SET Index is a composite index which represents the price movement for all common stocks trading on the SET.
Formula
SET Index =
Current Market Value x 100
Base Market Value
Index Type
Composite Index
Calculation Methodology
Being a market capitalization-weighted price index
Calculated from the prices of all common stocks (including unit trusts of property funds ) on the main board.
Excluded are stocks that have been suspended from trade for more than one year.
Base value adjustment
The SET Index calculation is adjusted in line with modifications in the values of stocks resulting from changes in the number of stocks due to various events, e.g., public offerings, exercised warrants, conversions of preferred to common shares, in order to eliminate all effects other than price movements from the index.
Licenses for product creation
SET indices can be used to create a range of index-linked products (Tracker funds, structured products, ETF, etc.) Such product creation is subject to prior approval by SET and licensing fee. Please inquire our Information Services Department ( Email:) for more information.
Disclaimer:
SET Index, SET50 Index, SET100 Index and all indices calculated by the Stock Exchange of Thailand ( “SET” ) (collectively called "SET Index Series" ) are the registered trademarks/service marks solely owned by, and proprietary to SET. Any unauthorized use of SET Index Series is strictly prohibited. All information provided is for information purposes only and no warranty is made as to its fitness for purpose, satisfactory quality or otherwise. Every effort has been made to ensure that all information given is accurate, but no responsibility or liability (including in negligence) can be accepted by SET for errors or omissions or for any losses arising from the use of this information.
) for more information.
