FTSE Russell Factsheet
FTSE Bursa Malaysia EMAS Shariah Index
Data as at: 31 December 2020
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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)
125
Liquidity
120 Stocks are screened to ensure that the index
115
is tradable.
110
105 Transparency
100
95 Index rules are freely available on the FTSE
90 website.
85
Availability
Dec-2015 Dec-2016 Dec-2017 Dec-2018 Dec-2019 Dec-2020
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 2.6 10.6 12.9 12.9 6.6 16.7 2.1 3.1 20.4 16.2 11.8
industry sector analysis.
FTSE Bursa Malaysia EMAS 9.3 12.7 7.0 7.0 -0.4 16.0 -0.1 3.0 20.2 16.4 11.5
* 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 - Total Return
Index % (MYR) 2011 2012 2013 2014 2015 2016 2017 2018 2019 2020
FTSE Bursa Malaysia EMAS
5.6 15.5 16.4 -1.4 5.1 -3.7 13.7 -11.3 6.5 12.9
Shariah
FTSE Bursa Malaysia EMAS 4.3 12.5 15.8 -3.3 0.6 0.1 16.4 -8.2 1.4 7.0
Source: FTSE Russell as at 31 December 2020. 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: 31 December 2020
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 0.2 0.3 0.5 -24.3 -30.2 -30.2 -30.2
FTSE Bursa Malaysia EMAS 0.4 0.0 0.3 0.4 -27.5 -34.2 -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 40,608 8.08
6000
Top Glove Corp Malaysia Health Care Equipment & Services 33,056 6.58
Investability Screen
PETRONAS Chemicals Group Bhd Malaysia Chemicals 20,982 4.18
Free-float adjusted and liquidity screened
Hartalega Holdings Bhd Malaysia Health Care Equipment & Services 17,847 3.55
Sime Darby Plantation Malaysia Food Producers 17,785 3.54 Index Calculation
Axiata Group Bhd Malaysia Mobile Telecommunications 17,304 3.44 Real-time (calculated every 60 seconds) and
IHH Healthcare Malaysia Health Care Equipment & Services 16,325 3.25 end-of-day indices available
Press Metal Aluminium Holdings Malaysia Industrial Metals & Mining 15,910 3.17
End-of-Day Distribution
Dialog Group Malaysia Oil Equipment Services & Distribution 15,758 3.14
Via FTP and email
Digi.com Malaysia Mobile Telecommunications 15,138 3.01
Totals 210,713 41.94
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
0500 Oil & Gas 15 29,787 5.93
1300 Chemicals 8 25,389 5.05 Bursa Malaysia Contact
1700 Basic Resources 11 20,537 4.09 [email protected]
2300 Construction & Materials 33 22,881 4.55
2700 Industrial Goods & Services 40 52,472 10.44
3300 Automobiles & Parts 1 1,773 0.35
3500 Food & Beverage 26 85,155 16.95
3700 Personal & Household Goods 12 3,893 0.77
4500 Health Care 12 87,729 17.46
5300 Retail 8 9,088 1.81
5500 Media 2 192 0.04
5700 Travel & Leisure 4 2,562 0.51
6500 Telecommunications 6 61,172 12.17
7500 Utilities 8 56,288 11.20
8500 Insurance 1 1,588 0.32
8600 Real Estate 18 20,616 4.10
8700 Financial Services 1 4,299 0.86
9500 Technology 17 17,047 3.39
Totals 223 502,467 100.00
Source: FTSE Russell as at 31 December 2020. 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: 31 December 2020
Index Characteristics
Attributes FTSE Bursa Malaysia EMAS Shariah FTSE Bursa Malaysia EMAS
Number of constituents 223 284
Net MCap (MYRm) 502,467 748,396
Dividend Yield % 2.27 2.92
Constituent Sizes (Net MCap MYRm)
Average 2,253 2,635
Largest 40,608 63,706
Smallest 41 41
Median 319 373
Weight of Largest Constituent (%) 8.08 8.51
Top 10 Holdings (% Index MCap) 41.94 41.19
31 Decem ber 2020
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Source: FTSE Russell as at 31 December 2020. 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.
