SET CLMV Exposure Index

SETCLMV Index Series

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SET CLMV Exposure Index (SETCLMV)

SET CLMV Exposure Index is used for indicating the price of Thai-stocks that generate revenue from Cambodia, Laos, Myanmar, and Vietnam or CLMV countries. SET considers all of these stocks’ revenue from the latest publicly announced information which contains financial statement, Annual Registration Statement (56-1) and annual report.

The benefits of SETCLMV

  • Connecting investment into CLMV countries by using Thai-companies
  • Useful for investors who want to gain benefits from the CLMV’s growing economies
  • Used as benchmark from investment on or launch of financial products

ดัชนี SET CLMV Exposure (SETCLMV)

SET CLMV Exposure Index is used for indicating the price of Thai-stocks that generate revenue from Cambodia, Laos, Myanmar, and Vietnam or CLMV countries. SET considers all of these stocks’ revenue from the latest publicly announced information which contains financial statement, Annual Registration Statement (56-1) and annual report.


The benefits of SETCLMV

setclmv3
Connecting investment into CLMV
countries by using Thai-companies
setclmv2
Useful for investors who want to gain
benefits from the CLMV’s growing economies



setclmv3
Used as benchmark from
investment on or launch of financial products
 SETCLMV

Selection Methodology

  • Stocks selected from Thai-listed companies, generating at least 10 percent of annual revenues from Cambodia, Laos, Myanmar, and Vietnam (CLMV countries) or at least THB 100 million annually
  • The market cap of selected stocks must not be lower than THB 5 billion.
  • Free-float at least 20%
  • Trading ratio is higher than 0.5% at least 9 from 12 months of the review period.
  • Having no limit for the amount of stocks in the index

Calculation Methodology 

  • Being a market capitalization-weighted price index with CLMV Exposure Factor
  • Maximum weight cap at 5% quarterly
  • Excluded the stocks that have been suspended from trade within 20 working days
Base value adjustmentWhen having a situation in changing of the amount of calculating stocks which affected the value
Base value1,000 points
Base date     June 29, 2018
 SETCLMV

Selection Methodology

Stocks selected from Thai-listed companies, generating at least 10 percent of annual revenues from Cambodia, Laos, Myanmar, and Vietnam (CLMV countries) or at least THB 100 million annually
The market cap of selected stocks must not be lower than THB 5 billion.
Free-float at least 20%
Trading ratio is higher than 0.5% at least 9 from 12 months of the review period.
Having no limit for the amount of stocks in the index

Calculation Methodology

Being a market capitalization-weighted price index with CLMV Exposure Factor
Maximum weight cap at 5% quarterly
Excluded the stocks that have been suspended from trade within 20 working days
Base value adjustmentWhen having a situation in changing of the amount of calculating stocks which affected the value
Base value1,000 points
Base dateJune 29, 2018
Stock Review and Revision (6-month period)

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June Review
To take effect between July - December of each year

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December Review
To take effect between January - June of next/coming year

Download Documents

Ground Rules for SET Index Series (Nov 2022)

30 January 2023 Technical Notice: Procedure for adjusting corporate action capital increases and right offering
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Licenses for product creation 
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: infoproducts@set.or.th ) for more information.
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: infoproducts@set.or.th ) for more information.

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Disclaimer
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.
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.