LQ45 INDEX FACT SHEET

INDONESIA STOCK EXCHANGE December 2019

GENERAL INFORMATION HISTORICAL PERFORMANCE

Index Name : LQ45 Return Dec 30, 2009 - Dec 30, 2019
IDX JATS Code : LQ45 180%
Description : IHSG IDX30 LQ45 IHSG
160% 6299.539
An index that measures the stock price performance of
140%
(148.57%)
45 stocks with relatively large market capitalization, high
liquidity, and good fundamentals. 120% IDX30
Launch Date : February 1, 1997 553.856
100%
Base Date : July 13, 1994 (118.94%)
Base Value : 100 80%
Methodology : LQ45
60% 1014.473
Capped Free Float Adjusted Market Capitalization
(103.59%)
Weighted 40%
σ𝑛𝑖=1 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝𝑖 × 𝐹𝑟𝑒𝑒 𝐹𝑙𝑜𝑎𝑡 𝑅𝑎𝑡𝑖𝑜𝑖 20%
𝐼𝑛𝑑𝑒𝑥 = x 100
𝐵𝑎𝑠𝑒 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝
0%
2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019
On each periodic review, the constituent weight is -20%
capped so the highest weight in the index is no more
than 15%.
INDEX PERFORMANCE RISK
CONSTITUENT SELECTION Returns YoY Returns
Universe 6M 0.05% 3Y Beta 1.26
Constituents of IDX80 Index. 1Y 3.23% Year LQ45 IHSG IDX30 5Y Beta 1.27
Selection Criteria 3Y 14.68% 2019 3.2% 1.7% 2.4% 3Y Std Dev (Ann.) 3.5%
From the 80 stocks of the IDX80 constituents that have 5Y 12.90% 2018 -9.0% -2.5% -8.8% 5Y Std Dev (Ann.) 3.9%
been selected in the given period, 45 stocks are selected 10Y 103.59% 2017 22.0% 20.0% 24.4%
to be LQ45 constituents by considering the factors Since Base Date 914.47% 2016 11.7% 15.3% 15.0%
below: 3Y (Ann.) 4.67% 2015 -11.9% -12.1% -10.2% FUNDAMENTAL
a. Liquidity: transaction value, transaction frequency, 5Y (Ann.) 2.46% 2014 26.4% 22.3% 27.4%
number of days of transactions in regular market 10Y (Ann.) 7.37% 2013 -3.3% -1.0% -2.7% P/E (Weight Avg.) 17.02
and free float market capitalization; Since Base Date (Ann.) 9.53% 2012 9.1% 12.9% 9.4% P/BV (Weight Avg.) 2.62
b. Fundamentals: financial performance, compliance,
and others.
INDEX CHARACTERISTICS SECTOR WEIGHTS
Basic Industry &
Chemicals Consumer Goods
INDEX MAINTENANCE Number of Constituents 45
13.0% Industry
Periodic Review Schedules Constituent In/Out Avg. (10Y) 3.28 Infras., Utilities & 10.7%
Transportation
1. Major Review: January and July. Market Cap Total* (in tr. IDR) 1,636.31 14.3%
2. Minor Review: April and October. Largest Miscellaneous
255.73 Industry
Effective Date Smallest 1.96 7.9%

First trading day of the month after reviewing month Average 36.36 Trade, Services &
(February, May, August, and November). Median 11.97 Investment
4.3%
Announcement
Mining
At the latest 5 exchange days prior to the effective date. Index MC / IDX MC (%) 65.51% Property, RE & Bld.
3.7%
Finance
43.1% Construction
3.0%

TOP 10 CONSTITUENTS
Market Cap* Index
Code Company Name (in trill. IDR) Weight Sector
BBCA Bank Central Asia Tbk. 255.73 15.63% Finance
BBRI Bank Rakyat Indonesia (Persero) Tbk. 231.74 14.16% Finance
TLKM Telekomunikasi Indonesia (Persero) Tbk. 188.18 11.50% Infras., Utilities & Transportation
BMRI Bank Mandiri (Persero) Tbk. 141.83 8.67% Finance
ASII Astra International Tbk. 126.41 7.73% Miscellaneous Industry
BBNI Bank Negara Indonesia (Persero) Tbk. 57.97 3.54% Finance
UNVR Unilever Indonesia Tbk. 45.79 2.80% Consumer Goods Industry
CPIN Charoen Pokphand Indonesia Tbk. 42.76 2.61% Basic Industry & Chemicals
BRPT Barito Pacific Tbk. 37.90 2.32% Basic Industry & Chemicals
SMGR Semen Indonesia (Persero) Tbk. 34.86 2.13% Basic Industry & Chemicals
Total (Top 10 Constituents) 1,163.18 71.09%
Data prior to the launch date is back-tested data.
*Adjusted Market Capitalization

Data as of: Dec 30, 2019

Contact Information Disclaimer
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
Product Development I Unit other intellectual property rights of the IDX Indices are registered or at least have been applied for their registration at the Directorate General of Intellectual Properties, Ministry of Law and Human Rights of the Republic of
Business Development Division Indonesia, and protected under the Intellectual Property Law of the Republic of Indonesia. Any unauthorized use of IDX Indices is strictly prohibited. The use and distribution of IDX Indices trademarks, information and data for
income-generating activities, require a proper license or prior written consent from IDX. IDX reserves the right to make any changes in IDX Indices without prior notice, including but not limited to the calculation method thereof,
Indonesia Stock Exchange and the right to suspend the publication thereof. All information provided regarding IDX Indices is for informational purposes only. IDX gives no warranty regarding the accuracy, completeness, timeliness, originality, availability,
non-infringement, and other characteristics of the IDX Indices information and data. However, every effort is made by IDX to ensure the accuracy of any information regarding IDX Indices. There are no express or implied
T: (021) 515-0515 warranties of the fitness of IDX Indices for a particular purpose or use, or as to the results to be attained by user from the use of IDX Indices. The use of IDX Indices is at user’s own responsibility. IDX is not responsible or cannot
be held accountable or has any payment obligations or anything against any losses, errors or damages arising from the use of any information or data contained herein.