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Source: FTSE Group as at 31 March 2015. Past performance is no guarantee of future results. Please see disclaimer for important legal information. 1 of 3

FTSE  FACTSHEET

FTSE Bursa Malaysia KLCI

Malaysia’s headline index, the Kuala Lumpur Composite Index (KLCI) is now enhanced and

known as FTSE Bursa Malaysia KLCI. Part of the FTSE Bursa Malaysia Index Series, the 30 stocks

tradable index is representative, liquid and transparent providing domestic and international

investors with an enhanced index to access the Malaysian market.  

5-Year Performance - Capital Return 

90

100

110

120

130

140

150

Mar-2010 Mar-2011 Mar-2012 Mar-2013 Mar-2014 Mar-2015

Data as at month end

FTSE Bursa Malaysia KLCI FTSE Bursa Malaysia EMAS

(MYR)

 

Performance and Volatility - Capital Return 

Index (MYR)  Return %  Return pa %*  Volatility %** 

3M  6M   YTD  12M  3YR  5YR 3YR 5YR 1YR 3YR 5YR

FTSE Bursa Malaysia KLCI  3.9  -0.8  3.9  -1.0  14.7  38.6 4.7 6.8 8.4 9.5 8.9

FTSE Bursa Malaysia EMAS  4.1  -2.8  4.1  -1.8  14.8  40.3 4.7 7.0 8.5 9.8 9.5 

* 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 - Capital Return 

Index % (MYR)  2005  2006  2007  2008  2009  2010 2011 2012 2013 2014

FTSE Bursa Malaysia KLCI  -0.8  21.8  31.8  -39.3  45.2  19.3 0.8 10.3 10.5 -5.7

FTSE Bursa Malaysia EMAS  -  -  36.8  -41.6  48.6  21.9 1.1 9.0 12.4 -6.1 

Sharpe Ratio and Drawdown - Capital Return 

Index (MYR)  Sharpe Ratio  Drawdown (%) 

1YR  3YR  5YR  10YR 1YR 3YR 5YR 10YR

FTSE Bursa Malaysia KLCI  -0.1  0.5  0.8  0.6 -11.6 -11.6 -12.2 -40.2

FTSE Bursa Malaysia EMAS  -0.2  0.5  0.7  - -13.1 -13.1 -13.3 - 

Figures are annualised

1YR based on 12 months d aily data. 3YR based on weekly data (Wednesday to Wednesday). 5YR and 10YR based on monthly data 

FEATURES

Coverage 

The FTSE Bursa Malaysia KLCI represents

the top 30 companies by market

capitalization on the Bursa Malaysia Main

Market that pass the relevant investability

screens. It is the headline index of the FTSEBursa Malaysia Index Series. 

Objective 

The index is designed for use in the creation

of index tracking funds, derivatives and as a

performance benchmark. 

Investability 

Stocks are selected and weighted to ensure

that the index is investable. 

Liquidity 

Stocks are screened to ensure that the indexis tradable. 

Transparency 

Index rules are freely available on the FTSE

website. 

 Availability 

The index is calculated based on price and

total return methodologies, both real time

and end-of-day. 

Industry Classification Benchmark  

Index constituents are categorised in

accordance with the Industry Classification

Benchmark (ICB), the global standard for

industry sector analysis. 

Data as at: 31 March 2015

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FTSE Bursa Malaysia KLCI Data as at: 31 March 2015 

Source: FTSE Group as at 31 March 2015. Past performance is no guarantee of future results. Please see disclaimer for important legal information. 2 of 3

Top 10 Constituents 

Constituent  ICB Sector   Net MCap (MYRm) Wgt %

Public Bank BHD  Banks  58,681 11.29

Tenaga Nasional  Electricity  50,628 9.74

Malayan Banking  Banks  44,336 8.53

CIMB Group Holdings  Banks  32,759 6.30

 Axiata Group Bhd  Mobile Telecommunications  30,494 5.87

Sime Darby Bhd  General Industrials  28,913 5.56

Digi.com  Mobile Telecommunications  23,512 4.52

Genting  Travel & Leisure  19,949 3.84

Maxis Bhd  Mobile Telecommunications  18,874 3.63

Petronas Gas  Oil & Gas Producers  18,220 3.51

Totals  326,365 62.78 

ICB Supersector Breakdown 

FTSE Bursa Malaysia KLCI  FTSE Bursa Malaysia EMAS 

ICB Code  ICB Supersector   No. ofCons 

Net MCap (MYRm)  Wgt % No. ofCons

Net MCap (MYRm) Wgt %

0500  Oil & Gas  3  33,231  6.39 28 52,379 7.28

1300  Chemicals  1  16,243  3.12 5 20,188 2.80

1700  Basic Resources  -  -  - 11 3,123 0.43

2300  Construction & Materials  -  -  - 31 35,351 4.91

2700  Industrial Goods & Services  2  41,419  7.97 44 66,563 9.25

3300   Automobiles & Parts  1  7,181  1.38 1 7,181 1.00

3500  Food & Beverage  4  42,401  8.16 19 52,920 7.35

3700  Personal & Household Goods  1  9,802  1.89 11 12,566 1.75

4500  Health Care  1  16,464  3.17 10 28,519 3.96

5300  Retail  -  -  - 9 5,685 0.79

5500  Media  1  4,989  0.96 3 7,864 1.09

5700  Travel & Leisure  2  32,502  6.25 12 44,949 6.24

6500  Telecommunications  4  88,224  16.97 5 90,019 12.50

7500  Utilities  2  59,594  11.46 7 67,318 9.35

8300  Banks  7  164,619  31.67 9 172,028 23.89

8500  Insurance  -  -  - 6 2,526 0.35

8600  Real Estate  1  3,155  0.61 47 35,573 4.94

8700  Financial Services  -  -  - 9 8,398 1.17

9500  Technology  -  -  - 14 6,825 0.95

Totals  30  519,825  100.00 281 719,975 100.00 

Index Characteristics 

Attributes  FTSE Bursa Ma laysia KLCI FTSE Bursa Malaysia EMAS

Number of constituents  30 281

Net MCap (MYRm)  519,825 719,975

Dividend Yield %  3.19 3.01

Constituent Sizes (Net MCap MYRm) 

 Average  17,328 2,562

Largest  58,681 58,681

Smallest  3,155 0

Median  12,530 384

Weight of Largest Constituent (%)  11.29 8.15

Top 10 Holdings (% Index MCap)  62.78 45.33 

31March2015

Data definitions available from info@ftse.com

For further information visit www.ftse.com,

email info@ftse.com or call your local FTSE office:

Beijing  +86 10 5833 2202

Boston  +1 888 747 FTSE (3873)

Dubai  +971 4 375 1868

Hong Kong  +852 2164 3333

London  +44 (0) 20 7866 1810

Milan  +39 02 3604 6953

Mumbai  +91 22 6649 4180

New York   +1 888 747 FTSE (3873)

Paris  +33 (0)1 53 76 82 89

Rio de Janeiro  +55 (21) 3736 3726

San Francisco  +1 888 747 FTSE (3873)

Shanghai  +86 21 6058 9131

Sydney  +61 (0)2 9293 2864

Tokyo  +81 (3) 3581 2811

Toronto  +1 416 572 7979

INFORMATION

Index Universe 

Bursa Malaysia Main Market 

Index Launch 

Original launch date: 4 April 1986

Transition to FTSE: 6 July 2009 

Base Date 

1 January 1977 

Base Value 

100 

Investability Screen 

Free-float adjusted and liquidity screened  

Index Calculation 

Real-time and end-of-day indices available 

End-of-Day Distribution 

 Via FTP and email 

Currency 

MYR, EUR, GBP, USD and JPY  

Review Dates 

Semi-annually in June and December 

Historical Data 

 Available from January 1995 

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FTSE Bursa Malaysia KLCI Data as at: 31 March 2015 

Source: FTSE Group as at 31 March 2015. Past performance is no guarantee of future results. Please see disclaimer for important legal information. 3 of 3

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 “FTSE®” is a trade mark of the London Stock Exchange Group companies and is used by FTSE International Limited (“FTSE”) under licence. The Industry

Classification Benchmark (“ICB”) is owned by FTSE. FTSE does not accept any liability to any person for any loss or damage arising out of any error or

omission in the ICB. Bursa Malaysia is a trade mark of Bursa Malaysia (“Partner”). All rights in and to the FTSE Bursa Malaysia KLCI (“Index”) vest in FTSE

and/or its relevant Partner(s). All information is provided for information purposes only. Every effort is made to ensure that all information given in this

factsheet is accurate, but no responsibility or liability can be accepted by FTSE, any Partner or their licensors for any errors or for any loss from use of this

publication. Neither FTSE, Partner nor any of their licensors makes any claim, prediction, warranty or representation whatsoever, expressly or impliedly,

either as to the results to be obtained from the use of the index/indices set out above or the fitness or suitability of the index/indices for any particular

purpose to which it might be put. Nothing in this factsheet constitutes financial or investment advice. FTSE is not an investment adviser and makes no

representation regarding the advisability of investing in any security/investment vehicle. A decision to invest in any such security/investment vehicle should

not be made in reliance on any information above. Indices cannot be invested in directly. Inclusion of a security in an index is not a recommendation to

buy, sell or hold such security. Please see ftse.com for additional legal disclosures and complete index methodology details. All figures and graphical

representations in this publication refer to past performance and are sourced by FTSE. Past performance is no guarantee of future results. Charts and

graphs are provided for illustrative purposes only. Index returns shown do not represent the results of the actual trading of investable assets. Certain

returns shown may reflect back-tested performance. All performance presented prior to the index inception date is back-tested performance. Back-tested

performance is not actual performance, but is hypothetical. The back-test calculations are based on the same methodology that was in effect when the

index was officially launched. However, back-tested data may reflect the application of the index methodology with the benefit of hindsight, and the historic

calculations of an index may change from month to month based on revisions to the underlying economic data used in the calculation of the index. No part

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recording or otherwise, without prior written permission of FTSE. Distribution of FTSE data and the use of FTSE indices to create financial products requires

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