IDX VALUE30 INDEX FACT SHEET

INDONESIA STOCK EXCHANGE December 2019

GENERAL INFORMATION HISTORICAL PERFORMANCE

Index Name : IDX Value30 Return Jan 30, 2014 - Dec 30, 2019
IDX JATS Code : IDXV30 80%
IHSG
Description : IHSG LQ45 IDXV30
70% 6299.539
An index that measures the stock price performance of (42.56%)
30 stocks that have relatively low price valuations with 60%
high trading liquidity and good fundamentals. 50% IDXV30
Launch Date : August 12, 2019 142.098
40%
Base Date : January 30, 2014 (42.10%)
Base Value : 100 30%
Methodology : 20% LQ45
Capped Free Float Adjusted Market Capitalization 1014.473
Weighted 10% (36.77%)
0%
σ𝑛𝑖=1 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝𝑖 × 𝐹𝑟𝑒𝑒 𝐹𝑙𝑜𝑎𝑡 𝑅𝑎𝑡𝑖𝑜𝑖
𝐼𝑛𝑑𝑒𝑥 = x 100 2014 2015 2016 2017 2018 2019
𝐵𝑎𝑠𝑒 𝑀𝑎𝑟𝑘𝑒𝑡 𝐶𝑎𝑝 -10%

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 -11.40% 3Y Beta 1.38
Constituents of IDX80 Index. 1Y -4.59% Year IDXV30 IHSG LQ45 5Y Beta 1.37
Eligibility 3Y 15.19% 2019 -4.6% 1.7% 3.2% 3Y Std Dev (Ann.) 4.4%
- Booked net profit and positive equity; 5Y 25.61% 2018 -3.2% -2.5% -9.0% 5Y Std Dev (Ann.) 4.7%
- Stocks with extreme price-to-earning ratio (PER) and 10Y - 2017 24.8% 20.0% 22.0%
price-to-book value ratio (PBV) are not considered. Since Base Date 42.10% 2016 21.0% 15.3% 11.7%
Selection 3Y (Ann.) 4.83% 2015 -9.9% -12.1% -11.9% FUNDAMENTAL
30 stocks with the lowest PBV and PER. 5Y (Ann.) 4.67% 2014 13.1% 18.3% 21.1%
10Y (Ann.) - 2013 0.0% 0.0% 0.0% P/E (Weight Avg.) 9.64
INDEX MAINTENANCE Since Base Date (Ann.) 6.12% 2012 0.0% 0.0% 0.0% P/BV (Weight Avg.) 1.18
Periodic Review Schedules
1. Major Review: January and July.
2. Minor Review: April and October. INDEX CHARACTERISTICS SECTOR WEIGHTS
Effective Date
Consumer Goods
Third trading day of the month after reviewing month Number of Constituents 30 Industry…
Trade, Services & Infras., Utilities &
(February, May, August, and November). Constituent In/Out Avg. (10Y) 7.55 Investment Transportation
Announcement 15.1% 8.9%
Market Cap Total* (in tr. IDR) 253.28
At the latest 5 exchange days prior to the effective date. Largest 38.59
Property, RE & Bld.
Smallest 0.60 Construction
Average 8.44 8.7%

Median 3.37 Mining

18.5%
Basic Industry &
Chemicals
Index MC / IDX MC (%) 10.04% Miscellaneous 8.5%
Finance
Industry
25.8%
0.8%

TOP 10 CONSTITUENTS
Market Cap* Index
Code Company Name (in trill. IDR) Weight Sector
BBNI Bank Negara Indonesia (Persero) Tbk. 38.59 15.24% Finance
INDF Indofood Sukses Makmur Tbk. 34.43 13.59% Consumer Goods Industry
UNTR United Tractors Tbk. 32.46 12.82% Trade, Services & Investment
ADRO Adaro Energy Tbk. 24.82 9.80% Mining
PGAS Perusahaan Gas Negara Tbk. 22.64 8.94% Infras., Utilities & Transportation
INKP Indah Kiat Pulp & Paper Tbk. 16.91 6.68% Basic Industry & Chemicals
PTBA Bukit Asam Tbk. 10.33 4.08% Mining
BBTN Bank Tabungan Negara (Persero) Tbk. 8.89 3.51% Finance
WSKT Waskita Karya (Persero) Tbk. 6.85 2.70% Property, RE & Bld. Construction
WIKA Wijaya Karya (Persero) Tbk. 6.24 2.46% Property, RE & Bld. Construction
Total (Top 10 Constituents) 202.16 79.82%
Data prior to the launch date is back-tested data.
*Adjusted Market Capitalization

Data as of: Dec 30, 2019

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