.40 27.84
GOLD Golden Land Property Development Real Estate Holding & Development 2,790 0.23 28.13
SSI Sahaviriya Steel Industries Iron & Steel 7,501 0.63 -12.70
GFPT Gfpt Co Ltd Food Products 4,576 0.39 -12.57
SIS SIS Distribution Thailand Computer Hardware 372 0.03 -12.02
IT IT City Specialty Retailers 1,913 0.16 -15.12
FTSE SET Mid Small Cap Index Data as at: 31 August 2012
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INDEX OVERVIEW
FTSE SET FLEDGLING INDEX FIVE-YEAR PERFORMANCE (THB PRICE RETURN) PERFORMANCE HIGHLIGHTS
● FTSE SET Fledgling Index ● FTSE SET All-Share Index
FTSE SET FLEDGLING INDEX HISTORICAL PERFORMANCE TABLE (THB PRICE RETURN)
FTSE SET Fledgling Index
FTSE SET All-Share Index
FTSE SET FLEDGLING INDEX HISTORICAL REVIEW TURNOVER
FIVE-YEAR HISTORICAL INDUSTRY BREAKDOWN (%) INDUSTRY BREAKDOWN (%)
● Basic Materials
● Consumer Goods
● Consumer Services
● Financials
● Health Care
● Industrials
● Oil & Gas
● Technology
● Telecommunications
● Utilities
Source: FTSE Group 19 of 22
FTSE SET Fledgling Index Data as at: 31 August 2012
Net Market Cap (THBm) Number of Adds Number of Dels
2010
(%)
2011
(%)
Div Yield
(%)
The FTSE SET Fledgling Index ended the
month in positive territory in August up
5.69 per cent, outperforming the FTSE SET
All-Share Index by 4.82 per cent.
Year to date the FTSE SET Fledgling Index
performance is up by 27.43 per cent, with
a volatility of 10.21 per cent, lower than
2011’s volatility of 12.42 per cent.
Travel & Leisure had the best sector
performance in the FTSE SET Fledgling
Index in August, up 40.31 per cent.
3Y
(%)
5Y
(%)
3Y
(%pa)
5Y
(%pa)
2008
(%)
2009
(%)
The FTSE SET Fledgling Index comprises the constituents listed on the SET Universe that are too small to be in the FTSE SET All-Share Index. The index is a free float
adjusted market-capitalisation weighted index representing the performance of companies ranked below the top 97% of the SET Universe. As at the end of August
there were 222 constituents in the index.
CUMULATIVE PERFORMANCE ANNUALISED PERFORMANCE
Index Name1M
(%)
3M
(%)
6M
(%)
YTD
(%)
1Y
(%)
9.37 -49.46 76.07 40.31 -0.66 3.13
-2.09 3.97
0.87 6.47 4.10 18.69 13.91 88.88 56.46 23.61
83.38 24.69 12.89 -31.16 47.99 31.47 5.69 12.18 17.16 27.43 19.97 93.85
2-Way Turnover
(%)December 2011 10 9 226 111,081 227 100,518 33.62
BEFORE REVIEW AFTER REVIEW
Review Month Number of Cons Net Market Cap
(THBm)
Number of Cons
112,281 29.93
Total 63.55
June 2012 8 11 225 118,740 222
0
20
40
60
80
100
120
140
160
180
200
Index R
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d (
31 A
ug 2
007=
100)
6.84
17.76
8.76
36.80
7.15
16.80
1.84 3.53 0.52
0
20
40
60
80
100
Note: The majority of index changes occurs at the index reviews in June and December. Review changes to the index may include constitue additions/deletions,
shares in issue and free float changes, and changes due to corporate events.
FTSE SET FLEDGLING INDEX TOP 5 AND BOTTOM 5 SECTOR PERFORMERS
FTSE SET FLEDGLING INDEX TOP 10 CONSTITUENTS
FTSE SET FLEDGLING INDEX TOP 5 AND BOTTOM 5 PERFORMERS
Source: FTSE Group 20 of 22
Net Market Cap (THBm) Index Weight (%)
Index Weight (%)Net Market Cap (THBm)
FTSE SET Fledgling Index Data as at: 31 August 2012
Div Yield (%)
5750 Travel & Leisure 3 2,295 1.81 40.31 59.20 0.38
0.42
ICB Code ICB Sector Number of Cons Net Market Cap (THBm) Index Weight (%) 1M Perf (%) 1Y Perf (%)
27.24 4.68
8530 Nonlife Insurance 8 2,527 2.00 19.38 0.02
5370 General Retailers 6 2,344 1.85 22.09
0580 Alternative Energy 1 962 0.76 15.68 -16.41 0.00
58.16 0.00
4530 Health Care Equipment & Services 10 8,635 6.82 17.81 38.36 2.26
2770 Industrial Transportation 2 471 0.37 -2.75
91.68 2.14
3740 Leisure Goods 1 67 0.05 -1.47 -14.10 0.00
3530 Beverages 1 729 0.58 -0.53
3.09
Rank Local Code Constituent Name ICB Subsector 1M Perf (%)
Media 13 6,444 5.09 -4.43 28.78
3350 Automobiles & Parts 5 4,753 3.75 -3.77 0.40 3.77
5550
3 TLOGIS TPark Logistics Property Fund Industrial & Office REITs 2,708 2.14
TRIF Thai Retail Investment Fund Retail REITs 3,013 2.38 17.48
1 ASK Asia Sermkij Leasing Consumer Finance 3,623 2.86 14.75
2
-1.72
4 M-AAA MFC Amazing A-la Andaman Property Fund Specialty REITs 2,226 1.76 2.94
5 SKR
9 ASIA Asia Hotel PCL Hotels 1,744 1.38
39.66
8 DEMCO
7 MDX M.D.X. Co Ltd Real Estate Holding & Development 1,783 1.41
1.49 0.886 APCS Asia Precision
Sikarin PCL Health Care Providers 1,960
Industrial Machinery
Totals 22,377 17.68 -
10 PL Phatra Leasing PCL Specialty Finance 1,694 1.34
43.42
1,745 1.38 22.73
62.16
TH Tong Hua Commu Publishing 204 0.16 68.25
Auto Parts
NEW Wattana Karnpa Health Care Providers 47 0.04 74.81
SCP Southern Concrete Pile PCL Building Materials & Fixtures 634 0.50 78.27
TVI Thaivivat Insurance Property & Casualty Insurance 324 0.26 91.07
Local Code Constituent Name ICB Subsector 1M Perf (%)
2.64
Demco
NIPPON Nippon Pack (Thailand) Containers & Packaging 113 0.09 -16.30
POST Post Publishing Publishing 833 0.66 -21.28
1.55 12.00
1,881
KWC Krungdhep Sophon PCL Business Support Services 151 0.12 -20.00
YCI Yongthai Chem Commodity Chemicals 14 0.01 -16.67
MATI Matichon PCL Publishing 1,008 0.80 -16.18
TSTE Thai Sugar Terminal Corp Business Support Services 475 0.38
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INDEX OVERVIEW
FTSE SET SHARIAH INDEX FIVE-YEAR PERFORMANCE (THB PRICE RETURN) PERFORMANCE HIGHLIGHTS
● FTSE SET Shariah Index ● FTSE SET All-Share Index
FTSE SET SHARIAH INDEX HISTORICAL PERFORMANCE TABLE (THB PRICE RETURN)
FTSE SET Shariah Index
FTSE SET All-Share Index
FTSE SET SHARIAH INDEX HISTORICAL REVIEW TURNOVER
Source: FTSE Group 21 of 22
2010
(%)
2011
(%)
Div Yield
(%)
The FTSE SET Shariah Index ended the
month in positive territory in August up
3.30 per cent, outperforming the FTSE SET
All-Share Index by 2.43 per cent.
Year to date the FTSE SET Shariah Index
performance is up by 8.96 per cent, with a
volatility of 16.37 per cent, lower than
2011’s volatility of 24.29 per cent.
3Y
(%)
5Y
(%)
3Y
(%pa)
5Y
(%pa)
2008
(%)
2009
(%)
FTSE SET Shariah Index Data as at: 31 August 2012
The FTSE SET Shariah Index comprises the constituents of the FTSE SET All-Share Index that are Shariah compliant according to the Yasaar screening methodology.
As at the end of August there were 85 constituents in the index.
CUMULATIVE PERFORMANCE
Index Name1M
(%)
3M
(%)
6M
(%)
YTD
(%)
1Y
(%)
ANNUALISED PERFORMANCE
40.31 -0.66 3.13 88.88 56.46 23.61 9.37 -49.46 76.07
-51.94 63.46 32.01 -0.59 3.50
0.87 6.47 4.10 18.69 13.91
3.30 5.61 -3.63 8.96 6.78 55.97 26.43 15.97 4.80
Number of Cons Net Market Cap
(THBm)
2-Way Turnover
(%)December 2011 16 9 76 2,048,265 83 2,324,197
BEFORE REVIEW AFTER REVIEW
Review Month Number of Adds Number of Dels Number of Cons Net Market Cap
(THBm)
Total
June 2012 13 10 82 2,418,916 85 1,884,831 47.11
29.95
77.06
Yasaar, an independent global Shariah (Islamic Law) consultancy ensures that all constituents and potential constituents of the FTSE SET All-Share Index are
screened quarterly to determine their Shariah status. An overview of the Yasaar/FTSE stock screening criteria is listed below.
FTSE and Yasaar’s screening process is managed in accordance with written guidelines relating to the Shariah. These guidelines have been set by Yasaar’s Shariah
Board who also monitors compliance. The Shariah guidelines can be grouped into two separate components – business activity and financial ratios.
Companies involved in the following activities will be considered to be non permitted business sectors:
a) Conventional Finance (non-Islamic Banking, Finance and Insurance, etc.) b) Alcohol
c) Pork related products and non-halal food production, packaging and d) Entertainment (Casinos, Gambling, Cinema, Music, Pornography and Hotels)
processing or any other activity related to pork and non-halal food
e) Tobacco f) Weapons, arms and defence manufacturing
This list is not exhaustive and is provided as a basic guidance to the broad principles involved.
After companies have been screened by their business sector activity, the remaining companies are further examined on their finances to ensure that those
companies are Shariah compliant. Only those companies that pass the following financial ratios will be considered Shariah complaint:
a) Debt is less than 33 per cent of total assets b) Cash and Interest bearing items are less than 33 per cent of total assets
c) Accounts receivable and cash are less than 50 per cent of total assets d) Total interest and non compliant activities income should not exceed 5 per cent
of total revenue
Appropriate purification of dividends at 5 per cent. This ratio calculates the recommended purification amount to be paid by the investor.
Constituent changes to the FTSE SET Shariah Index following the screening processes are implemented after the close of business following the third Friday in June
and December.
0
20
40
60
80
100
120
140
160
180
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d (
31 A
ug 2
007=
100)
Note: The majority of index changes occurs at the index reviews in June and December. Review changes to the index may include constituent
additions/deletions, shares in issue and free float changes, and changes due to corporate events.
FIVE-YEAR HISTORICAL INDUSTRY BREAKDOWN (%) INDUSTRY BREAKDOWN (%)
● Basic Materials
● Consumer Goods
● Consumer Services
● Financials
● Health Care
● Industrials
● Oil & Gas
● Technology
● Telecommunications
● Utilities
FTSE SET SHARIAH INDEX TOP 10 CONSTITUENTS
FTSE SET SHARIAH INDEX TOP 5 AND BOTTOM 5 PERFORMERS
Source: FTSE Group 22 of 22
DISCLAIMER
The FTSE SET Index Series (“Index Series”) is calculated by FTSE International Limited (“FTSE”) in conjunction with the Stock Exchange of Thailand (“SET”) (collectively the
“Licensor Parties”). All rights in the Index Series vest in the Licensor Parties. “FTSE®” is a trade mark of the London Stock Exchange Group companies and is used by FTSE
International Limited (“FTSE”) under licence. “SET” is a trade mark of SET. Neither the Licensor Parties nor their respective licensors accept any liability (including in
negligence) for any loss arising out of use of the Index Series by any person.Every effort is made to ensure that all information given in this publication is accurate, but no
responsibility or liability can be accepted by FTSE, SET or its licensors for any errors or for any loss from use of this publication. Neither FTSE, SET nor any of its licensors
makes any claim, prediction, warranty or representation whatsoever, expressly or impliedly, either as to the results to be obtained from the use of the FTSE SET indices, data
or other material herein (“FTSE Material”) or the fitness or suitability of the FTSE Material for any particular purpose to which it might be put. No part of this information may
be reproduced, stored in a retrieval system or transmitted in any form or by any means, electronic, mechanical, photocopying, recording or otherwise, without prior written
permission of FTSE. Distribution of FTSE data and the use of FTSE SET indices to create financial products requires a licence with FTSE and/or its licensors.
Industry Classification Benchmark (“ICB”) is a product of FTSE International Limited (“FTSE”). All intellectual property rights in and to ICB vest in FTSE and a licence from
FTSE is required for use of ICB. FTSE and its licensors do not accept any liability to any person for any loss or damage arising out of any error or omission in ICB.
Net Market Cap (THBm) Index Weight (%)
Index Weight (%)Net Market Cap (THBm)
469,005
-1.97
EGCO Electricity Generating PCL
7 DTAC
2.41 9.59
Rank Local Code Constituent Name ICB Subsector 1M Perf (%)
3 PTTEP PTT Exploration & Production Exploration & Production 196,526 10.05
PTTGC PTT Global Chemical Exploration & Production 209,501 10.71 5.49
1 PTT PTT Exploration & Production 23.99 1.23
2
1,374,256 70.28 -
10 IRPC IRPC Commodity Chemicals 38,414 1.96 3.87
Exploration & Production 66,811
2.63
4 BANPU Banpu PCL Coal 122,287 6.25 12.50
5 BGH
9 BH Bumrungrad Hospital Health Care Providers 42,578
8 Conventional Electricity 47,196
IT IT City Specialty Retailers 1,913 0.10 -15.12
GSTEEL G Steel Iron & Steel 7,702
SITHAI Srithai Superware PCL Specialty Chemicals 3,963 0.20 21.88
24.56
GFPT Gfpt Co Ltd Food Products 4,576 0.23 -12.57
0.39 -7.32
SIAM Siam Steel Int
JMART Jay Mart PCL Telecommunications Equipment
Marine Transportation 6,916 0.35 -8.90
887 0.05 -7.88
PSL Precious Shipping
HTC Haad Thip Soft Drinks 618 0.03 21.57
GLOBAL Siam Global House PCL Building Materials & Fixtures 7,569 0.39 21.67
Furnishings
0.152,852
Total Access Communication Mobile Telecommunications 61,977 3.17
3.42 11.02
FTSE SET Shariah Index Data as at: 31 August 2012
Bangkok Dusit Medical Services PCL Health Care Providers 119,962 6.13 4.28
6 TOP Thai Oil
GOLD Golden Land Property Development Real Estate Holding & Development 2,790 0.14 28.13
Local Code Constituent Name ICB Subsector 1M Perf (%)
Totals
2.18
6.08
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10.02
2.53
4.04
7.32
9.17
8.70
48.92
1.65 3.24
4.41
0
20
40
60
80
100
Data definitions available from
www.ftse.com
For further information visit www.ftse.com,
email [email protected] or call your local
FTSE office:
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