FTSE Russell Factsheet

FTSE Bursa Malaysia EMAS Shariah Index

Data as at: 30 November 2022
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The FTSE Bursa Malaysia EMAS Shariah Index has been designed to provide investors with a FEATURES
broad benchmark for Shariah-compliant investment. Constituents are screened according to the
Malaysian Securities Commission's Shariah Advisory Council (SAC) screening methodology. Coverage

FTSE Bursa Malaysia EMAS Shariah Screening Methodology Constituents of the FTSE Bursa Malaysia
EMAS Index that are Shariah compliant.
The FTSE Bursa Malaysia EMAS Shariah Index applies the principles set out by the SAC in the
design of this index. Objective

The index is designed for use in the creation

The general criteria stipulate that Shariah-compliant companies must not be involved in any of
of Shariah-compliant investment products
the following core activities: financial services based on riba (interest); gambling; manufacture
and as a benchmark. The FTSE Bursa
or sale of non-halal products or related products; conventional insurance; entertainment
Malaysia Hijrah Shariah Index, which is the
activities that are non-permissible according to Shariah; manufacture or sale of tobacco-based
products or related products; stockbroking or share trading in Shariah non-compliant securities; other Shariah-compliant index in the series,
and, other activities deemed non-permissible according to Shariah. is a tradable index screened for international
Shariah requirements. See the index
Further details on the SAC can be obtained from the Securities Commission website at factsheet for more information.
www.sc.com.my.
Investability

Stocks are selected and weighted to ensure

5-Year Performance - Total Return
that the index is investable.
(MYR)

115
Liquidity
110 Stocks are screened to ensure that the index
105 is tradable.
100
Transparency
95
90 Index rules are freely available on the FTSE
85 website.
80
Availability
Nov-2017 Nov-2018 Nov-2019 Nov-2020 Nov-2021 Nov-2022
Data as at month end
The index is calculated based on price and
total return methodologies, both real time
FTSE Bursa Malaysia EMAS Shariah FTSE Bursa Malaysia EMAS
intra-second and end-of-day.

Industry Classification Benchmark

Performance and Volatility - Total Return
Index constituents are categorized in
Index (MYR) Return % Return pa %* Volatility %**
accordance with the Industry Classification
3M 6M YTD 12M 3YR 5YR 3YR 5YR 1YR 3YR 5YR
Benchmark (ICB), the global standard for
FTSE Bursa Malaysia EMAS Shariah 0.8 -4.9 -9.5 -8.3 1.3 -3.9 0.4 -0.8 14.4 16.9 13.9
industry sector analysis.
FTSE Bursa Malaysia EMAS 0.9 -2.9 -2.7 -0.5 6.1 1.2 2.0 0.2 12.3 16.8 13.1

* Compound annual returns measured over 3 and 5 years respectively

** Volatility – 1YR based on 12 months daily data. 3YR based on weekly data (Wednesday to Wednesday). 5YR based on monthly data

Year-on-Year Performance - Total Return

Index % (MYR) 2012 2013 2014 2015 2016 2017 2018 2019 2020 2021
FTSE Bursa Malaysia EMAS
15.5 16.4 -1.4 5.1 -3.7 13.7 -11.3 6.5 12.9 -3.9
Shariah

FTSE Bursa Malaysia EMAS 12.5 15.8 -3.3 0.6 0.1 16.4 -8.2 1.4 7.0 -0.4

Source: FTSE Russell as at 30 November 2022. Past performance is no guarantee of future results. 1 of 3
Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information.
FTSE Bursa Malaysia EMAS Shariah Index Data as at: 30 November 2022

Return/Risk Ratio and Drawdown - Total Return INFORMATION

Index (MYR) Return/Risk Ratio Drawdown (%)
Index Universe
1YR 3YR 5YR 10YR 1YR 3YR 5YR 10YR
FTSE Bursa Malaysia EMAS Index
FTSE Bursa Malaysia EMAS Shariah -0.6 0.0 -0.1 0.2 -18.6 -24.3 -30.2 -30.2

FTSE Bursa Malaysia EMAS 0.0 0.1 0.0 0.3 -13.6 -27.5 -34.2 -34.2 Index Launch

22 January 2007
Return/Risk Ratio – based on compound annual returns and volatility in Performance and Volatility table
Drawdown - based on daily data Base Date

Top 10 Constituents 31 March 2006

Constituent Country ICB Sector Net MCap (MYRm) Wgt % Base Value
Tenaga Nasional Malaysia Electricity 30,302 7.72
6000
PETRONAS Chemicals Group Bhd Malaysia Chemicals 24,117 6.15
Investability Screen
Press Metal Aluminium Holdings Malaysia Industrial Metals and Mining 17,044 4.34

Sime Darby Plantation Malaysia Food Producers 15,252 3.89

Free-float adjusted and liquidity screened

Axiata Group Bhd Malaysia Telecommunications Service Providers 15,058 3.84 Index Calculation
MISC Malaysia Industrial Transportation 12,430 3.17 Real-time (calculated every 60 seconds) and
Digi.com Malaysia Telecommunications Service Providers 12,403 3.16 end-of-day indices available
IHH Healthcare Malaysia Health Care Providers 12,159 3.10
End-of-Day Distribution
IOI Malaysia Food Producers 12,017 3.06
Via FTP and email
PPB Group Malaysia Food Producers 11,508 2.93

Totals 162,291 41.36 Currency

MYR, EUR, GBP, USD and JPY

ICB Supersector Breakdown
Review Dates
ICB Code ICB Supersector No. of Cons Net MCap (MYRm) Wgt %
Semi annually in June and December
1010 Technology 22 26,250 6.69

1510 Telecommunications 6 51,032 13.01 Bursa Malaysia Contact

2010 Health Care 10 25,484 6.50 infoservices@bursamalaysia.com
3020 Financial Services 2 4,290 1.09

3030 Insurance 1 1,581 0.40

3510 Real Estate 19 11,398 2.91

4010 Automobiles and Parts 3 3,184 0.81

4020 Consumer Products and Services 15 4,103 1.05

4030 Media 2 166 0.04

4040 Retailers 8 8,104 2.07

4050 Travel and Leisure 1 836 0.21

4510 Food Beverage and Tobacco 33 68,359 17.42

4520 Personal Care Drug and Grocery Stores 3 501 0.13

5010 Construction and Materials 30 21,656 5.52

5020 Industrial Goods and Services 45 46,336 11.81

5510 Basic Resources 14 20,402 5.20

5520 Chemicals 7 35,208 8.97

6010 Energy 15 19,988 5.09

6510 Utilities 8 43,477 11.08

Totals 244 392,355 100.00

Source: FTSE Russell as at 30 November 2022. Past performance is no guarantee of future results. 2 of 3
Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information.
FTSE Bursa Malaysia EMAS Shariah Index Data as at: 30 November 2022

Index Characteristics
Attributes FTSE Bursa Malaysia EMAS Shariah FTSE Bursa Malaysia EMAS
Number of constituents 244 295

Net MCap (MYRm) 392,355 647,712

Dividend Yield % 4.11 4.23

Constituent Sizes (Net MCap MYRm)

Average 1,608 2,196

Largest 30,302 63,836

Smallest 29 29

Median 266 280

Weight of Largest Constituent (%) 7.72 9.86

Top 10 Holdings (% Index MCap) 41.36 45.02

30 Novem ber 2022

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Source: FTSE Russell as at 30 November 2022. Past performance is no guarantee of future results. 3 of 3
Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information.