FTSE SET Index Series is the result of collaboration between the Stock Exchange of Thailand and FTSE Group – one of the leading index expert in the world. This new series of investible and transparent benchmarks is specially designed to measure the performance of Thai capital market and can be used as a basis for attractive index-linked products that appeal to both local and international investors. FTSE SET Index Series comprises indices segmented as below.
 by Market Capitalization
by Shariah Compliance
FTSE SET Index Series (segmented by market capitalization)
FTSE SET Index Series segmented by market capitalization consists of one tradable index and five benchmark indices as below:
 |
Index name |
Symbol |
Details |
Frequency of Calculation |
FTSE SET Large Cap Index |
FSTHL |
Top 30 companies on the SET Main Board ranked by full market capitalization, that meet the relevant eligibility requirements |
intra-second basis* |
FTSE SET
Mid Cap
Index |
FSTHM |
Companies within the top 90% by full market capitalization on the SET Main Board that are not large enough to feature in the FTSE SET Large Cap Index, that meet the relevant eligibility requirements |
60 seconds |
FTSE SET Small Cap Index |
FSTHS |
Companies within the top 98% by full market capitalization on the SET Main Board that are not large enough to be constituents of the FTSE SET Large Cap Index or FTSE SET Mid Cap Index, and that meet the relevant eligibility requirements |
60 seconds |
FTSE SET Mid/Small Cap Index |
FSTHMS |
A combination of the companies in the FTSE SET Mid Cap Index and FTSE SET Small Cap Index, that meet the relevant eligibility requirements |
60 seconds |
FTSE SET
All -Share Index |
FSTHA |
All companies within the top 98% by full market capitalization on the SET Main Board that meet the relevant eligibility requirements |
60 seconds |
FTSE SET Fledgling Index |
FSTHF |
The remaining 2% of companies on the SET Main Board that are too small to be included in the FTSE SET All-Share Index. |
60 seconds |
* intra-second basis: The index will be calculated each time there is a price change
Key summary of FTSE SET Index Series
“ Since November 11, 2010, FTSE SET All-Share Industry Indices are End-of-day indices available only and segmented accroding to Industry Classification Benchmark (ICB). They are derived from constituents in the FTSE SET All-Share Index. This indices are included 10 Industry groups, 19 Supersector and 39 Sector indices. These provide investors with a set of tools for deeper analysis of the Thailand market and the opportunity to create sector-specific funds and index-linked products.”
Index Methodology |
- Adjusted for free-float and cross-holding
- Free float criteria for eligible stocks : greater than 15%
- Liquidity screening criteria : turnover of at least 0.05% of their shares in issue (after the application of any investability weightings) based on their median daily trade per month in ten of the twelve months prior to the semi-annual review
|
Base Date |
29 February 2008 |
Base Value |
1000 with 2 decimal points |
Index Currency |
Thai Baht |
Index Review Period |
Semi-annually in June and December
|
|
