IDX80 INDEX FACT SHEET

INDONESIA STOCK EXCHANGE December 2019

GENERAL INFORMATION HISTORICAL PERFORMANCE

Index Name : IDX80 Return Jan 31, 2012 - Dec 30, 2019
IDX JATS Code : IDX80 80%
IHSG LQ45 IDX80 IHSG
Description : 70% 6299.539
An index that measures the stock price performance of (59.82%)
80 stocks with relatively large market capitalization, high 60%
liquidity, and good fundamentals. 50% LQ45
Launch Date : February 1, 2019 1014.473
40%
Base Date : January 31, 2012 (46.57%)
Base Value : 100 30%
Methodology : 20% IDX80
Capped Free Float Adjusted Market Capitalization 143.042
Weighted 10% (43.04%)
σ𝑛𝑖=1 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝𝑖 × 𝐹𝑟𝑒𝑒 𝐹𝑙𝑜𝑎𝑡 𝑅𝑎𝑡𝑖𝑜𝑖 0%
𝐼𝑛𝑑𝑒𝑥 = x 100
𝐵𝑎𝑠𝑒 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝 2012 2013 2014 2015 2016 2017 2018 2019
-10%

On each periodic review, the constituent weight is -20%

capped so the highest weight in the index is no more
than 9%.
INDEX PERFORMANCE RISK
CONSTITUENT SELECTION Returns YoY Returns
Universe 6M -0.64% 3Y Beta 1.28
150 stocks selected from constituents of IDX Composite 1Y 2.65% Year IDX80 IHSG LQ45 5Y Beta 1.28
that have been listed for at least 6 months based on 3Y 12.79% 2019 2.6% 1.7% 3.2% 3Y Std Dev (Ann.) 3.6%
transaction value in the regular market over the past 12 5Y 11.02% 2018 -6.7% -2.5% -9.0% 5Y Std Dev (Ann.) 3.9%
months. 10Y - 2017 17.8% 20.0% 22.0%
Selection Criteria Since Base Date 43.04% 2016 14.2% 15.3% 11.7%
From the universe, 80 stocks selected to be IDX80 3Y (Ann.) 4.09% 2015 -13.8% -12.1% -11.9% FUNDAMENTAL
constituents by considering the factors below: 5Y (Ann.) 2.11% 2014 27.1% 22.3% 26.4%
a. Liquidity: transaction value, transaction frequency, 10Y (Ann.) - 2013 -4.3% -1.0% -3.3% P/E (Weight Avg.) 17.06
number of days of transactions in regular market Since Base Date (Ann.) 4.63% 2012 6.0% 9.5% 6.2% P/BV (Weight Avg.) 2.56
and free float market capitalization,
b. Fundamentals: financial performance, compliance,
and others. INDEX CHARACTERISTICS SECTOR WEIGHTS
Consumer Goods
Infras., Utilities &
INDEX MAINTENANCE Number of Constituents 80 Transportation
Industry
12.0% Miscellaneous
Periodic Review Schedules Constituent In/Out Avg. (10Y) 7.07 13.5%
Industry
1. Major Review: January and July. Market Cap Total* (in tr. IDR) 1,533.58 8.6%

2. Minor Review: April and October. Largest 145.04

Effective Date Smallest Basic Industry & Trade, Services &
0.57 Investment
Chemicals
First trading day of the month after reviewing month Average 19.17 14.1% 7.2%
(February, May, August, and November). Median 7.65 Property, RE & Bld.
Announcement Construction
5.0%
At the latest 5 exchange days prior to the effective date. Index MC / IDX MC (%) 72.56%
Finance Mining
34.5% Agriculture 4.3%
0.8%

TOP 10 CONSTITUENTS
Market Cap* Index
Code Company Name (in trill. IDR) Weight Sector
BBCA Bank Central Asia Tbk. 145.04 9.46% Finance
BBRI Bank Rakyat Indonesia (Persero) Tbk. 143.31 9.34% Finance
BMRI Bank Mandiri (Persero) Tbk. 141.83 9.25% Finance
TLKM Telekomunikasi Indonesia (Persero) Tbk. 126.88 8.27% Infras., Utilities & Transportation
ASII Astra International Tbk. 126.41 8.24% Miscellaneous Industry
BBNI Bank Negara Indonesia (Persero) Tbk. 57.97 3.78% Finance
UNVR Unilever Indonesia Tbk. 45.79 2.99% Consumer Goods Industry
CPIN Charoen Pokphand Indonesia Tbk. 42.76 2.79% Basic Industry & Chemicals
BRPT Barito Pacific Tbk. 37.90 2.47% Basic Industry & Chemicals
SMGR Semen Indonesia (Persero) Tbk. 34.86 2.27% Basic Industry & Chemicals
Total (Top 10 Constituents) 902.75 58.87%
Data prior to the launch date is back-tested data.
*Adjusted Market Capitalization

Data as of: Dec 30, 2019

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