SETTHSI Index

SETTHSI Index Series

SET THSI Index (SETTHSI)
Nowadays, long-term investment tends to be more focused on sustainable companies. The financial statement performance and the consideration in environmental, social and governance (ESG) perspective are keys aspects for analysis.

SET has created a Thailand Sustainability Investment (THSI) list since 2015 for using as an alternative investment in the high performance ESG stocks for investors while, supporting the sustainable Thai companies. SET defines the sustainable companies as the companies that embrace risk management, supply chain management and innovations together with responsibility for environmental, social and governance aspects

As a result, SET has created the SETTHSI for the purpose of indicating the price of these sustainable companies that pass the market capital size and liquidity criteria.
Group 14954
 SETTHSI  Index
Selection Methodology
  • An extension of the current annual Thailand Sustainability Investment list
  • 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
  • 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: infoorducts@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.