FTSE MONTHLY REPORT - October 2017 FTSE BURSA MALAYSIA ... · PDF fileGuan Chong had the...

38
FTSE BURSA MALAYSIA INDEX SERIES INTRODUCTION FTSE BURSA MALAYSIA INDEX SERIES COMMENTARY Source: FTSE Russell 1 of 38 FTSE MONTHLY REPORT - October 2017 FTSE BURSA MALAYSIA INDEX SERIES Data as at: 31 October 2017 Guan Chong had the strongest performance in the FTSE Bursa Malaysia EMAS Index, up 18.9 per cent, with Tenaga Nasional being the best performing FTSE Bursa Malaysia KLCI constituent, up 4.75 per cent. FTSE Bursa Malaysia KLCI 1747.92 -7.66 -0.44% The FTSE Bursa Malaysia KLCI ended the month in negative territory in October down 0.44 per cent, underperforming the FTSE ASEAN 40 Index by 2.65 per cent. Korea was the best performing Asian market this month with the FTSE Korea Index seeing a rise of 8.63 per cent in October. The second best performing Asian market was India, with the FTSE India Index, up 7.95 per cent. New Zealand was the worst performer, with the FTSE New Zealand Index falling 4.84 per cent. The FTSE All-World Index was up 2.16 per cent. Within the size segments of the Malaysian market, Small Cap companies had the best performance with the FTSE Bursa Malaysia Small Cap Index up 2.85 per cent, followed by Mid Cap companies seeing an increase of 2.77 per cent in October. Large Cap companies were the worst performers. The FTSE Bursa Malaysia EMAS Index had a performance of 0.53 per cent. Industrial Metals & Mining was the best performing sector in the FTSE Bursa Malaysia EMAS Index, up 13.60 per cent, followed by Electronic & Electrical Equipment companies, up 8.59 per cent. The Aerospace & Defense, and Tobacco sectors had the worst performance in October, down 14.16 and 10.38 per cent respectively. TABLE OF CONTENTS Introduction & Index Series Overview FTSE Bursa Malaysia KLCI FTSE Bursa Malaysia EMAS Index FTSE Bursa Malaysia Mid 70 Index FTSE Bursa Malaysia Top 100 Index FTSE Bursa Malaysia Small Cap Index FTSE Bursa Malaysia Fledgling Index FTSE Bursa Malaysia EMAS Shariah Index FTSE Bursa Malaysia Small Cap Shariah Index FTSE Bursa Malaysia Hijrah Shariah Index FTSE4Good Bursa Malaysia Index FTSE Bursa Malaysia Palm Oil Plantation Index FTSE Bursa Malaysia ACE Index FTSE Bursa Malaysia Asian Palm Oil Plantation Index - USD FTSE Bursa Malaysia MidS Cap Index FTSE Bursa Malaysia MidS Cap Shariah Index 1 5 9 13 15 17 19 21 23 25 27 29 31 33 35 37 FEATURES Objective Indices in the FTSE Bursa Malaysia Index Series are designed for the creation of index tracking funds, derivatives, Exchange Traded Funds (ETFs), and as performance benchmarks. Coverage The FTSE Bursa Malaysia Index Series includes ICB industry, supersector and sector indices and indices representing large cap, mid cap, small cap, fledgling and ACE constituents. Transparency Freely available index rules are overseen by an independent committee of leading market professionals. Design The indices have been designed for both domestic and international investors who want to see global standards applied to the selection and maintenance of companies. Investability Stocks are free-float weighted to ensure that only the investable opportunity set is included within the indices. FTSE Group has partnered with Bursa Malaysia to create the definitive family of indices for the Malaysian market - the FTSE Bursa Malaysia Index Series. The FTSE Bursa Malaysia Index Series is designed to represent the performance of companies, providing investors with a comprehensive and complementary set of indices, which measure the performance of the major size and industry segments of the Malaysian and regional market. All Malaysian companies listed on Bursa Malaysia's Main Market and ACE Market are eligible for inclusion, subject to passing the FTSE international standards of liquidity and investability. The series divides the market into size segments (Large cap, Mid cap, Small cap and Fledgling), and includes Shariah-compliant indices, as well as themed indices representing the palm oil plantation sector. 1-Month MYR Performance (%) Source: FTSE Russell - price return data in MYR, as at 31 October 2017 Source: FTSE Russell - price return data in MYR, as at 31 October 2017 FTSE BURSA MALAYSIA KLCI Bloomberg Reuters <.FTFBMKLCI> Factset FBMKLCI.LOC-FTX BBG000MCZT51 Telekurs TK549389 2.16 2.21 5.04 1.09 2.45 0.19 4.82 - 2.0 4.0 6.0 STI FTSE Indonesia Index FTSE SET Large Cap Index FTSE Philippines Index FTSE Vietnam Index FTSE ASEAN 40 Index FTSE All-World Index 1-Month Performance of Selected FTSE Indices 2.32 3.37 1.98 2.52 2.23 2.60 0.53 2.85 0.36 2.77 -0.44 2.64 2.55 -2.0 - 2.0 4.0 1-Month MYR Performance (%) FTSE Bursa Malaysia KLCI FTSE Bursa Malaysia Mid 70 Index FTSE Bursa Malaysia Top 100 Index FTSE Bursa Malaysia Small Cap Index FTSE Bursa Malaysia EMAS Index FTSE Bursa Malaysia Fledgling Index FTSE Bursa Malaysia EMAS Shariah Index FTSE Bursa Malaysia Hijrah Shariah Index FTSE Bursa Malaysia Palm Oil Plantation Index FTSE Bursa Malaysia Asian Palm Oil Plantation Index - USD 1-Month Performance of the FTSE Bursa Malaysia Index Series FTSE Bursa Malaysia Small Cap Shariah Index FTSE Bursa Malaysia MidS Cap Shariah Index FTSE Bursa Malaysia MidS Cap Index

Transcript of FTSE MONTHLY REPORT - October 2017 FTSE BURSA MALAYSIA ... · PDF fileGuan Chong had the...

Page 1: FTSE MONTHLY REPORT - October 2017 FTSE BURSA MALAYSIA ... · PDF fileGuan Chong had the strongest performance in the FTSE Bursa Malaysia ... best performing sector in the FTSE Bursa

FTSE BURSA MALAYSIA INDEX SERIES INTRODUCTION

FTSE BURSA MALAYSIA INDEX SERIES COMMENTARY

Source: FTSE Russell 1 of 38

FTSE MONTHLY REPORT - October 2017

FTSE BURSA MALAYSIA INDEX SERIES Data as at: 31 October 2017

Guan Chong had the strongest performance in the FTSE Bursa Malaysia EMAS Index, up 18.9 per cent, withTenaga Nasional being the best performing FTSE Bursa Malaysia KLCI constituent, up 4.75 per cent.

FTSE Bursa Malaysia KLCI 1747.92 -7.66 -0.44% ▼

The FTSE Bursa Malaysia KLCI ended the month in negative territory in October down 0.44 per cent,underperforming the FTSE ASEAN 40 Index by 2.65 per cent.

Korea was the best performing Asianmarket this month with the FTSEKorea Index seeing a rise of 8.63 percent in October. The second bestperforming Asian market was India,with the FTSE India Index, up 7.95per cent. New Zealand was the worstperformer, with the FTSE NewZealand Index falling 4.84 per cent.The FTSE All-World Index was up2.16 per cent.

Within the size segments of the Malaysian market, Small Cap companies had the best performance with the FTSEBursa Malaysia Small Cap Index up 2.85 per cent, followed by Mid Cap companies seeing an increase of 2.77 percent in October. Large Cap companies were the worst performers. The FTSE Bursa Malaysia EMAS Index had aperformance of 0.53 per cent.

Industrial Metals & Mining was thebest performing sector in the FTSEBursa Malaysia EMAS Index, up 13.60per cent, followed by Electronic &Electrical Equipment companies, up8.59 per cent. The Aerospace &Defense, and Tobacco sectors had theworst performance in October, down14.16 and 10.38 per cent respectively.

TABLE OF CONTENTS Introduction & Index Series Overview

FTSE Bursa Malaysia KLCI

FTSE Bursa Malaysia EMAS Index

FTSE Bursa Malaysia Mid 70 Index

FTSE Bursa Malaysia Top 100 Index

FTSE Bursa Malaysia Small Cap Index

FTSE Bursa Malaysia Fledgling Index

FTSE Bursa Malaysia EMAS Shariah Index

FTSE Bursa Malaysia Small Cap Shariah Index

FTSE Bursa Malaysia Hijrah Shariah Index

FTSE4Good Bursa Malaysia Index

FTSE Bursa Malaysia Palm Oil Plantation Index

FTSE Bursa Malaysia ACE Index

FTSE Bursa Malaysia Asian Palm Oil Plantation

Index - USD

FTSE Bursa Malaysia MidS Cap Index

FTSE Bursa Malaysia MidS Cap Shariah Index

1

5

9

13

15

17

19

21

23

25

27

29

31

33

35

37

FEATURES Objective Indices in the FTSE Bursa Malaysia Index

Series are designed for the creation of

index tracking funds, derivatives,

Exchange Traded Funds (ETFs), and as

performance benchmarks.

Coverage The FTSE Bursa Malaysia Index Series

includes ICB industry, supersector and

sector indices and indices representing

large cap, mid cap, small cap, fledgling

and ACE constituents.

Transparency Freely available index rules are overseen

by an independent committee of leading

market professionals.

Design The indices have been designed for both

domestic and international investors who

want to see global standards applied to

the selection and maintenance of

companies.

Investability Stocks are free-float weighted to ensure

that only the investable opportunity set is

included within the indices.

FTSE Group has partnered with Bursa Malaysia to create the definitive family of indices for the Malaysian market -

the FTSE Bursa Malaysia Index Series. The FTSE Bursa Malaysia Index Series is designed to represent the

performance of companies, providing investors with a comprehensive and complementary set of indices, which

measure the performance of the major size and industry segments of the Malaysian and regional market. All

Malaysian companies listed on Bursa Malaysia's Main Market and ACE Market are eligible for inclusion, subject to

passing the FTSE international standards of liquidity and investability.

The series divides the market into size segments (Large cap, Mid cap, Small cap and Fledgling), and includes

Shariah-compliant indices, as well as themed indices representing the palm oil plantation sector.

1-Month MYR Performance (%)

Source: FTSE Russell - price return data in MYR, as at 31 October 2017

Source: FTSE Russell - price return data in MYR, as at 31 October 2017 FTSE BURSA MALAYSIA KLCI

Bloomberg

Reuters <.FTFBMKLCI>

Factset FBMKLCI.LOC-FTX

BBG000MCZT51

Telekurs TK549389

2.16 2.21

5.04 1.09

2.45 0.19

4.82

- 2.0 4.0 6.0

STI FTSE Indonesia Index

FTSE SET Large Cap Index FTSE Philippines Index

FTSE Vietnam Index FTSE ASEAN 40 Index FTSE All-World Index

1-Month Performance of Selected FTSE Indices

2.32 3.37

1.98 2.52

2.23 2.60

0.53 2.85

0.36 2.77

-0.44 2.64 2.55

-2.0 - 2.0 4.0

1-Month MYR Performance (%)

FTSE Bursa Malaysia KLCI

FTSE Bursa Malaysia Mid 70 Index

FTSE Bursa Malaysia Top 100 Index

FTSE Bursa Malaysia Small Cap Index

FTSE Bursa Malaysia EMAS Index

FTSE Bursa Malaysia Fledgling Index

FTSE Bursa Malaysia EMAS Shariah Index

FTSE Bursa Malaysia Hijrah Shariah Index

FTSE Bursa Malaysia Palm Oil Plantation Index

FTSE Bursa Malaysia Asian Palm Oil Plantation Index - USD

1-Month Performance of the FTSE Bursa Malaysia Index Series

FTSE Bursa Malaysia Small Cap Shariah Index

FTSE Bursa Malaysia MidS Cap Shariah Index

FTSE Bursa Malaysia MidS Cap Index

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FTSE BURSA MALAYSIA INDEX SERIES

Source: FTSE Russell 2 of 38

FTSE Bursa Malaysia Index Series Data as at: 31 October 2017

SAC

scre

enin

g

Hij

rah

Sh

aria

h

EMA

S Sh

aria

h /

Sm

all C

ap S

har

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/ M

idS

Cap

Sh

aria

h

Pal

m O

il P

lan

tati

on

Top 98% of Asia Pacific ex Japan, Australia &

New Zealand Universe

Main Market

98%

Large Cap (KLCI)

Mid Cap (Mid 70)

Small Cap

Fledgling

EMA

S

Indu

stry

In

dice

s

Top

10

0

Asi

an P

alm

Oil

Pla

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(M

YR

& U

SD)

Screen on Palm Oil Related Activities

AC

E

SAC

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Ya

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ng

The following indices are included in the FTSE Bursa Malaysia Index Series:

FTSE Bursa Malaysia KLCI This index comprises the largest 30 companies by full market capitalisation that meet stated eligibility requirements.

FTSE Bursa Malaysia Mid 70 Index This index comprises the next 70 companies by full market capitalisation that meet stated eligibility requirements.

FTSE Bursa Malaysia Top 100 Index This index comprises the constituents of the FTSE Bursa Malaysia KLCI and the FTSE Bursa Malaysia Mid 70 Index.

FTSE Bursa Malaysia Small Cap Index This index comprises those eligible companies within the top 98% of the Main Market by full market capitalisation and meet stated eligibility requirements, but are not constituents of the FTSE Bursa Malaysia Top 100 Index.

FTSE Bursa Malaysia EMAS Index This index comprises the constituents of the FTSE Bursa Malaysia Top 100 Index and the FTSE Bursa Malaysia Small Cap Index.

FTSE Bursa Malaysia EMAS Industry Indices The indices comprises the constituents of the FTSE Bursa Malaysia EMAS Index categorised into 10 Industry, 19 Supersector and 39 Sector Indices. These industries, supersectors and sectors are defined in the Industry Classification Benchmark (ICB).

FTSE Bursa Malaysia Fledgling Index This index comprises the Main Market companies which meet stated eligibility requirements, but are not in the top 98% by full market capitalisation and are not constituents of the FTSE Bursa Malaysia EMAS Index.

FTSE Bursa Malaysia EMAS Index / FTSE Bursa Malaysia Small Cap Shariah Index / FTSE Bursa Malaysia MidS Cap Shariah Index These indices comprise the constituents of the FTSE Bursa Malaysia EMAS Index / FTSE Bursa Malaysia Small Cap Index / FTSE Bursa Malaysia MidS Cap Index that are Shariah compliant according to the Securities Commission’s Shariah Advisory Council (SAC) screening methodology.

FTSE Bursa Malaysia Hijrah Shariah Index This index comprises the largest 30 companies by full market capitalisation of the FTSE Bursa Malaysia EMAS Index that are in compliance with Yasaar and the Securities Commission’s SAC screening methodology.

FTSE Bursa Malaysia Palm Oil Plantation Index This index comprises the constituents of the FTSE Bursa Malaysia EMAS Index that derive substantial revenue from palm oil activities that meet the stated eligibility requirements.

FTSE Bursa Malaysia Asian Palm Oil Plantation Index (MYR & USD) This index comprises the companies from the universes of developed, advanced emerging and secondary emerging countries as classified by FTSE in the Asia Pacific region excluding Japan, Australia and New Zealand that derive substantial revenue from palm oil activities. Constituents are required to meet the eligibility requirements.

FTSE Bursa Malaysia ACE Index This index comprises all the companies listed on the ACE Market. Constituents are required to meet the eligibility requirements.

FTSE Bursa Malaysia MidS Cap Index

This index comprises those eligible companies with full market capitalisation between 200 million and 2 billion MYR and meet stated eligibility requirements.

INDUSTRY CLASSIFICATION BENCHMARK (ICB) The indices are calculated in accordance with the Industry Classification Benchmark (ICB), the global standard for industry sector analysis The ICB contains four classification levels: Industries (x10), Supersectors (x19), Sectors (x41) and Subsectors (x114) Global presence - ICB is adopted by stock exchanges representing over 65% of the world’s market capitalisation

INFORMATION

Index Universe Bursa Malaysia Main Market & ACE Market

Index Launch FTSE Bursa Malaysia Index Series

- 26 June 2006

FTSE Bursa Malaysia EMAS Shariah Index

- 22 January 2007

FTSE Bursa Malaysia Hijrah Shariah Index - 21 May 2007

FTSE Bursa Malaysia Palm Oil Plantation Index - 18 May 2009

FTSE Bursa Malaysia Asian Palm Oil Plantation Index (MYR & USD)

- 18 May 2009

FTSE Bursa Malaysia ACE Index

- 10 September 2007

Base Date FTSE Bursa Malaysia KLCI

- 1 January 1977

Other FTSE Bursa Malaysia Indices - 31 March 2006

Base Value FTSE Bursa Malaysia KLCI - 100

Other FTSE Bursa Malaysia Indices - 6000

Index Calculation Real-time and end-of-day indices available.

FTSE Bursa Malaysia EMAS Industry Indices - end-of-day only

Real-time indices are calculated at the following intervals:

FTSE Bursa Malaysia KLCI - every 15 seconds

FTSE Bursa Malaysia EMAS Index - every 60 seconds

End-of-Day Distribution Via FTP and email

Currency MYR, EUR, GBP, USD, JPY

Review Dates Semi-annually in June and December

Index Rules Available at www.ftse.com/products/indices/bursa-malaysia

Vendor Codes See page 4 or contact [email protected]

Historical Data Available from January 1995

Mid

S C

ap

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INDEX METHODOLOGY OVERVIEW

Source: FTSE Russell 3 of 38

FTSE Bursa Malaysia Index Series Data as at: 31 October 2017

Eligible Securities

All classes of the ordinary shares in issue are eligible for inclusion in the FTSE Bursa Malaysia Index Series, subject to conforming to all other rules of eligibility, free float and liquidity.

Index Review

The FTSE Bursa Malaysia Index Series is reviewed on a semi-annual basis in June and December using data on the Monday four weeks prior to the review effective date. The semi-annual review will be implemented after the close of business on the third Friday in June and December.

New Issues

If a new issue is so large (i.e. its full market capitalisation amounts to 2% or more of the full capitalisation of the FTSE Bursa Malaysia EMAS Index, before the application of individual constituent investability weightings) that the effectiveness of the index as a market indicator would be significantly and adversely affected by its omission, the new issue will be included as a constituent of the FTSE Bursa Malaysia KLCI and the remaining FTSE Bursa Malaysia Indices that it qualifies for after the close of business on the fifth day of official trading. In all cases, advance notification confirming the timing of the inclusion of the new constituent will be given accordingly. Constituent Selection Inclusion Screens

A company will be inserted at the periodic review if it rises above the position stated below for the relevant index when the eligible Main Market securities for each FTSE Bursa Malaysia Index are ranked by full market capitalisation, i.e. before the adjustment of free float:

FTSE Bursa Malaysia KLCI - Risen to 25th or above FTSE Bursa Malaysia Mid 70 Index - Risen to 85th or above FTSE Bursa Malaysia Hijrah Shariah Index - Risen to 25th or above

A company will be deleted at the periodic review if it falls below the position stated below for the relevant index when the eligible Main Market securities for each FTSE Bursa Malaysia Index are ranked by full market capitalisation, i.e. before the adjustment of free float:

FTSE Bursa Malaysia KLCI - Fallen to 36th or below FTSE Bursa Malaysia Mid 70 Index - Fallen to 116th or below FTSE Bursa Malaysia Hijrah Shariah Index - Fallen to 36th or below

For the FTSE Bursa Malaysia MidS Cap Index and the FTSE Bursa Malaysia MidS Cap Index, a company will be deleted at the periodict review if its full market capitaliszation has fallen to MYR 180 million or below or has risen to more than MYR 2.2 billion or above.

Liquidity Screen

The semi-annual liquidity screen applies to all indices in the FTSE Bursa Malaysia Index Series (except for the FTSE Bursa Malaysia Fledgling Index and the FTSE Bursa Malaysia ACE Index). Each security will be tested for liquidity by calculation of its median daily trading per month. The median trade is calculated by ranking each daily trade total and selecting the middle ranking day. Daily totals with zero trades are also included in the ranking; therefore a security that fails to trade for more than half of the days in a month will have a zero median trade. ● Non-constituents which do not turnover at least 0.05% of their shares in issue (after the application of any investability

weightings) based on their median daily trade per month for at least ten of the twelve months prior to the semi-annual review, will not be eligible for inclusion in the Index.

● An existing constituent which does not turnover at least 0.04% of its shares in issue (after the application of any investability weightings) based on its median daily trade per month for at least eight of the twelve months prior to the semi-annual review will be removed.

● New issues which do not have a twelve month trading record must have a minimum 20 days trading record when reviewed. They must turnover at least 0.05% of their shares in issue (after the application of any investability weightings) based on their median daily trade per month in each month since their listing.

Free float

The FTSE Bursa Malaysia Index Series constituents are adjusted for free float and weighted according to how much share capital is available for public investment. This achieves the most accurate and neutral market representation possible: meaning that only shares you can own are included in the index. FTSE has chosen to apply free float restrictions in weighted bands. This process accurately reflects the investability of a company, without subjecting the investor to frequent rebalancing transactions associated with a more precise free float methodology.

Capping

The FTSE Bursa Malaysia Palm Oil Plantation Index is capped at 10% and the FTSE Bursa Malaysia Asian Palm Oil Plantation Index is capped at 18% on a quarterly basis. The capping process is applied using prices adjusted for corporate actions as at the close of business on the second Friday in March, June, September and December. The capping is implemented after close of business on the third Friday in March, June, September and December based on the constituents, shares in issue and free float on the next trading day following the third Friday of the review month. Following capping, the weight of each constituent in the Index moves freely in line with price movements.

FTSE Bursa Malaysia Advisory Committee

The FTSE Bursa Malaysia Advisory Committee governs the ongoing management of these indices to ensure they continue to meet the needs of index users. The committee is made up of senior investment professionals and finance industry experts acting independently to advise on the creation of new indices, any enhancements to the methodology and to ensure that the index series evolves with any changes in the market environment.

Further details of the index methodology can be found on www.ftse.com/products/indices/bursa-malaysia.

The following publications are available by contacting your local FTSE Client Services team or [email protected].

GROUND RULES FOR THE

FTSE BURSA MALAYSIA INDEX SERIES

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COMMENTARY IN OCTOBER

VENDOR CODES

Index NameFTSE Bursa Malaysia KLCIFTSE Bursa Malaysia Mid 70 IndexFTSE Bursa Malaysia Top 100 IndexFTSE Bursa Malaysia Small Cap IndexFTSE Bursa Malaysia EMAS IndexFTSE Bursa Malaysia Fledgling IndexFTSE Bursa Malaysia EMAS Shariah IndexFTSE Bursa Malaysia Small Cap Shariah IndexFTSE Bursa Malaysia Hijrah Shariah IndexFTSE4Good Bursa Malaysia IndexFTSE Bursa Malaysia Palm Oil Plantation IndexFTSE Bursa Malaysia Asian Palm Oil Index - USDFTSE Bursa Malaysia MidS Cap IndexFTSE Bursa Malaysia MidS Cap Shariah Index

Source: FTSE Russell 4 of 38

FBMMSCS .FTFBMMSCS

FBMHS.LOC-FTX-

2612389TK2612393

FBMS.LOC-FTX

2612396

-

2612398

3071195

2874372BBG000W2D9W0FBMSCAPS - - - -

FBMAPU BBG000XVT4X8 .FTFBMAPU FBMAPU.LOC-FTX TK10126340FBMMSCAP .FTFBMMSCAP

FTSE Bursa Malaysia Index Series Data as at: 31 October 2017

TELEKURSFBMKLCI

.FTFBMS

.FTFBMHS-

FBMHS BBG000W9WHW6

.FTFBMKLCI FBMKLCI.LOC-FTX

FBMSCAPFBMEMAS

FBM70BBG000QWC8F3BBG000QWC9R8BBG000QWC970BBG000QWCB02

.FTFBM100FBM70.LOC-FTX

FBMSCAP.LOC-FTX.FTFBMEMAS

BBG000XVT556 CH10126354

.FTFBMFLG

TK549389.FTFBM70

FBM100

BBG000MCZT51BBG000QWC8J9

FBMFLGFBMS

FBMEMAS.LOC-FTXFBMFLG.LOC-FTX

F4GBMFBMPM .FTFBMPM

.FTFBMSCAP

2612387FBM100.LOC-FTX

-FBMPM.LOC-FTX

FTSE BLOOMBERG REUTERS FACTSET

Global markets were in the positive territory in October, with the FTSE All-World Index up 2.16 per cent.Year-to-date global markets have continued on a positive path, up 10.82 percent.

Asia Pacific was the best performing region in October finishing the month up 4.73 per cent. The FTSEASEAN 40 INDEX was also also up on the month, seeing a rise of 2.21 per cent Latin America was theworst performing region, down on the month 2.91 per cent.

Within Asia Korea was the best performing market in October, with the FTSE Korea Index up 8.63 per cent.The FTSE Bursa Malaysia KLCI had a drop of 7.66 index points on the month, seeing a negativeperformance of 0.44 per cent.

The Electricity sector within the FTSE Bursa Malaysia KLCI had the best performance up 4.75 per cent, withTobacco sector showing the worst performance down 10.38 per cent. The best performing FTSE BursaMalaysia KLCI constituent was Tenaga Nasional showing a positive return of 4.75 per cent in October.

In October, within the size segments of the FTSE Bursa Malaysia EMAS Index, FTSE Bursa Malaysia SmallCap Index companies were the best performers in the FTSE Bursa Malaysia Index Series, up 2.85 per centon the month with FTSE Bursa Malaysia KLCI companies showing the worst performance. The FTSE BursaMalaysia EMAS Index had a performance of 0.53 per cent in October, with Guan Chong the best performingconstituent, up 18.90 per cent.

Year to date the FTSE Bursa Malaysia ACE Index has the highest volatility within the FTSE Bursa MalaysiaIndex Series at 16.43 per cent. The FTSE4Good Bursa Malaysia Index has the lowest volatility with 5.37 percent. This compares to a volatility of 14.94 and 7.62 per cent respectively for 2016. The FTSE BursaMalaysia EMAS Index had a volatility of 5.60 per cent, lower than 2016's 7.99 per cent.

As at the end of October, the FTSE Bursa Malaysia KLCI accounts for 69.02 per cent of the FTSE BursaMalaysia EMAS Index, with the 168 constituents of the FTSE Bursa Malaysia Small Cap Index accounting for7.38 per cent. The top ten constituents of the FTSE Bursa Malaysia KLCI account for 66.25 per cent of theindex, compared to 19.43 per cent of the FTSE Bursa Malaysia Small Cap Index and 46.02 per cent of theFTSE Bursa Malaysia EMAS Index.

Industrial Metals & Mining was the best performing sector in the FTSE Bursa Malaysia EMAS Index up 13.60per cent in October, with Electronic & Electrical Equipment being the second best performer up 8.59 percent. Aerospace & Defense was the worst performing sector followed by Tobacco down 14.16 per cent and10.38 per cent, respectively.

With an index weighting of 35.52 per cent and 8 constituents, Financials is the largest industry in the FTSEBursa Malaysia KLCI, up 1.09 per cent in weighting compared to the previous month. This compares to aweight of 21.92 per cent in the FTSE Bursa Malaysia Mid 70 Index and 30.67 per cent in the FTSE BursaMalaysia EMAS Index.

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INDEX OVERVIEW

FTSE BURSA MALAYSIA KLCI FIVE-YEAR PERFORMANCE (MYR PRICE RETURN) PERFORMANCE HIGHLIGHTS

● FTSE Bursa Malaysia KLCI ● FTSE Bursa Malaysia EMAS Index

FTSE BURSA MALAYSIA HISTORICAL PERFORMANCE TABLE (MYR PRICE RETURN)

FTSE Bursa Malaysia KLCI

FTSE Bursa Malaysia EMAS Index

PERFORMANCE OF THE KLCI AND SELECTED FTSE ASIA PACIFIC COUNTRY INDICES IN OCTOBER (MYR PRICE RETURN)

FTSE BURSA MALAYSIA KLCI HISTORICAL REVIEW TURNOVER

Source: FTSE Russell 5 of 38

484,967

537,204

Total

30

3 FTSE China A50 Index 50 3,162 7.82

13

1M(%)

3Y(%pa)

6M(%)

4.97 13

0.36

5Y(%)

6.89

Rank Index Name Rank

3,400

FTSE Philippines Index

137 2,231

29

Index Name

5 FTSE China 50 Index 50

10.54

Number of Cons

2.08

8 Straits Times Index (STI)

22

2016(%)

2015(%)

-6.13 -2.26 -2.77

CUMULATIVE PERFORMANCE ANNUALISED PERFORMANCE

3.14

2.10 1.23 1.09

1M Perf (%)

-5.66

3M(%)

1

December 2016

June 2017

1

0

1

0

30 481,183

2-Way Turnover (%)

7 FTSE Japan Index 502

4 FTSE TWSE Taiwan 50 Index 50

Number of Adds Number of Dels

6 FTSE Vietnam Index 444 - 5.12

30

Review Month

1Y(%)

12.38

Number of Cons

Net Market Cap (MYRbn)

1M Perf (%)

-0.44

-2.22

2 FTSE India Index

-0.27

5Y(%pa)

3Y(%)

9

Index Name

FTSE Korea Index 130

Div Yield(%)

9.86

-5.78 4.47

10.83 -0.74

YTD(%)

-3.00

2.96

4.62

4.99

531,328

293 26 94

7.95

12

2013(%)

6.47 -1.14

14

-4.84

9.61

30

Number of Cons

16,041

The FTSE Bursa Malaysia KLCI comprises the largest companies by full market capitalisation in the FTSE Bursa Malaysia EMAS Index. The index is a free floatadjusted market-capitalisation weighted index representing the performance of the largest Malaysian blue chip companies, which pass the size, free float, andliquidity screens. The index represents approximately 60 per cent of the Bursa Malaysia Main Market and as at the end of October there were 30 constituents inthe index.

6.82

FTSE Bursa Malaysia KLCI

-0.69

2.45

FTSE Bursa Malaysia KLCI

Net Market Cap (MYRm)

AFTER REVIEW

10 FTSE ASFA Australia 200 Index 200 11 FTSE Hong Kong Index

FTSE Indonesia Index

Number of Cons

BEFORE REVIEW

- 5.04 5

30

15

Net Market Cap (MYRm)

30 526

Data as at: 31 October 2017

-0.44

Net Market Cap (MYRbn)

4,976

2,378

8.63 654

0.88 4.51

2014(%)

-3.90 -1.97

2,401

FTSE SET Large Cap Index

0.53

30

0.19

15 FTSE Pakistan Index -4.28 16 FTSE New Zealand Index 940 4.82 142

The FTSE Bursa Malaysia KLCI ended themonth in negative territory in Octoberdown 0.44 per cent, underperforming theFTSE Bursa Malaysia EMAS Index by 0.97per cent.

Year to date the FTSE Bursa MalaysiaKLCI performance is up by 6.47 per cent,with a volatility of 5.55 per cent, lowerthan 2016’s volatility of 8.62 per cent.

Electricity had the best sectorperformance in the FTSE Bursa MalaysiaKLCI in October, up 4.75 per cent.

Note: The majority of index changes occurs at the index reviews in June and December. Review changes to the index may include constituent additions/deletions, shares in issue and free float changes, and changes due to corporate events.

0

20

40

60

80

100

120

140

Inde

x Re

base

d (3

1 O

ct 2

012=

100)

Page 6: FTSE MONTHLY REPORT - October 2017 FTSE BURSA MALAYSIA ... · PDF fileGuan Chong had the strongest performance in the FTSE Bursa Malaysia ... best performing sector in the FTSE Bursa

FIVE-YEAR HISTORICAL INDUSTRY BREAKDOWN (%)* INDUSTRY BREAKDOWN

● Basic Materials● Consumer Goods● Consumer Services● Financials● Health Care● Industrials● Oil & Gas● Technology● Telecommunications● Utilities

* The historical industry breakdown before July 2009 is based on the FTSE Bursa Malaysia Large 30 Index instead of FTSE Bursa Malaysia KLCI

RELATIVE PERFORMANCE AGAINST FTSE BURSA MALAYSIA KLCI (MYR PRICE RETURN)

1 MONTH 1 YEAR

FTSE BURSA MALAYSIA KLCI HISTORICAL VOLATILITY (MYR PRICE RETURN)

● FTSE Bursa Malaysia KLCI

● FTSE Bursa Malaysia EMAS Index

Index volatility is calculated on a rolling 180 days basis.

Source: FTSE Russell 6 of 38

FTSE Bursa Malaysia KLCI Data as at: 31 October 2017

2 (5.10%) 4

(7.73%)

3 (7.63%)

8 (34.31%)

1 (2.98%)

4 (10.71%)

1 (1.32%)

4 (13.57%)

3 (15.43%)

Key:

8 (35.52%)

Number of Constituents Index Weight

0

20

40

60

80

100

2.89

1.29

-1.84

-0.93

-2.27

-1.72

-5.39

-2.58

0.93

-6.0 -4.0 -2.0 - 2.0 4.0

Relative Performance (%)

Basic Materials

Consumer Goods

Consumer Services

Financials

Health Care

Industrials

Oil & Gas

Technology

Telecommunication

Utilities

FTSE

Bur

sa M

alay

sia

KLCI

Ind

ustr

y In

dice

s

-9.04

-4.09

-4.32

-3.60

-18.34

4.43

3.66

-8.35

1.45

-20.0 -10.0 - 10.0

Relative Performance (%)

Basic Materials

Consumer Goods

Consumer Services

Financials

Health Care

Industrials

Oil & Gas

Technology

Telecommunication

Utilities

FTSE

Bur

sa M

alay

sia

KLCI

Ind

ustr

y In

dice

s

0

2

4

6

8

10

12

14

Vola

tility

(%

)

Page 7: FTSE MONTHLY REPORT - October 2017 FTSE BURSA MALAYSIA ... · PDF fileGuan Chong had the strongest performance in the FTSE Bursa Malaysia ... best performing sector in the FTSE Bursa

FTSE BURSA MALAYSIA KLCI HISTORICAL VOLATILITY TABLE (MYR PRICE RETURN)

FTSE Bursa Malaysia KLCIFTSE Bursa Malaysia EMAS Index

* Based on annualised daily total log returns. ** Based on annualised weekly total log returns. *** Based on annualised monthly total log returns.

FTSE BURSA MALAYSIA KLCI HISTORICAL SHARPE RATIO (MYR PRICE RETURN)

FTSE Bursa Malaysia KLCIFTSE Bursa Malaysia EMAS Index

* Based on annualised daily total log returns. ** Based on annualised weekly total log returns. *** Based on annualised monthly total log returns.Note: Malaysia 3-Month interbank offered rate is used as the risk free rate.

FTSE BURSA MALAYSIA KLCI HISTORICAL CORRELATION AGAINST FTSE BURSA MALAYSIA EMAS INDEX (MYR PRICE RETURN)

FTSE Bursa Malaysia KLCI

* Based on annualised daily total log returns. ** Based on annualised weekly total log returns. *** Based on annualised monthly total log returns.

FTSE BURSA MALAYSIA KLCI TOP 5 AND BOTTOM 5 SECTOR PERFORMERS

FTSE BURSA MALAYSIA KLCI 1-YEAR TOP PERFORMING SECTOR - GENERAL INDUSTRIALS

PROFILE

● FTSE Bursa Malaysia KLCI - General Industrials● FTSE Bursa Malaysia EMAS General Industrials Index ● FTSE Bursa Malaysia KLCI

Source: FTSE Russell 7 of 38

10.01

3

0.71 0.85

Tobacco

1

2720

1Y (%)*0.9837 0.9756

Mobile Telecommunications

-0.46 0.99

3Y (%)**

58,970

5.92

6570

Number of Cons

7.57 9.06

Weight in Sector:

Index Name YTD (%)* 1Y (%)* 2014 (%)* 2015 (%)*

1

-3.33

8630

1.78

1.92

2770

0.67

Sime Darby

0.00

-20.08

0.00

-4.19

Largest Constituent in Sector:

1.05

Travel & Leisure

-10.01

12.29

13,883

Real Estate Investment & Services 3,543 4.46

Weight in FTSE Bursa Malaysia KLCI:6.15%

3780

2.93

3.40

5.48

1 6.15

5,516

1-Year Price Return:

5750 34,462

2350 Construction & Materials 10,102

1

-2.91

2.64

1 2.35

12.33%

7.91

2.00

Chemicals 2

3.52

12.33

4.60

2

2.44

Electricity

11.20

ICB Code ICB Sector Net Market Cap (MYRm) Index Weight (%) 1Y Perf (%) Div Yield (%)

0.9814 2014 (%)*

2.02

General Industrials 32,391

3.37

0.9652

Index Name YTD* 1Y* 3Y** 5Y*** 2013*

Index Name

5.55

26,840

7530

8.45 10.77 8.26

YTD (%)*

2016 (%)*

2.53

1M Perf (%)

8.22 7.99

2015 (%)*

1350 1.29

FTSE Bursa Malaysia KLCI Data as at: 31 October 2017

8.62 3Y (%)**

2016 (%)*

2.76

-0.55

5.92 10.08 5Y (%)*** 2013 (%)*

-0.33 2016*

1.35 0.33

5.60

5.10

60,965

2013 (%)*

8

11.58 4.75 2.60

-0.68 -0.43 -0.16

2014* 2015*-0.59 -0.65

0.9778 0.9603 0.9626

-1.04

11.29

-1.01

9.46

5Y (%)***0.9805

6530 Fixed Line Telecommunications

2

12,448 2.37 -2.31

-

Industrial Transportation

1

Dividend Yield: 2.93%

-10.38

6.55 -5.76

Number of Constituents:

100.00%

TOP

BOTT

OM

60

70

80

90

100

110

120

130

Inde

x Re

base

d (3

1 O

ct 2

016=

100)

Page 8: FTSE MONTHLY REPORT - October 2017 FTSE BURSA MALAYSIA ... · PDF fileGuan Chong had the strongest performance in the FTSE Bursa Malaysia ... best performing sector in the FTSE Bursa

FTSE BURSA MALAYSIA KLCI TOP 10 CONSTITUENTS

FTSE BURSA MALAYSIA KLCI TOP 5 AND BOTTOM 5 PERFORMERS

FTSE BURSA MALAYSIA KLCI TOP PERFORMER IN OCTOBER - TENAGA NASIONAL PROFILE

Source: FTSE Russell - price return data in MYR, as at 31 October 2017

Source: FTSE Russell 8 of 38

-

-6.51

Index Weight (%)

Digi.com

4677 YTL Corp -4.75

6888

3.47 2.04

3182 Genting Gambling 20,388

Mobile Telecommunications

Mobile Telecommunications 18,283

Net Market Cap (MYRm)

Constituent NameRank 1M Perf (%)

18,283

3182 Genting

-4.79

FTSE Bursa Malaysia KLCI Data as at: 31 October 2017

Digi.com

3816

6947 3.47

9,965 1.89

ICB Subsector

1

2.59

3.87

6

10 6012

Local Code Constituent Name ICB Subsector 1M Perf (%)

Totals 348,690 66.25

9 6947

4715

Marine Transportation

Genting Malaysia Gambling

ICB Subsector:Alternative Electricity

2.60%

Weight in FTSE Bursa Malaysia KLCI:11.58%

Dividend Yield

PETRONAS Chemicals Group Commodity Chemicals

4.64

Multiutilities 6,278

2.04

-5.24Gambling

MISC

4197 Sime Darby Diversified Industrials 32,391 6.15

1155 Malayan Banking Banks

5347 Tenaga Nasional Alternative Electricity 60,965 11.58

Mobile Telecommunications

2.00

6888 Axiata Group Mobile Telecommunications 24,422 4.64 2.86

4.75

7.42

32,391Diversified Industrials

4162

8

7 20,813 3.95

-2.54

Axiata Group Mobile Telecommunications

5 4197 Sime Darby

4

24,422

1023

2

2.86

6.15

-2.94

5347

11.9662,936Public Bank

Tenaga Nasional

1295

Net Market Cap (MYRm) Index Weight (%)Local Code

0.10

Local Code:5347

2.00

3

Banks

5183

53,152

4.75

3.09

-5.24

1.10

5,516 1.05 -10.38

20,388 3.87

British American Tobacco Tobacco

Maxis

2.67

6012 Maxis Mobile Telecommunications 16,265 3.09 2.59

CIMB Group Holdings Banks 39,073

1.19

16,265

10.10

Alternative Electricity 60,965 11.58

14,074

TOP

BOTT

OM

FTSE Bursa Malaysia EMAS Electricity Index

Tenaga Nasional

FTSE Bursa Malaysia KLCI ▼ 0.44%

▲ 4.30%

▲ 4.75%

-1.0 - 1.0 2.0 3.0 4.0 5.0 6.0

1-Month Price Return (%)

Tenaga Nasional Berhad transmits, distributes and sells electricity. The Company also

provides project management and consultancy, engineering works and energy project

development services. TNB will be commissioning 3,000mw worth of new power plants

over the next two years, translating into a 25% increase in its existing generation capacity.

The Company's 1-month price return increased by 4.75 per cent and it has become the top

performer among all constituents of the index in October.

Page 9: FTSE MONTHLY REPORT - October 2017 FTSE BURSA MALAYSIA ... · PDF fileGuan Chong had the strongest performance in the FTSE Bursa Malaysia ... best performing sector in the FTSE Bursa

INDEX OVERVIEW

FTSE BURSA MALAYSIA EMAS INDEX FIVE-YEAR PERFORMANCE (MYR PRICE RETURN) PERFORMANCE HIGHLIGHTS

● FTSE Bursa Malaysia KLCI ● FTSE Bursa Malaysia Mid 70 Index● FTSE Bursa Malaysia EMAS Index ● FTSE Bursa Malaysia Small Cap Index● FTSE Bursa Malaysia Fledgling Index ● FTSE Bursa Malaysia MidS Cap Index● FTSE Bursa Malaysia MidS Cap Shariah Index

FTSE BURSA MALAYSIA EMAS INDEX HISTORICAL PERFORMANCE TABLE (MYR PRICE RETURN)

FTSE Bursa Malaysia KLCI

FTSE Bursa Malaysia Mid 70 Index

FTSE Bursa Malaysia Top 100 Index

FTSE Bursa Malaysia Small Cap Index

FTSE Bursa Malaysia EMAS Index

FTSE Bursa Malaysia Fledgling Index

FTSE Bursa Malaysia EMAS Shariah Index

FTSE Bursa Malaysia Hijrah Shariah Index

FTSE Bursa Malaysia Palm Oil Index

FTSE Bursa Malaysia ACE Index

FTSE Bursa Malaysia MidS Cap Index

FTSE Bursa Malaysia MidS Cap Shariah Index

FIVE-YEAR HISTORICAL INDUSTRY BREAKDOWN (%) INDUSTRY BREAKDOWN (%)

● Basic Materials● Consumer Goods● Consumer Services● Financials● Health Care● Industrials● Oil & Gas● Technology● Telecommunications● Utilities

Source: FTSE Russell 9 of 38

2.55 0.33 -3.52 15.46 10.98 -3.19 40.62

-5.94 2.49 4.80

0.36 0.31 -0.21

2.77

2.64 1.31 -1.31 17.19

2.60 3.36

2.85 0.92 -1.29 18.47 13.61 -1.47 -0.49 44.59

12.31 -2.07 41.40 -0.69 7.17 35.25

2.60 1.98 0.75 2.06

0.53

10.54

23.88 20.97 24.08

-5.78 4.47 -1.97 0.88 -3.00 3.14

6.46 -2.27

-1.07 7.05 37.73 -8.84 9.63 -7.91 2.62

11.07 7.46 15.78 36.33 18.18 -4.54

1Y(%)

3Y(%pa)

5Y(%pa)

2015(%)

9.33

-6.07

2014(%)

9.49 26.28

-4.20 6.04 -7.71 2.42

2016(%)

Div Yield(%)

-0.69 -1.14 6.47 4.51

7.65 36.71

9.20 -0.76 1.78 11.39 -6.17 -2.89 -2.45 3.00

-0.44

The FTSE Bursa Malaysia EMAS Index comprises the constituents in the FTSE Bursa Malaysia KLCI, the FTSE Bursa Malaysia Mid 70 Index, and the FTSE Bursa Malaysia Small CapIndex. The index is a free float adjusted market-capitalisation weighted index representing the performance of approximately 98 per cent of the Bursa Malaysia Main Market which passthe size, free float, and liquidity screens. As at the end of October there were 269 constituents in the index.

18.71

-5.66

Index Name

12.75

FTSE Bursa Malaysia EMAS Index Data as at: 31 October 2017

0.54 -0.76

1M(%)

3Y(%)

5Y(%)

CUMULATIVE PERFORMANCE ANNUALISED PERFORMANCE2013(%)

3M(%)

14.98 -7.88

-3.90

3.07 4.78 2.61

6M(%)

YTD(%)

Within the size segments of the FTSEBursa Malaysia EMAS Index, Small Capcompanies had the best performance inOctober with the FTSE Bursa MalaysiaSmall Cap Index up 2.85 per cent,followed by FTSE Bursa Malaysia Mid 70Index companies seeing an increase of2.77 per cent.

Large Cap companies were the worstperformers within the size segments ofthe FTSE Bursa EMAS Index down 0.44per cent.

The FTSE Bursa Malaysia EMAS Index hada performance of 0.53 per cent.

0.36 -0.27 9.86 6.89 -2.22 10.83 -0.74 2.08 12.38 -6.13 -2.26 -2.77 2.96

108.02

2.23 2.87 0.85 8.89 5.64 -1.98 13.88 -0.66 2.63 13.29 -4.17 2.35 -6.14 2.48

1.98 2.57 0.52 6.30 3.32 -4.36 13.85 -1.47 2.63 13.01 1.01 -0.94 -6.31 2.51

3.37 2.11 -3.81 0.57 -2.23 -10.17 -1.45 -3.51 -0.29 10.11 -8.06 -0.41 0.21 1.79

5.65 6.25 11.18 45.17 38.20 5.38 61.10 1.76 10.01 34.68 -0.39 13.02 -25.18 0.82

0

20

40

60

80

100 5.42

8.34

7.53

30.67

4.35

15.76

4.50

1.43

9.84

12.16

0

50

100

150

200

250

Inde

x Re

base

d (3

1 O

ct 2

012=

100)

Page 10: FTSE MONTHLY REPORT - October 2017 FTSE BURSA MALAYSIA ... · PDF fileGuan Chong had the strongest performance in the FTSE Bursa Malaysia ... best performing sector in the FTSE Bursa

RELATIVE PERFORMANCE AGAINST FTSE BURSA MALAYSIA EMAS INDEX (MYR PRICE RETURN)

1 MONTH 1 YEAR

FTSE BURSA MALAYSIA INDEX SERIES PORTFOLIO CHARACTERISTICS

Number of Constituents

Full Market Cap (MYRm)

% FTSE Bursa Malaysia EMAS Index

Net Market Cap (MYRm)

Dividend Yield (%)

Constituent Sizes (Net Market Cap MYRm)

Average

Largest

Smallest

Median

Weight of Largest Constituent (%)

Top 10 Holdings (% Index Market Cap)

Source: FTSE Russell 10 of 38

2,817

62,936

0

429

8

4666

9

705,787

3

6,988

62,936

0

2,763

9

49

34

179,481

3

2,528

11,319

0

1,864

6

39

526,306

3

23

48

68,032

2

6,803

32,391

131

2,193

10

100

FTSE Bursa Malaysia

Hijrah Shariah Index

30

689,400

45

5

8

14

331,223

3

11,041

60,965

1,755

6,908

18

68

FTSE Bursa Malaysia Palm Oil Plantation

Index

10

136,693

9

26

21

FTSE Bursa Malaysia MidS

Cap Index

176

129,492

8

27

38

65

58,936

2

335

1,649

64

271

3

18

FTSE Bursa Malaysia MidS Cap Shariah

Index

145

99,543

7

36

39

76

45,265

3

312

1,649

64

255

4

62,936

3,543

11,934

12

FTSE Bursa Malaysia

Small Cap Index

168

112,985

7

18

30

48

51,922

2

FTSE Bursa Malaysia Mid

70 Index

71

361,239

24

24

10

FTSE Bursa Malaysia KLCI

30

1,056,297

69

5

17,544

365

44,336

3

17

41

58

22,660

2

62

381

5

45

2

3

6

1,417,537

93

309

1,649

60

260

5

10

19

FTSE Bursa Malaysia Fledgling

Index

3

FTSE Bursa Malaysia Top

100 Index

101

11

FTSE Bursa Malaysia

EMAS Index

269

1,530,522

100

4

6

10

757,710

3

Review Turnover - December 2016

June 2017

Totals

FTSE Bursa Malaysia EMAS Index Data as at: 31 October 2017

2.03 2.11

1.79 1.46

2.07 2.32

2.24 -0.96

-2.0 -1.0 - 1.0 2.0 3.0

Relative Performance (%)

Large (KLCI) Mid 70

Small Cap Fledgling

Hijrah Shariah Asian Palm Oil

FTSE

Bur

sa M

alay

sia

Indi

ces

5.60

-1.92

1.91

1.18

-4.59

2.70

-0.99

0.50

4.19

5.08

-10.0 -5.0 - 5.0 10.0

Relative Performance (%)

Basic Materials

Consumer Goods

Consumer Services

Financials

Health Care

Industrials

Oil & Gas

Technology

Telecommunication

Utilities

FTSE

Bur

sa M

alay

sia

EMAS

Ind

ustr

y In

dice

s

47.89

2.21

-12.00

-4.03

1.25

-3.70

-6.02

2.87

15.74

7.91

-20.0 - 20.0 40.0 60.0

Relative Performance (%)

Basic Materials

Consumer Goods

Consumer Services

Financials

Health Care

Industrials

Oil & Gas

Technology

Telecommunication

Utilities

FTSE

Bur

sa M

alay

sia

EMAS

Ind

ustr

y In

dice

s

4.09 5.42

-3.79 -3.57

14.08 6.72

5.86 -2.38

-5.0 - 5.0 10.0 15.0

Relative Performance (%)

Large (KLCI) Mid

Small Fledgling

Hijrah Shariah Asian Palm Oil

FTSE

Bur

sa M

alay

sia

Indi

ces

MidS MidS Shariah

MidS MidS Shariah

Page 11: FTSE MONTHLY REPORT - October 2017 FTSE BURSA MALAYSIA ... · PDF fileGuan Chong had the strongest performance in the FTSE Bursa Malaysia ... best performing sector in the FTSE Bursa

FTSE BURSA MALAYSIA INDEX SERIES HISTORICAL VOLATILITY (MYR PRICE RETURN)

● FTSE Bursa Malaysia KLCI

● FTSE Bursa Malaysia Mid 70 Index

● FTSE Bursa Malaysia Small Cap Index

● FTSE Bursa Malaysia EMAS Index

● FTSE Bursa Malaysia Fledgling Index

● FTSE Bursa Malaysia MidS Cap Index

● FTSE Bursa Malaysia MidS Cap Shariah Index

FTSE BURSA MALAYSIA INDEX SERIES HISTORICAL VOLATILITY TABLE (MYR PRICE RETURN)

FTSE Bursa Malaysia KLCI

FTSE Bursa Malaysia Mid 70 Index

FTSE Bursa Malaysia Top 100 Index

FTSE Bursa Malaysia Small Cap Index

FTSE Bursa Malaysia EMAS Index

FTSE Bursa Malaysia Fledgling Index

FTSE Bursa Malaysia EMAS Shariah Index

FTSE Bursa Malaysia Hijrah Shariah Index

FTSE Bursa Malaysia Palm Oil Plantation Index

FTSE Bursa Malaysia ACE Index

FTSE Bursa Malaysia MidS Cap Index

FTSE Bursa Malaysia MidS Cap Shariah Index

* Based on annualised daily total log returns. ** Based on annualised weekly total log returns. *** Based on annualised monthly total log returns.

FTSE BURSA MALAYSIA INDEX SERIES HISTORICAL SHARPE RATIO (MYR PRICE RETURN)

FTSE Bursa Malaysia KLCI

FTSE Bursa Malaysia Mid 70 Index

FTSE Bursa Malaysia Top 100 Index

FTSE Bursa Malaysia Small Cap Index

FTSE Bursa Malaysia EMAS Index

FTSE Bursa Malaysia Fledgling Index

FTSE Bursa Malaysia EMAS Shariah Index

FTSE Bursa Malaysia Hijrah Shariah Index

FTSE Bursa Malaysia Palm Oil Plantation Index

FTSE Bursa Malaysia ACE Index

FTSE Bursa Malaysia MidS Cap Index

FTSE Bursa Malaysia MidS Cap Shariah Index* Based on annualised daily total log returns. ** Based on annualised weekly total log returns. *** Based on annualised monthly total log returns.

* Note: Malaysia 3-Month interbank offered rate is used as the risk free rate.

FTSE BURSA MALAYSIA INDEX SERIES HISTORICAL CORRELATION AGAINST FTSE BURSA MALAYSIA EMAS INDEX (MYR PRICE RETURN)

FTSE Bursa Malaysia KLCI

FTSE Bursa Malaysia Mid 70 Index

FTSE Bursa Malaysia Small Cap Index

FTSE Bursa Malaysia Fledgling Index

FTSE Bursa Malaysia EMAS Shariah Index

FTSE Bursa Malaysia Palm Oil Index

FTSE Bursa Malaysia MidS Cap Index

FTSE Bursa Malaysia MidS Cap Shariah Index

* Based on annualised daily total log returns. ** Based on annualised weekly total log returns. *** Based on annualised monthly total log returns.

Source: FTSE Russell 11 of 38

0.6011 0.7257 0.6318 0.6441 0.7195 0.7818

0.6660 0.6652

3Y(%)**

2.12 0.94 -0.31 0.20 1.88 -0.76 0.43 -1.08

0.6944 0.6913 0.8049 0.8122 0.8170 0.8195 0.7656 0.7097

9.91 7.89 9.28 8.18

8.01

24.14

10.47

-0.40

2.51 1.22 -0.28 0.23 1.70 -0.45 0.22 -1.14

-0.65 -0.59

2.68

7.77 8.07 14.30 16.25 15.26 14.95 13.90 9.21

8.14 8.43 15.29 17.03 15.84 15.57 15.07 10.06

8.08 12.86 14.42 12.31 13.61 12.02

15.20 14.37

0.5346

0.9588

0.5203 0.8235 0.7477 0.7068 0.7485 0.7539 0.6983

0.9608 0.9108 0.9708 0.9667

0.6762 0.6695 0.7927 0.8115 0.8139 0.8120 0.7553 0.6823

0.9778

0.8374 0.8360 0.9093 0.8984 0.9181 0.8884 0.8693

0.9603 0.9626 0.9814 0.9652 0.9837 0.9756

0.8199

0.7693 0.7101

Index NameYTD(%)*

1Y(%)*

3Y(%)**

5Y(%)***

2013(%)*

-0.33 -1.18 1.27 0.13

1.83 0.52 1.06 -0.71 -0.41 -0.08

2.45 1.13 -0.30 0.22 1.83 -0.59 0.14 -0.95

-2.11

-0.68

3.21

5.62 5.95

5Y(%)***

11.29 5.55 5.92

5.79

16.43 15.90 23.12 22.99 17.99 22.96

7.68 7.99 10.84 10.80 11.46 9.54

5.60 10.01 8.22 9.46 8.45

Index NameYTD(%)*

1Y(%)*

7.57 9.06 8.26 10.08

2013(%)*

2014(%)*

1.19 -0.05 0.12 1.02 -1.12

-0.44

2.02 0.71 -0.43 -0.16 0.99 -1.04 -0.46

2.72 1.88

1.07 -0.17

0.7691 0.6924

-0.03

0.07 -0.49 -0.55

0.8017 0.7950 0.7970 0.8141

0.9805

2015(%)*

2016(%)*

1.90 0.63

5.58

2013(%)*

17.05

1.35 0.33 -0.55 -0.33 0.85 -1.01

-0.19

-0.08 0.27 1.53 -0.13 0.40

2.05 0.28 0.78

2014(%)*

14.94

-1.16

9.03 9.58 9.55 10.86 7.71

11.04 7.72

8.41

5.92

-0.30 0.69 -0.84 -0.19

13.55

2.33

5.78 5.96 10.12 8.69 9.29 9.07

9.77 9.66 13.07 12.07 10.61 13.03 12.72

1Y* 3Y** 5Y***2014(%)*

0.9206 0.9739 0.9658

FTSE Bursa Malaysia EMAS Index Data as at: 31 October 2017

-0.20 0.91 -1.09 -0.52 -0.63

2015(%)*

2016(%)*

Index Name YTD*

14.56 17.37

8.24

10.77

11.13

7.99

-0.23

-0.50 -0.09

2015(%)*

2016(%)*

9.30

8.62

8.48

10.77 8.09

8.12

0.59 1.17 -0.88

0

5

10

15

20

25

Vola

tility

(%

)

Page 12: FTSE MONTHLY REPORT - October 2017 FTSE BURSA MALAYSIA ... · PDF fileGuan Chong had the strongest performance in the FTSE Bursa Malaysia ... best performing sector in the FTSE Bursa

FTSE BURSA MALAYSIA EMAS INDEX TOP 5 AND BOTTOM 5 SECTOR PERFORMERS

FTSE BURSA MALAYSIA EMAS INDEX TOP 10 CONSTITUENTS

FTSE BURSA MALAYSIA EMAS INDEX TOP 5 AND BOTTOM 5 PERFORMERS

Source: FTSE Russell 12 of 38

-14.16

1 230

7251

-14.16

Barakah Offshore Petroleum

3780

6.32

Specialty Chemicals 885 0.12 18.00

5102

5141 Dayang Enterprise Holdings Oil Equipment & Services 304

4,139 0.55 -4.34 -6.78

5750 Travel & Leisure 9 45,951 6.06 -4.91

5,516 0.73 -10.38

17.47

8869 Press Metal Aluminium Holdings Aluminum 7,766

Hovid Pharmaceuticals 149

-

60,965

-5.24

24,422 3.22

-2.54

Mobile Telecommunications

Malayan Banking

1.02 17.51

7213

5.48

3.11

10.40

3350

0.02 17.74

83 Notion VTec Electrical Components & Equipment 124 0.02 -29.21

General Retailers

Food Products 315 0.04 18.90

5205 Eversendai Heavy Construction 218 0.03

7 3,271 0.43 -2.32 -3.26

-20.08

Automobiles & Parts

0.04 -12.63

7212 Destini Aerospace 230 0.03

2.78

13.01

5370

Tobacco 1

0570 Oil Equipment, Services & Distribution 16

Oil Equipment & Services 142 0.02

24,991

2710 Aerospace & Defense

-11.34

9571 Mitrajaya Holdings Heavy Construction 429 0.06 -10.48

7155 SKP Resources

Guan Chong

2

6012

Axiata Group

0.03

1M Perf (%)

Sime Darby Diversified Industrials 32,391 4.27

Local Code Constituent Name ICB Subsector 1M Perf (%)

Maxis

Totals 348,690 46.02

Mobile Telecommunications 16,265 2.15

Net Market Cap (MYRm) Index Weight (%)

9 6947 Digi.com Mobile Telecommunications 18,283

2.59

2.41 2.04

10

1.18

Banks 53,152 7.01

-43.27 0.00

Alternative Electricity

8 3182 Genting Gambling 20,388 2.69

4 1023 CIMB Group Holdings Banks 39,073

2.00

2.86

7 5183 PETRONAS Chemicals Group Commodity Chemicals 20,813 2.75 1.10

6 6888

8.05

5 4197

1 1295 Public Bank Banks 62,936

4.75

5.16

8.31 0.10

Constituent Name ICB Subsector

Tenaga Nasional

-2.94

2 5347

Rank Local Code Net Market Cap (MYRm) Index Weight (%)

3 1155

3.30 7.35

9570 Technology Hardware & Equipment 7 8,942 1.18 7.57 64.96

ICB Code ICB Sector Number of Cons

1750

2730 Electronic & Electrical Equipment 43.46 2.53

17.36 1.89

4,796 0.63 8.59

1.39 13.60 138.44 1.57

9

2.73

4570 345 0.05 8.27

Industrial Metals & Mining 9 10,564

Net Market Cap (MYRm) Index Weight (%) 1M Perf (%) 1Y Perf (%) Div Yield (%)

Pharmaceuticals & Biotechnology 2

FTSE Bursa Malaysia EMAS Index Data as at: 31 October 2017

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Page 13: FTSE MONTHLY REPORT - October 2017 FTSE BURSA MALAYSIA ... · PDF fileGuan Chong had the strongest performance in the FTSE Bursa Malaysia ... best performing sector in the FTSE Bursa

INDEX OVERVIEW

FTSE BURSA MALAYSIA MID 70 INDEX FIVE-YEAR PERFORMANCE (MYR PRICE RETURN) PERFORMANCE HIGHLIGHTS

● FTSE Bursa Malaysia Mid 70 Index ● FTSE Bursa Malaysia EMAS Index

FTSE BURSA MALAYSIA MID 70 INDEX HISTORICAL PERFORMANCE TABLE (MYR PRICE RETURN)

FTSE Bursa Malaysia Mid 70 Index

FTSE Bursa Malaysia EMAS Index

FTSE BURSA MALAYSIA MID 70 INDEX HISTORICAL REVIEW TURNOVER

FIVE-YEAR HISTORICAL INDUSTRY BREAKDOWN (%) INDUSTRY BREAKDOWN (%)

● Basic Materials● Consumer Goods● Consumer Services● Financials● Health Care● Industrials● Oil & Gas● Technology● Telecommunications● Utilities

Source: FTSE Russell 13 of 38

The FTSE Bursa Malaysia Mid 70 Index comprises the next 70 after the FTSE Bursa Malaysia KLCI companies by full market capitalisation in the FTSE BursaMalaysia EMAS Index. The index is a free float adjusted market-capitalisation weighted index representing the performance of the middle largest Malaysiancompanies, which pass the size, free float, and liquidity screens. The index represents approximately 15 per cent of the Bursa Malaysia Main Market and as atthe end of October it has 71 constituents in the index.

2015(%)

FTSE Bursa Malaysia Mid 70 Index ended themonth in positive territory in October up2.77 per cent, outperforming the FTSE BursaMalaysia EMAS Index by 2.24 per cent.

Year to date the FTSE Bursa Malaysia Mid 70Index performance is up by 18.71 per cent,with a volatility of 7.68 per cent, lower than2016’s volatility of 8.48 per cent.

Industrial Metals & Mining had the bestsector performance in the FTSE BursaMalaysia Mid 70 Index in October, up 17.51per cent.

June 2017

0.54 2.77

12.38 -6.13 -2.26 -2.77

6

10.83 -0.74 2.08

174,350

BEFORE REVIEW

6 70 172,689

Total

2.96

December 2016

14.98 -7.88

154,814 70 148,4265 5 70

-0.76

3Y(%pa)

5Y(%pa)

2013(%)

2014(%)

2016(%)

CUMULATIVE PERFORMANCE ANNUALISED PERFORMANCE1M(%)

3M(%)

6M(%)

YTD(%)

1Y(%)

3Y(%)

FTSE Bursa Malaysia Mid 70 Index Data as at: 31 October 2017

-2.22

33.51

70

0.53 0.36 -0.27

Net Market Cap (MYRm) Number of Cons 2-Way Turnover (%)

9.64

Number of Cons

9.86

18.71 12.75 9.49

6.89

4.78

23.88

Div Yield(%)2.60

5Y(%)

Index Name

Review Month Number of Adds Number of Dels Net Market Cap (MYRm)

AFTER REVIEW

26.28 3.07 3.36 2.61

0

20

40

60

80

100 5.65

8.81

7.48

21.92

8.85

24.56

12.29

3.88 1.56

5.00

Note: The majority of index changes occurs at the index reviews in June and December. Review changes to the index may include constituent additions/deletions, shares in issue and free float changes, and changes due to corporate events.

0

20

40

60

80

100

120

140

Inde

x R

ebas

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1 O

ct

2012

=100

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Page 14: FTSE MONTHLY REPORT - October 2017 FTSE BURSA MALAYSIA ... · PDF fileGuan Chong had the strongest performance in the FTSE Bursa Malaysia ... best performing sector in the FTSE Bursa

FTSE BURSA MALAYSIA MID 70 INDEX TOP 5 AND BOTTOM 5 SECTOR PERFORMERS

FTSE BURSA MALAYSIA MID 70 INDEX TOP 10 CONSTITUENTS

FTSE BURSA MALAYSIA MID 70 INDEX TOP 5 AND BOTTOM 5 PERFORMERS

Source: FTSE Russell 14 of 38

Index Weight (%)

8350 Banks 1

Rank

11.82 8.73 15.10

3.55

1

2 2,346 1.31 -3.13 -3.78

4 5099

Local Code

2.31 -4.34 -6.78

-4.03 -14.87 3.63

7530 Electricity 1 2,610 1.45 -3.74 -33.55

184.50

2 1,534 0.85 13.84

1Y Perf (%)ICB Code ICB Sector Number of Cons Net Market Cap (MYRm) Index Weight (%) 1M Perf (%)

4.33

1350

0530 Oil & Gas Producers 1 853

1750 Industrial Metals & Mining 1 7,766 17.51

0570 Oil Equipment, Services & Distribution 5 21,214

7570 Gas, Water & Multiutilities 3 6,364

Constituent Name ICB Subsector

Gamuda

-5.38

2730 Electronic & Electrical Equipment 2 3,196 1.78 11.69 64.11

Heavy Construction 11,319 6.31

-7.52 4.34

3350 Automobiles & Parts

5398

5370 General Retailers

0.93

Net Market Cap (MYRm)

6.32

1.88

1.94

Retail REITs 2,763 1.54 -5.71

2488

ICB Subsector

Medical Supplies

0.49

Banks 4,052 2.26

15.32

9 138 My EG Services Business Support Services

Top Glove Corp Medical Supplies8 7113

10

5,294 2.95

Net Market Cap (MYRm) Index Weight (%)

70,817

6.83

2,004 1.12 -7.73

8524 Taliworks Water

Sunway

7113 Top Glove Corp

2852 Cahya Mata Sarawak Building Materials & Fixtures

3042 Petron Malaysia Refining & Marketing

2 7277

5 5014 Malaysia Airports Transportation Services 7,333 4.09

6 5.26

7

4.23 -3.19

3 8869 Press Metal Aluminium Holdings Aluminum 7,766 4.33

-2.59

5218 Sapura Energy Oil Equipment & Services 6,847

AirAsia Airlines 7,590

5168 Hartalega Holdings Medical Supplies 5,494 3.06

1.33 -5.98

Press Metal Aluminium Holdings Aluminum 7,766

9.48

SKP Resources Specialty Chemicals 885

Local Code Constituent Name

4.33

18.00

1M Perf (%)

4,798 2.67

5227 IGB Real Estate Investment Trust

-7.41

7155

Totals 39.46

17.51

6963 V.S. Industry Electronic Equipment

5,294 2.95 15.32

2,532 1.41 15.79

Dialog Group Oil Equipment & Services 10,323 5.75 13.00

1M Perf (%)

-0.57

-7.05 1.87

4,052 2.26

4.06

1.24

Chemicals

5.83

Div Yield (%)

13.59 -

FTSE Bursa Malaysia Mid 70 Index Data as at: 31 October 2017

17.51

2 4,139

0.48

Real Estate Holding & Development8664 SP Setia

771 0.43

3.81

Alliance Bank Malaysia -5.38

5211

8869

1.73 -10.16

Exploration & Production 853 0.48 13.59

3,111

-

Real Estate Holding & Development 2,387

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Page 15: FTSE MONTHLY REPORT - October 2017 FTSE BURSA MALAYSIA ... · PDF fileGuan Chong had the strongest performance in the FTSE Bursa Malaysia ... best performing sector in the FTSE Bursa

INDEX OVERVIEW

FTSE BURSA MALAYSIA TOP 100 INDEX FIVE-YEAR PERFORMANCE (MYR PRICE RETURN) PERFORMANCE HIGHLIGHTS

● FTSE Bursa Malaysia Top 100 Index ● FTSE Bursa Malaysia EMAS Index

FTSE BURSA MALAYSIA TOP 100 INDEX HISTORICAL PERFORMANCE TABLE (MYR PRICE RETURN)

FTSE Bursa Malaysia Top 100 IndexFTSE Bursa Malaysia EMAS Index

FTSE BURSA MALAYSIA TOP 100 INDEX HISTORICAL REVIEW TURNOVER

FIVE-YEAR HISTORICAL INDUSTRY BREAKDOWN (%) INDUSTRY BREAKDOWN (%)

● Basic Materials● Consumer Goods● Consumer Services● Financials● Health Care● Industrials● Oil & Gas● Technology● Telecommunications● Utilities

Source: FTSE Russell 15 of 38

Review Month Number of Adds Number of Dels Net Market Cap (MYRm)

AFTER REVIEW

Index Name

2-Way Turnover (%)

December 2016 4 4

The FTSE Bursa Malaysia Top 100 Index comprises the constituents of the FTSE Bursa Malaysia KLCI and the FTSE Bursa Malaysia Mid 70 Index. The index is afree float adjusted market-capitalisation weighted index representing the performance of the top-capitalised companies, which pass the size, free float, andliquidity screens. As at the end of October there were 101 constituents in the index.

FTSE Bursa Malaysia Top 100 Index endedthe month in positive territory in October up0.36 per cent, underperforming the FTSEBursa Malaysia EMAS Index by 0.17 per cent.

Year to date the FTSE Bursa Malaysia Top100 Index performance is up by 9.33 percent, with a volatility of 5.62 per cent, lowerthan 2016’s volatility of 8.09 per cent.

Industrial Metals & Mining had the bestsector performance in the FTSE BursaMalaysia Top 100 Index in October, up 17.51per cent.

CUMULATIVE PERFORMANCE ANNUALISED PERFORMANCE1M(%)

3M(%)

6M(%)

YTD(%)

1Y(%)

3Y(%)

5Y(%)

3Y(%pa)

5Y(%pa)

1.78

Number of Cons Net Market Cap (MYRm) Number of Cons

9.05

June 2017 6 6 100 704,018 100 711,554 5.86

2013(%)

2014(%)

2015(%)

2016(%)

Div Yield(%)

0.36 0.31 -0.21 9.33 6.46 -2.27 9.20 -0.76 0.36 -0.27 9.86 6.89

BEFORE REVIEW

3.20

-2.22 10.83 -0.74 2.08 0.53 11.39 -6.17 -2.89 -2.45 3.00 12.38 -6.13 -2.26 -2.77 2.96

100 635,996 100 633,393

Total

FTSE Bursa Malaysia Top 100 Index Data as at: 31 October 2017

0

20

40

60

80

100 5.24 8.01

7.59

32.06

4.47

14.23

4.11

0.99

10.52

12.78

Note: The majority of index changes occurs at the index reviews in June and December. Review changes to the index may include constituent additions/deletions, shares in issue and free float changes, and changes due to corporate events.

0

20

40

60

80

100

120

140

Inde

x R

ebas

ed (

31 O

ct

2012

=10

0)

Page 16: FTSE MONTHLY REPORT - October 2017 FTSE BURSA MALAYSIA ... · PDF fileGuan Chong had the strongest performance in the FTSE Bursa Malaysia ... best performing sector in the FTSE Bursa

FTSE BURSA MALAYSIA TOP 100 INDEX TOP 5 AND BOTTOM 5 SECTOR PERFORMERS

FTSE BURSA MALAYSIA TOP 100 INDEX TOP 10 CONSTITUENTS

FTSE BURSA MALAYSIA TOP 100 INDEX TOP 5 AND BOTTOM 5 PERFORMERS

Source: FTSE Russell 16 of 38

0.75

Petron Malaysia Refining & Marketing Exploration & Production

Net Market Cap (MYRm) Index Weight (%)

1M Perf (%)

Mobile Telecommunications 18,283 2.59

-10.16

Top Glove Corp Medical Supplies

2.59

853 0.12 13.59

-7.73

8664 SP Setia Real Estate Holding & Development 3,111 0.44

Mobile Telecommunications 16,265

4715

Totals 348,690 49.40 -

3042

7113

Local Code Constituent Name ICB Subsector 1M Perf (%)

Genting Malaysia Gambling

15.32

FTSE Bursa Malaysia Top 100 Index Data as at: 31 October 2017

ICB Code ICB Sector Number of Cons Net Market Cap (MYRm) Index Weight (%)

2730 Electronic & Electrical Equipment 2 3,196 0.45 11.69 64.11 1.94

1Y Perf (%) Div Yield (%)

1750 Industrial Metals & Mining 1 7,766 1.10 17.51 184.50 1.24

0570 Oil Equipment, Services & Distribution 5 21,214 3.01 8.73 18.34 0.93

9570 Technology Hardware & Equipment 3 6,968 0.99 8.14 57.60 2.56

7.86 34.07 0.59

2770 Industrial Transportation 6 25,411 3.60 -2.49 3.42 2.11

5370 General Retailers 2 2,346 0.33 -3.13 -3.78 4.06

2790 Support Services 2 6,653 0.94

3 1155 Malayan Banking Banks

44,693 6.33 -5.12 10.80 2.85

3780 Tobacco 1 5,516 0.78 -10.38 -20.08 5.48

5 4197 Sime Darby Diversified Industrials 32,391 4.59

6 6888 Axiata Group Mobile Telecommunications 24,422 3.46 2.86

Rank Constituent Name ICB Subsector 1M Perf (%)

1 1295 Public Bank Banks 62,936 8.92 0.10

2 5347 Tenaga Nasional Alternative Electricity 60,965 8.64 4.75

Local Code

2.00

3350 Automobiles & Parts 2 4,139 0.59 -4.34 -6.78 6.32

5750 Travel & Leisure 5

5183 PETRONAS Chemicals Group Commodity Chemicals 20,813 2.95 1.10

39,073 5.54 -2.54

Net Market Cap (MYRm) Index Weight (%)

3182 Genting Gambling 20,388 2.89 -5.24

2.04

2.30

14,074 1.99 -6.51

7155 SKP Resources Specialty Chemicals 885 0.13 18.00

8869 Press Metal Aluminium Holdings Aluminum 7,766 1.10 17.51

6963 V.S. Industry Electronic Equipment 2,532 0.36 15.79

7

8

53,152 7.53 -2.94

4 1023 CIMB Group Holdings Banks

4162 British American Tobacco Tobacco 5,516 0.78 -10.38

2,004

10 6012 Maxis

0.28

5,294

9 6947 Digi.com

8524 Taliworks Water 771 0.11 -7.41

2852 Cahya Mata Sarawak Building Materials & Fixtures

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Page 17: FTSE MONTHLY REPORT - October 2017 FTSE BURSA MALAYSIA ... · PDF fileGuan Chong had the strongest performance in the FTSE Bursa Malaysia ... best performing sector in the FTSE Bursa

INDEX OVERVIEW

FTSE BURSA MALAYSIA SMALL CAP INDEX FIVE-YEAR PERFORMANCE (MYR PRICE RETURN) PERFORMANCE HIGHLIGHTS

● FTSE Bursa Malaysia Small Cap Index ● FTSE Bursa Malaysia EMAS Index

FTSE BURSA MALAYSIA SMALL CAP INDEX HISTORICAL PERFORMANCE TABLE (MYR PRICE RETURN)

FTSE Bursa Malaysia Small Cap Index

FTSE Bursa Malaysia EMAS Index

FTSE BURSA MALAYSIA SMALL CAP INDEX HISTORICAL REVIEW TURNOVER

FIVE-YEAR HISTORICAL INDUSTRY BREAKDOWN (%) INDUSTRY BREAKDOWN (%)

● Basic Materials● Consumer Goods● Consumer Services● Financials● Health Care● Industrials● Oil & Gas● Technology● Telecommunications● Utilities

Source: FTSE Russell 17 of 38

-0.27 9.86 6.89

BEFORE REVIEW2-Way Turnover (%)

December 2016 12 18 162 37,361

Total

0.53 0.36 -2.22 10.83 -0.74 2.08 12.38 -6.13

Review Month Number of Adds Number of Dels Net Market Cap (MYRm)

AFTER REVIEW

50,409 30.25

156 37,911 18.04

48.29

June 2017 23

Number of Cons Net Market Cap (MYRm) Number of Cons

2.96

10 155 45,816 168

-2.26

-1.29 18.47 13.61 -1.47 2.85 0.92

-2.77

CUMULATIVE PERFORMANCE ANNUALISED PERFORMANCE

36.71 -4.20 -7.71 2.42 44.59

1M(%)

3M(%)

6M(%)

YTD(%)

-0.49

FTSE Bursa Malaysia Small Cap Index

5Y(%pa)

2014(%)

2015(%)

2016(%)

2013(%)

The FTSE Bursa Malaysia Small Cap Indexended the month in positive territory inOctober up 2.85 per cent, outperforming theFTSE Bursa Malaysia EMAS Index by 2.32per cent.

Year to date the FTSE Bursa Malaysia SmallCap Index performance is up by 18.47 percent, with a volatility of 8.12 per cent, lowerthan 2016’s volatility of 9.30 per cent.

Oil & Gas Producers had the best sectorperformance in the FTSE Bursa MalaysiaSmall Cap Index in October, up 8.69 percent.

Data as at: 31 October 2017

The FTSE Bursa Malaysia Small Cap Index comprises the companies within the top 98% of the Bursa Malaysia Universe by full market capitalisation, excluding theconstituents of the FTSE Bursa Malaysia KLCI and FTSE Bursa Malaysia Mid 70 Index. The index is a free float adjusted market-capitalisation weighted index representingthe performance of the small-capitalised companies trading on the Bursa Malaysia Main Market, which pass the size, free float, and liquidity screens. As at the end ofOctober there were 168 constituents in the index.

7.65 6.04

Div Yield(%)

1Y(%)

3Y(%)

5Y(%)

3Y(%pa)

Index Name

0

20

40

60

80

100 7.94

12.94

6.78

11.70

2.69 36.46

9.75

7.41 0.61 3.72

Note: The majority of index changes occurs at the index reviews in June and December. Review changes to the index may include constituent additions/deletions, shares in issue and free float changes, and changes due to corporate events.

020406080

100120140160180

Inde

x Re

base

d (3

1 O

ct 2

012=

100)

Page 18: FTSE MONTHLY REPORT - October 2017 FTSE BURSA MALAYSIA ... · PDF fileGuan Chong had the strongest performance in the FTSE Bursa Malaysia ... best performing sector in the FTSE Bursa

FTSE BURSA MALAYSIA SMALL CAP INDEX TOP 5 AND BOTTOM 5 SECTOR PERFORMERS

FTSE BURSA MALAYSIA SMALL CAP INDEX TOP 10 CONSTITUENTS

FTSE BURSA MALAYSIA SMALL CAP INDEX TOP 5 AND BOTTOM 5 PERFORMERS

Source: FTSE Russell 18 of 38

Local Code Net Market Cap (MYRm) Index Weight (%)

4530 Health Care Equipment & Services 2 1,050

1Y Perf (%)

Data as at: 31 October 2017

-

1350 Chemicals 3 472 0.91 -1.43 1.53

Leisure Goods 1

83 Notion VTec Electrical Components & Equipment 124 0.24

Destini Aerospace 230 0.44 -14.16

4723 Jaks Resources Heavy Construction 585 1.13 15.63

9571 Mitrajaya Holdings Heavy Construction 429 0.83 -10.48

7251 Barakah Offshore Petroleum Oil Equipment & Services 142 0.27 -11.34

5141 Dayang Enterprise Holdings Oil Equipment & Services 304 0.58 -12.63

7212

7213 Hovid Pharmaceuticals 149 0.29 17.74

5205 Eversendai Heavy Construction 218 0.42 17.47

7595 ML Global Building Materials & Fixtures 172 0.33 15.75

-29.21

Totals 10,091 19.43 -

10 5199

Local Code Constituent Name ICB Subsector 1M Perf (%)

5102 Guan Chong Food Products 315 0.61 18.90

Net Market Cap (MYRm) Index Weight (%)

9 7106 Supermax Corp Medical Supplies 736 1.42

Hibiscus Petroleum Exploration & Production 728 1.40

4.12

4 3204 George Kent (Malaysia) Industrial Machinery 1,150

10.08

Mega First Conventional Electricity 845 1.63

3.64

-0.85

8 7100 Uchi Technologies Electronic Equipment 782 1.51 12.74

7 3069

2.21 5.54

5 5703

0.00

6 4383 Jaya Tiasa Holdings Forestry 849

Rank Constituent Name ICB Subsector

2

Muhibbah Engine Heavy Construction 1,027 1.98

1.64 8.33

1 5243 UMW Oil & Gas Oil Equipment & Services 1,649 3.18 5.37

3 7022 Globetronics Technology Semiconductors 1,161 2.24

7668

5550

1,163 2.24

1M Perf (%)

Aerospace & Defense 1 230 0.44 -14.16 -43.27

1.42

172

2.02 6.18 11.16 0.99

0.33 5.76 - 1.633740

7.15

Hai-O Enterprise Food Retailers & Wholesalers 5.42

Electricity 1 845 1.63 -0.85

1.79

2710

1.894570 Pharmaceuticals & Biotechnology 2

7530

Number of Cons Net Market Cap (MYRm) Index Weight (%) 1M Perf (%)

8.69

345 0.66 8.27

Media 1 176 0.34 -4.00

6570 Mobile Telecommunications 1 318 0.61 -1.66 9.20

17.36

0.67

-25.25 1.11

Div Yield (%)

0530 Oil & Gas Producers 2 1,287 2.48 171.26 0.00

ICB Code ICB Sector

1730 Forestry & Paper 1 849 1.64 8.33

FTSE Bursa Malaysia Small Cap Index

3.59

-11.27

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Page 19: FTSE MONTHLY REPORT - October 2017 FTSE BURSA MALAYSIA ... · PDF fileGuan Chong had the strongest performance in the FTSE Bursa Malaysia ... best performing sector in the FTSE Bursa

INDEX OVERVIEW

FTSE BURSA MALAYSIA FLEDGLING INDEX FIVE-YEAR PERFORMANCE (MYR PRICE RETURN) PERFORMANCE HIGHLIGHTS

● FTSE Bursa Malaysia Fledgling Index ● FTSE Bursa Malaysia EMAS Index

FTSE BURSA MALAYSIA FLEDGLING INDEX HISTORICAL PERFORMANCE TABLE (MYR PRICE RETURN)

FTSE Bursa Malaysia Fledgling Index

FTSE Bursa Malaysia EMAS Index

FTSE BURSA MALAYSIA FLEDGLING INDEX HISTORICAL REVIEW TURNOVER

FIVE-YEAR HISTORICAL INDUSTRY BREAKDOWN (%) INDUSTRY BREAKDOWN (%)

● Basic Materials● Consumer Goods● Consumer Services● Financials● Health Care● Industrials● Oil & Gas● Technology● Telecommunications● Utilities

Source: FTSE Russell 19 of 38

BEFORE REVIEWNumber of Cons Net Market Cap (MYRm) Number of Cons

17.03

2-Way Turnover (%)

December 2016

AFTER REVIEW

Total 57.75

June 2017 7 20 379 27,697 366 22,609 40.73

15 12 379 20,002 382 20,408

Review Month Number of Adds Number of Dels Net Market Cap (MYRm)

23.88 20.97 108.02

0.53 0.36 -0.27 9.86 6.89 -2.22 10.83 -0.74 2.08 12.38 -6.13 -2.26 -2.77

CUMULATIVE PERFORMANCE ANNUALISED PERFORMANCE

Index Name1M(%)

3M(%)

6M(%)

YTD(%)

1Y(%)

Div Yield(%)

24.08

Data as at: 31 October 2017

2015(%)

2016(%)

The FTSE Bursa Malaysia Fledgling Indexended the month in positive territory inOctober up 2.60 per cent, outperforming theFTSE Bursa Malaysia EMAS Index by 2.07per cent.

Year to date the FTSE Bursa MalaysiaFledgling Index performance is up by 23.88per cent, with a volatility of 8.01 per cent,lower than 2016’s volatility of 8.24 per cent.

Mobile Telecommunications had the bestsector performance in the FTSE BursaMalaysia Fledgling Index in October, up43.10 per cent.

3Y(%)

-4.54 2.06

2.96

7.46 15.78 36.33 11.07 18.18 2.60 1.98 0.75

5Y(%)

3Y(%pa)

5Y(%pa)

2013(%)

2014(%)

The FTSE Bursa Malaysia Fledgling Index comprises the constituents listed on the Bursa Malaysia Main Market that are not constituents of the FTSEBursa Malaysia EMAS Index. The index is a free float adjusted market-capitalisation weighted index representing the performance of companies rankedbelow the top 98% of the Bursa Malaysia Universe. As at the end of October there were 365 constituents in the index.

FTSE Bursa Malaysia Fledgling Index

0

20

40

60

80

100

Note: The majority of index changes occurs at the index reviews in June and December. Review changes to the index may include constituent additions/deletions, shares in issue and free float changes, and changes due to corporate events.

0

50

100

150

200

250

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12.98

25.19

4.04

14.43 1.41

36.61

1.32 3.67 0.19

0.16

Page 20: FTSE MONTHLY REPORT - October 2017 FTSE BURSA MALAYSIA ... · PDF fileGuan Chong had the strongest performance in the FTSE Bursa Malaysia ... best performing sector in the FTSE Bursa

FTSE BURSA MALAYSIA FLEDGLING INDEX TOP 5 AND BOTTOM 5 SECTOR PERFORMERS

FTSE BURSA MALAYSIA FLEDGLING INDEX TOP 10 CONSTITUENTS

FTSE BURSA MALAYSIA FLEDGLING INDEX TOP 5 AND BOTTOM 5 PERFORMERS

Source: FTSE Russell 20 of 38

Index Weight (%)

43 Metronic Global Business Support Services 36 -16.67

-20.59

0.16

7079 Tiger Synergy Real Estate Holding & Development 49 0.22 -16.67

118 Trive Property Nondurable Household Products 157 0.69

8338 Dataprep Holding Computer Services 36 0.16 -38.16

7013 Hubline Marine Transportation 161 0.71 56.52

2739 Sino Hua-An International Coal 186 0.82 47.62

7218 Transocean Hldgs Trucking 10 0.04 -14.93

Totals 2,405

Local Code Net Market Cap (MYRm)

5036 Edaran Computer Services 17 0.07 204.55

0143 Key Asic Semiconductors 76 0.34 68.97

Constituent Name ICB Subsector 1M Perf (%)

7 7123 PRICEWORTH INTERNATIONAL Building Materials & Fixtures 203 0.90

0.94 -1.80

6 7162 Astino Building Materials & Fixtures 207

10 58 JcbNext Business Training & Employment Agencies 185 0.82

3 5098 Malaysia Steel Works Iron & Steel 242 1.07

7235

0.82

-1.96

8 5068 Luster Industries Electrical Components & Equipment

8761

9 2739 Sino Hua-An International Coal 186

-2.29

47.62

4 6769 JKG LAND BERHAD Real Estate Holding & Development 239 1.05 5.00

5

2 Building Materials & Fixtures 350

1 9172 Formosa Prosonic Industries Consumer Electronics 381

1M Perf (%)

Pharmaceuticals & Biotechnology 2 140 0.62 -6.19 61.65

-9.76 0.00

Rank Local Code Net Market Cap (MYRm) Index Weight (%)

Electricity 1 36 0.16 -5.13

20.74 0.00

2.75

-18.10 0.04

3530 Beverages 2 46 0.20 21.65

Brem Holding Heavy Construction 214

1.68 20.31

Constituent Name ICB Subsector

2.18

4570

1750

1730 Forestry & Paper 7 447 1.97 -2.43

21.34

Leisure Goods 6 805 3.55

0.62

342.20

9570 Technology Hardware & Equipment

1Y Perf (%)

96.49 1.14

1770 Mining 2 257 1.13 27.16

1.45

0.00

ICB Code ICB Sector Number of Cons Net Market Cap (MYRm) Index Weight (%) 1M Perf (%)

3740

Div Yield (%)

6570

FTSE Bursa Malaysia Fledgling Index Data as at: 31 October 2017

29.69

40.84 4

Mobile Telecommunications 1 43 0.19 43.10 33.87

141

13.03

7530

2350 Construction & Materials 53 3,331 14.70 -1.53

Industrial Metals & Mining

10.61

0.91 -13.72

17 1,070 4.72 -1.63 22.24 2.58

1.40

Superlon Holdings 1.55 -5.19

5.88

-

197 0.87 0.00

7050 Wong Engineering Industrial Machinery 71 0.31 57.23

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Page 21: FTSE MONTHLY REPORT - October 2017 FTSE BURSA MALAYSIA ... · PDF fileGuan Chong had the strongest performance in the FTSE Bursa Malaysia ... best performing sector in the FTSE Bursa

INDEX OVERVIEW

FTSE BURSA MALAYSIA EMAS SHARIAH INDEX FIVE-YEAR PERFORMANCE (MYR PRICE RETURN) PERFORMANCE HIGHLIGHTS

● FTSE Bursa Malaysia EMAS Shariah Index ● FTSE Bursa Malaysia EMAS Index

FTSE BURSA MALAYSIA EMAS SHARIAH INDEX HISTORICAL PERFORMANCE TABLE (MYR PRICE RETURN)

FTSE Bursa Malaysia EMAS Shariah Index

FTSE Bursa Malaysia EMAS Index

FTSE BURSA MALAYSIA EMAS SHARIAH INDEX HISTORICAL REVIEW TURNOVER

Source: FTSE Russell 21 of 38

Index Name

Net Market Cap (MYRm) Number of DelsNumber of AddsReview Month

AFTER REVIEW

December 2016 15 24 206

23 10 195 443,791 208

411,103

5Y(%)

3Y(%pa)

5Y(%pa)

1Y(%)

3Y(%)

2.48

2013(%)

2014(%)

2015(%)

2016(%)

0.85 2.87

Total 14.16

June 2017

Number of Cons

8.51

5.65

2-Way Turnover (%)Number of Cons Net Market Cap (MYRm)

197

0.36 -0.27 9.86 6.89 -2.22 10.83 -0.74 2.08 12.38 -6.13

CUMULATIVE PERFORMANCE ANNUALISED PERFORMANCE

2.23

408,689

-2.77

YTD(%)

2.63 13.29 -6.14

This index comprises the constituents of the FTSE Bursa Malaysia EMAS Shariah Index that are Shariah compliant according to the SecuritiesCommission's SAC screening methodology. As at the end of October there were 209 constituents in the index.

FTSE Bursa Malaysia EMAS Shariah Index

8.89 5.64 -1.98 13.88 -0.66 -4.17

The FTSE Bursa Malaysia EMAS ShariahIndex ended the month in positiveterritory in October up 2.23 per cent,outperforming the FTSE Bursa MalaysiaEMAS Index by 1.70 per cent.

Year to date the FTSE Bursa MalaysiaEMAS Shariah Index performance is upby 8.89 per cent, with a volatility of5.58 per cent, lower than 2016’svolatility of 7.71 per cent.

2.35

1M(%)

6M(%)

Div Yield(%)

3M(%)

BEFORE REVIEW

2.96 0.53 -2.26

Data as at: 31 October 2017

451,145

Note: The majority of index changes occurs at the index reviews in June and December. Review changes to the index may include constituent additions/deletions, shares in issue and free float changes, and changes due to corporate events.

0

20

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60

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100

120

140

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The general criteria of the Securities Commission's SAC screening methodology stipulate that the SAC Shariah compliant companies must not be involved in any of the following core activities:

a) Financial services based on riba (interest) b) Gambling

c) Manufacture or sale of non-halal products or related products d) Conventional insurance

e) Entertainment activities that are non-permissible according to Shariah f) Manufacture or sale of tobacco based products or related products

g) Stockbroking or share trading in Shariah non-compliant securities h) Other activities deemed non-permissible according to Shariah

This list is not exhaustive and is provided as a basic guidance to the board principles involved.

Constituent changes to the FTSE Bursa Malaysia EMAS Shariah Index following the screening processes are implemented after the close of business following the third Friday in June and December.

Page 22: FTSE MONTHLY REPORT - October 2017 FTSE BURSA MALAYSIA ... · PDF fileGuan Chong had the strongest performance in the FTSE Bursa Malaysia ... best performing sector in the FTSE Bursa

FIVE-YEAR HISTORICAL INDUSTRY BREAKDOWN (%) INDUSTRY BREAKDOWN (%)

● Basic Materials● Consumer Goods● Consumer Services● Financials● Health Care● Industrials● Oil & Gas● Technology● Telecommunications● Utilities

FTSE BURSA MALAYSIA EMAS SHARIAH INDEX TOP 10 CONSTITUENTS

FTSE BURSA MALAYSIA EMAS SHARIAH INDEX TOP 5 AND BOTTOM 5 PERFORMERS

Source: FTSE Russell 22 of 38

Local Code

Mitrajaya Holdings Heavy Construction 429

Press Metal Aluminium Holdings Aluminum

0.07 -12.63

7212 Destini Aerospace 230 0.05 -14.16

5205 Eversendai Heavy Construction 218

Net Market Cap (MYRm) Index Weight (%)

Tenaga Nasional Alternative Electricity 60,965

-11.34

Electronic Equipment 2,532

-

14,402 3.15

-2.31

-10.48

6963 V.S. Industry

83 Notion VTec Electrical Components & Equipment 124 0.03 -29.21

7251 Barakah Offshore Petroleum

Dayang Enterprise Holdings Oil Equipment & Services 304

0.03

0.09

5141

15.790.55

142

5225 IHH Healthcare Health Care Providers 15,706

Constituent Name ICB Subsector

6947

3

13,972

13.325347

1.10

5 Digi.com Mobile Telecommunications

2.59

3.99

6888

Maxis Mobile Telecommunications 16,265

Totals 229,667 50.17

3.55

5.33

8869

Oil Equipment & Services

ICB Subsector 1M Perf (%)

7155 SKP Resources Specialty Chemicals 885 0.19 18.00

7213 Hovid Pharmaceuticals 149 0.03 17.74

Local Code Net Market Cap (MYRm) Index Weight (%)Constituent Name

9571

-1.76

18,283 2.04

10 2.72

-1.91

8

4863 Telekom Malaysia Fixed Line Telecommunications 12,448

1961

1M Perf (%)Rank

7 3.43

3.05

6 6012

IOI Farming, Fishing & Plantations

9 6033 PETRONAS Gas Gas Distribution

Axiata Group Mobile Telecommunications 24,422

4197

4.75

2 Sime Darby Diversified Industrials 32,391 7.08 2.00

1

2.86

17.517,766 1.70

0.05 17.47

0.78

4 5183 PETRONAS Chemicals Group Commodity Chemicals 20,813 4.55

FTSE Bursa Malaysia EMAS Shariah Index Data as at: 31 October 2017

0

20

40

60

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100 7.35

12.25

0.57

5.74

7.11

23.74 6.79

2.27

16.28

17.89

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Page 23: FTSE MONTHLY REPORT - October 2017 FTSE BURSA MALAYSIA ... · PDF fileGuan Chong had the strongest performance in the FTSE Bursa Malaysia ... best performing sector in the FTSE Bursa

INDEX OVERVIEW

FTSE BURSA MALAYSIA SMALL CAP SHARIAH INDEX FIVE-YEAR PERFORMANCE (MYR PRICE RETURN) PERFORMANCE HIGHLIGHTS

● FTSE Bursa Malaysia Small Cap Shariah Index ● FTSE Bursa Malaysia Small Cap Index

FTSE BURSA MALAYSIA SMALL CAP SHARIAH INDEX HISTORICAL PERFORMANCE TABLE (MYR PRICE RETURN)

FTSE Bursa Malaysia Small Cap Shariah Index

FTSE Bursa Malaysia Small Cap Index

FTSE BURSA MALAYSIA SMALL CAP SHARIAH INDEX HISTORICAL REVIEW TURNOVER

Source: FTSE Russell 23 of 38

FTSE Bursa Malaysia Small Cap Shariah Index Data as at: 31 October 2017

This index comprises the constituents of the FTSE Bursa Malaysia Small Cap Shariah Index that are Shariah compliant according to the SecuritiesCommission's SAC screening methodology. As at the end of October there were 142 constituents in the index.

The FTSE Bursa Malaysia Small CapShariah Index ended the month inpositive territory in October up 2.52 percent, underperforming the FTSE BursaMalaysia Small Cap Index by 0.33 percent.

Year to date the FTSE Bursa MalaysiaSmall Cap Shariah Index performanceis up by 15.63 per cent, with a volatilityof 8.19 per cent, lower than 2016’svolatility of 9.66 per cent.

CUMULATIVE PERFORMANCE ANNUALISED PERFORMANCE

Index Name1M(%)

3M(%)

6M(%)

YTD(%)

1Y(%)

3Y(%)

5Y(%)

3Y(%pa)

5Y(%pa)

2013(%)

2014(%)

2015(%)

2016(%)

Div Yield(%)

2.52 -0.03 -3.68 15.63 10.74 -3.94 43.86 -1.33 7.54 39.71 -5.29 9.51 -9.42 2.53

2.85 0.92 -1.29 18.47 13.61 -1.47 44.59 -0.49 7.65 36.71 -4.20 6.04 -7.71 2.42

129 36,623 142 35.94

60.86

BEFORE REVIEW AFTER REVIEWReview Month Number of Adds Number of Dels Number of Cons Net Market Cap (MYRm) Number of Cons Net Market Cap (MYRm) 2-Way Turnover (%)

140 31,911 131 24.9231,166

41,333

Total

12 21

22 9

December 2016

June 2017

Note: The majority of index changes occurs at the index reviews in June and December. Review changes to the index may include constituent additions/deletions, shares in issue and free float changes, and changes due to corporate events.

The FTSE Bursa Malaysia Small Cap Shariah Index comprises of all the small cap companies within the FTSE Bursa Malaysia EMAS Shariah Index.

This index is designed to provide investors with a precise benchmark for Shariah compliant investment in Malaysian small cap companies.

The FTSE Bursa Malaysia Small Cap Shariah Index was developed in response to the needs of market practitioners who noted the lack of a benchmark to track the performance of Shariah compliant small cap companies. Constituents are selected from the universe of the FTSE Bursa Malaysia Small Cap Index according to the Malaysian Securities Commission’s Shariah Advisory Council (SAC) screening methodology.

The index is based on FTSE’s award winning methodology which includes free float adjustment and liquidity screens and is managed in accordance with a clear and transparent set of index rules governed by an independent index committee. It can be used as the basis of ETFs, derivatives and other index-linked products and performance benchmark.

020406080

100120140160180

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Page 24: FTSE MONTHLY REPORT - October 2017 FTSE BURSA MALAYSIA ... · PDF fileGuan Chong had the strongest performance in the FTSE Bursa Malaysia ... best performing sector in the FTSE Bursa

FIVE-YEAR HISTORICAL INDUSTRY BREAKDOWN (%) INDUSTRY BREAKDOWN (%)

● Basic Materials● Consumer Goods● Consumer Services● Financials● Health Care● Industrials● Oil & Gas● Technology● Telecommunications● Utilities

FTSE BURSA MALAYSIA SMALL CAP SHARIAH INDEX TOP 10 CONSTITUENTS

FTSE BURSA MALAYSIA SMALL CAP SHARIAH INDEX TOP 5 AND BOTTOM 5 PERFORMERS

Source: FTSE Russell 24 of 38

FTSE Bursa Malaysia Small Cap Shariah Index Data as at: 31 October 2017

Rank Local Code Constituent Name ICB Subsector Net Market Cap (MYRm) Index Weight (%) 1M Perf (%)

1 5243 UMW Oil & Gas Oil Equipment & Services 1,649 3.93 5.37

2 7022 Globetronics Technology Semiconductors 1,161 2.77 7.15

3 5703 Muhibbah Engine Heavy Construction 1,027 2.45 3.64

4 4383 Jaya Tiasa Holdings Forestry 849 2.03 8.33

5 3069 Mega First Conventional Electricity 845 2.02 -0.85

6 7100 Uchi Technologies Electronic Equipment 782 1.87 12.74

7 7106 Supermax Corp Medical Supplies 736 1.76 4.12

8 5199 Hibiscus Petroleum Exploration & Production 728 1.74 10.08

9 1589 Iskandar Waterfront City Heavy Construction 690 1.65 11.11

10 6556 Ann Joo Resources Iron & Steel 627 1.50 5.63

Totals 9,095 21.69 -

Local Code Constituent Name ICB Subsector Net Market Cap (MYRm) Index Weight (%) 1M Perf (%)

7213 Hovid Pharmaceuticals 149 0.36 17.74

5205 Eversendai Heavy Construction 218 0.52 17.47

Oil Equipment & Services 142 0.34 -11.34

5141 Dayang Enterprise Holdings Oil Equipment & Services 304 0.72 -12.63

7595 ML Global Building Materials & Fixtures 172 0.41 15.75

5226 Gabungan Aqrs Heavy Construction 338 0.81 15.29

5072 Hiap Teck Venture Iron & Steel 406 0.97 14.86

7212 Destini Aerospace 230 0.55 -14.16

83 Notion VTec Electrical Components & Equipment 124 0.30 -29.21

9571 Mitrajaya Holdings Heavy Construction 429 1.02 -10.48

7251 Barakah Offshore Petroleum

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0

20

40

60

80

100 7.93

12.13

3.13

9.50

3.33

39.69

10.74

8.17 0.76 4.61

Page 25: FTSE MONTHLY REPORT - October 2017 FTSE BURSA MALAYSIA ... · PDF fileGuan Chong had the strongest performance in the FTSE Bursa Malaysia ... best performing sector in the FTSE Bursa

INDEX OVERVIEW

FTSE BURSA MALAYSIA HIJRAH SHARIAH INDEX FIVE-YEAR PERFORMANCE (MYR PRICE RETURN) PERFORMANCE HIGHLIGHTS

● FTSE Bursa Malaysia Hijrah Shariah Index ● FTSE Bursa Malaysia EMAS Index

FTSE BURSA MALAYSIA HIJRAH SHARIAH INDEX HISTORICAL PERFORMANCE TABLE (MYR PRICE RETURN)

FTSE Bursa Malaysia Hijrah Shariah Index

FTSE Bursa Malaysia EMAS Index

FTSE BURSA MALAYSIA HIJRAH SHARIAH INDEX HISTORICAL REVIEW TURNOVER

Source: FTSE Russell 25 of 38

3M(%)

6M(%)

YTD(%)

-1.47

1Y(%)

3Y(%)

This index comprises the largest 30 companies by full market capitalisation of the FTSE Bursa Malaysia EMAS Index that are in compliance with Yasaar and the Securities Commission's SAC screening methodology. As at the end of October there were 30 constituents in the index.

The FTSE Bursa Malaysia Hijrah ShariahIndex ended the month in positiveterritory in October up 1.98 per cent,outperforming the FTSE Bursa MalaysiaEMAS Index by 1.45 per cent.

Year to date the FTSE Bursa MalaysiaHijrah Index performance is up by 6.30per cent, with a volatility of 5.78 percent, lower than 2016’s volatility of7.72 per cent.

5Y(%)

3Y(%pa)

5Y(%pa)

2013(%)

2014(%)

2015(%)

2016(%)

Div Yield(%)

Index Name

CUMULATIVE PERFORMANCE ANNUALISED PERFORMANCE1M(%)

1.98

Review Month Number of Adds Number of Dels Net Market Cap (MYRm)

0.53 0.36 -0.27 9.86 6.89 -2.22 10.83 -0.74 2.08 12.38 -6.13 -2.26 -2.77

2-Way Turnover (%)

AFTER REVIEWBEFORE REVIEWNumber of Cons Net Market Cap (MYRm) Number of Cons

2.96

13.85 6.30 3.32 -4.36 2.57 0.52 -0.94 2.63 13.01 1.01

3 30 305,370 30 305,369 5.43

June 2017 2 2 30 326,277 30 330,673 8.43

December 2016 3

Total 13.86

-6.31 2.51

FTSE Bursa Malaysia Hijrah Shariah Index Data as at: 31 October 2017

The FTSE Bursa Malaysia Hijrah Shariah Index has been designed to be used as a basis of Shariah-compliant investment products that meet the screening requirements of international Islamic investors. Companies in the index are screened by the Malaysian Securities Commission's Shariah Advisory Council (SAC) and the leading global Shariah consultancy, Yasaar Ltd, against a clear set of guiding principles.

After companies have been screened by their business sector activity, the remaining companies are further examined on their finances to ensure that those companies are Shariah compliant. Only those companies that pass the following financial ratios will be considered Shariah complaint:

a) Debt is less than 33.333 per cent of total assets

b) Cash and Interest bearing items are less than 33.333 per cent total assets

c) Accounts receivable and cash are less than 50 per cent of total assets

d) Total interest and non compliant activities income should not exceed 5 per cent of total revenue

Appropriate purification of dividends at 5 per cent. This ratio calculates the recommended purification amount to be paid by the investor.

Note: The majority of index changes occurs at the index reviews in June and December. Review changes to the index may include constituent additions/deletions, shares in issue and free float changes, and changes due to corporate events.

0

20

40

60

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100

120

140

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Page 26: FTSE MONTHLY REPORT - October 2017 FTSE BURSA MALAYSIA ... · PDF fileGuan Chong had the strongest performance in the FTSE Bursa Malaysia ... best performing sector in the FTSE Bursa

FIVE-YEAR HISTORICAL INDUSTRY BREAKDOWN (%) INDUSTRY BREAKDOWN (%)

● Basic Materials● Consumer Goods● Consumer Services● Financials● Health Care● Industrials● Oil & Gas● Technology● Telecommunications● Utilities

FTSE BURSA MALAYSIA HIJRAH SHARIAH INDEX TOP 10 CONSTITUENTS

FTSE BURSA MALAYSIA HIJRAH SHARIAH INDEX TOP 5 AND BOTTOM 5 PERFORMERS

Source: FTSE Russell 26 of 38

5211

3336 IJM

7277 Dialog Group

13.02

-3.33

6.83

5,294 1.60 15.32

Oil Equipment & Services 10,323 3.12 13.00

3816 MISC

1.04 -5.594588

7113 Top Glove Corp

4

5,494 1.66 9.48

138

6033 PETRONAS Gas Gas Distribution 13,972 4.22 0.78

9 4863 Telekom Malaysia

2.59

7 5225 IHH Healthcare Health Care Providers 15,706 4.74 -1.91

8

Medical Supplies

Marine Transportation 9,965 3.01 -4.79

SP Setia

0.72

Medical Supplies

Heavy Construction 10,102

My EG Services Business Support Services 4,798

UMW Holdings Automobiles 3,433

Fixed Line Telecommunications 12,448 3.76 -2.31

5222 Felda Global Ventures Holdings Farming, Fishing & Plantations

1.45

5168 Hartalega Holdings

-10.16

3.05

0.94

Sunway Real Estate Holding & Development 2,387

Real Estate Holding & Development 3,111

3,538 1.07

6012 Maxis

10 2445 Kuala Lumpur Kepong Farming, Fishing & Plantations 11,421

16,265 4.91

-5.98

8664

Net Market Cap (MYRm) Index Weight (%)

Totals 226,686 68.44 -

Local Code Constituent Name ICB Subsector 1M Perf (%)

Sime Darby Diversified Industrials 32,391 9.78 2.00

3 6888 Axiata Group Mobile Telecommunications 24,422 7.37 2.86

3.45 0.16

Commodity Chemicals 20,813 6.28 1.10

5 6947 Digi.com Mobile Telecommunications 18,283 5.52 2.04

6 Mobile Telecommunications

5183

2

Rank Constituent Name ICB Subsector 1M Perf (%)

1 5347 Tenaga Nasional Alternative Electricity 60,965 18.41 4.75

4197

Local Code Net Market Cap (MYRm) Index Weight (%)

PETRONAS Chemicals Group

FTSE Bursa Malaysia Hijrah Shariah Index Data as at: 31 October 2017

6.28

7.49

3.31

8.71

21.89

7.29

22.41

22.62

0

20

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Page 27: FTSE MONTHLY REPORT - October 2017 FTSE BURSA MALAYSIA ... · PDF fileGuan Chong had the strongest performance in the FTSE Bursa Malaysia ... best performing sector in the FTSE Bursa

INDEX OVERVIEW

FTSE4GOOD BURSA MALAYSIA INDEX ONE-YEAR PERFORMANCE (MYR PRICE RETURN) PERFORMANCE HIGHLIGHTS

● FTSE4Good Bursa Malaysia Index ● FTSE Bursa Malaysia EMAS Index

FTSE4GOOD BURSA MALAYSIA INDEX HISTORICAL PERFORMANCE TABLE (MYR PRICE RETURN)

FTSE4Good Bursa Malaysia Index

FTSE Bursa Malaysia EMAS Index

FTSE4GOOD BURSA MALAYSIA INDEX HISTORICAL REVIEW TURNOVER

Source: FTSE Russell 27 of 38

FTSE4Good Bursa Malaysia Index Data as at: 31 October 2017

This index comprises the constituents of the Malaysian companies with leading corporate responsibility practices according to the FTSE4Good BursaMalaysia Index. As at the end of October there were 44 constituents in the index.

The FTSE4Good Bursa Malaysia Indexended the month in positive territory inOctober up 0.59 per cent,outperforming the FTSE Bursa MalaysiaEMAS Index by 0.06 per cent.

Year to date the FTSE4Good BursaMalaysia Index performance is up by9.22 per cent, with a volatility of 5.37per cent, lower than 2016’s volatility of7.62 per cent.

CUMULATIVE PERFORMANCE ANNUALISED PERFORMANCE

Index Name1M(%)

3M(%)

6M(%)

YTD(%)

1Y(%)

3Y(%)

5Y(%)

3Y(%pa)

5Y(%pa)

2013(%)

2014(%)

2015(%)

2016(%)

Div Yield(%)

0.59 0.93 1.23 9.22 6.51 -3.48 - -1.17 - - -3.38 -3.42 -4.06 3.26

0.53 0.36 -0.27 9.86 6.89 -2.22 10.83 -0.74 2.08 12.38 -6.13 -2.26 -2.77 2.96

BEFORE REVIEW AFTER REVIEWReview Month Number of Adds Number of Dels Number of Cons Net Market Cap (MYRm) Number of Cons Net Market Cap (MYRm) 2-Way Turnover (%)

December 2016 6 2 38 384,204 42 396,884 7.38

June 2017 3 2 42 441,071 43 466,479 11.08

Total 18.46

Note: The majority of index changes occurs at the index reviews in June and December. Review changes to the index may include constituent additions/deletions, shares in issue and free float changes, and changes due to corporate events.

0

20

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80

100

120

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016=

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Note: The majority of index changes occurs at the index reviews in June and December. Review changes to the index may include constituent additions/deletions, shares in issue and free float changes, and changes due to corporate events.

Note: The majority of index changes occurs at the index reviews in June and December. Review changes to the index may include constituent additions/deletions, shares in issue and free float changes, and changes due to corporate events.

Note: The majority of index changes occurs at the index reviews in June and December. Review changes to the index may include constituent additions/deletions, shares in issue and free float changes, and changes due to corporate events.

The FTSE4Good Bursa Malaysia Index is designed to measure the performance of companies demonstrating strong Environmental, Social and Governance (ESG) practices. Constituents of the FTSE Bursa Malaysia EMAS Index that pass the eligibility criteria detailed in the FTSE4Good Index Inclusion Rules qualify as constituent members of the index.

The FTSE4Good Index Inclusion Rules can be accessed using the following link:

http://www.ftse.com/products/indices/FTSE4Good

Screening highlights: a) Eligible constituents must be a member of the top 200 Malaysian stocks in the FTSE Bursa Malaysia EMAS Index at the semi-annual review. b) Companies which manufacture the following products are excluded from the FTSE4Good Bursa Malaysia Index:

1. Tobacco 2. Weapons systems 3. Components for controversial weapons; cluster munitions, anti-personnel mines, depleted uranium, chemical/biological weapons and nuclear weapons

Page 28: FTSE MONTHLY REPORT - October 2017 FTSE BURSA MALAYSIA ... · PDF fileGuan Chong had the strongest performance in the FTSE Bursa Malaysia ... best performing sector in the FTSE Bursa

ONE-YEAR HISTORICAL INDUSTRY BREAKDOWN (%) INDUSTRY BREAKDOWN (%)

● Basic Materials● Consumer Goods● Consumer Services● Financials● Health Care● Industrials● Oil & Gas● Technology● Telecommunications● Utilities

FTSE4GOOD BURSA MALAYSIA INDEX TOP 10 CONSTITUENTS

FTSE4GOOD BURSA MALAYSIA INDEX TOP 5 AND BOTTOM 5 PERFORMERS

Source: FTSE Russell 28 of 38

FTSE4Good Bursa Malaysia Index Data as at: 31 October 2017

Rank Local Code Constituent Name ICB Subsector Net Market Cap (MYRm) Index Weight (%) 1M Perf (%)

1 1295 Public Bank Banks 62,936 13.56 0.10

2 5347 Tenaga Nasional Alternative Electricity 60,965 13.13 4.75

3 1155 Malayan Banking Banks 53,152 11.45 -2.94

4 1023 CIMB Group Holdings Banks 39,073 8.42 -2.54

5 4197 Sime Darby Diversified Industrials 32,391 6.98 2.00

6 6888 Axiata Group Mobile Telecommunications 24,422 5.26 2.86

7 5183 PETRONAS Chemicals Group Commodity Chemicals 20,813 4.48 1.10

8 6947 Digi.com Mobile Telecommunications 18,283 3.94 2.04

9 6012 Maxis Mobile Telecommunications 16,265 3.50 2.59

10 6033 PETRONAS Gas Gas Distribution 13,972 3.01 0.78

Totals 342,273 73.73 -

8.61

Local Code Constituent Name ICB Subsector Net Market Cap (MYRm) Index Weight (%) 1M Perf (%)

7113 Top Glove Corp Medical Supplies 5,294 1.14 15.32

7089 Lii Hen Industry Furnishings 430 0.09 12.50

6,278 1.35 -4.75

3816 MISC Marine Transportation 9,965 2.15 -4.79

2488 Alliance Bank Malaysia Banks 4,052 0.87 -5.38

1651 Malaysian Resources Heavy Construction 2,257 0.49 12.13

5168 Hartalega Holdings Medical Supplies 5,494 1.18 9.48

5186 Malaysia Marine and Heavy Engineering Holdings Oil Equipment & Services 324 0.07

5211 Sunway Real Estate Holding & Development 2,387 0.51 -5.98

2852 Cahya Mata Sarawak Building Materials & Fixtures 2,004 0.43 -7.73

4677 YTL Corp Multiutilities

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2.83 13.98

2.22 0.55

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INDEX OVERVIEW

FTSE BURSA MALAYSIA PALM OIL PLANTATION INDEX FIVE-YEAR PERFORMANCE (MYR PRICE RETURN) PERFORMANCE HIGHLIGHTS

● FTSE Bursa Malaysia Palm Oil Plantation Index ● FTSE Bursa Malaysia EMAS Index

FTSE BURSA MALAYSIA PALM OIL PLANTATION INDEX HISTORICAL PERFORMANCE TABLE (MYR PRICE RETURN)

FTSE Bursa Malaysia Palm Oil Plantation Index

FTSE Bursa Malaysia EMAS Index

FTSE BURSA MALAYSIA PALM OIL PLANTATION INDEX HISTORICAL REVIEW TURNOVER

Source: FTSE Russell 29 of 38

FTSE Bursa Malaysia Palm Oil Plantation Index

1.79

Data as at: 31 October 2017

2015(%)

2016(%)

Div Yield(%)

3.37 2.11 -3.81 0.57

CUMULATIVE PERFORMANCE ANNUALISED PERFORMANCE1M(%)

3M(%)

6M(%)

YTD(%)

1Y(%)

3Y(%)

This index comprises the constituents of the FTSE Bursa Malaysia EMAS Index that derive substantial revenue from palm oil activities. As at the end ofOctober there were 10 constituents in the index.

FTSE Bursa Malaysia Palm OilPlantation Index ended the month inpositive territory in October up 3.37 percent, outperforming the FTSE BursaMalaysia EMAS Index by 2.84 per cent.

Year to date the FTSE Bursa MalaysiaPalm Oil Plantation Index performanceis up by 0.57 per cent, with a volatilityof 9.77 per cent, lower than 2016’svolatility of 12.72 per cent.

-10.17 -1.45 -0.41

June 2017 1 70,567 22.81

Number of Cons

9 72,333 10

0.21

Number of Cons

BEFORE REVIEW

0.53 0.36 -0.27 9.86 6.89 -2.22 10.83 -0.74 2.08 12.38

Net Market Cap (MYRm)

0

Review Month Number of Adds

10.11 -8.06

December 2016 1 1 9

48.35

-6.13 -2.26

2-Way Turnover (%)

3Y(%pa)

5Y(%pa)

-2.77 2.96

Net Market Cap (MYRm) Number of Dels

AFTER REVIEW

2013(%)

2014(%)

Index Name

-2.23

62,749 9

Total

5Y(%)

64,917 25.55

-3.51 -0.29

The FTSE Bursa Malaysia Palm Oil Plantation Index has been designed to provide easy access to investors who wish to participate in Malaysia’s burgeoning palm oil industry. This benchmark index comprises palm oil related companies from the underlying FTSE Bursa Malaysia EMAS Index and aims to capture the performance of companies that earn a substantial proportion of their revenue from palm oil activities. Palm oil activities include production, ownership or operation of palm oil and palm oil plantations.

Screening Highlights:

• Eligible constituents must be a member of the FTSE Bursa Malaysia EMAS Index at the semiannual review.

• To be included in the index a company is required to have greater than 30% of total revenue from palm oil related activities.

• Existing constituents will no longer be eligible if total revenue from palm oil related activities falls below 20%.

Note: The majority of index changes occurs at the index reviews in June and December. Review changes to the index may include constituent additions/deletions, shares in issue and free float changes, and changes due to corporate events.

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Page 30: FTSE MONTHLY REPORT - October 2017 FTSE BURSA MALAYSIA ... · PDF fileGuan Chong had the strongest performance in the FTSE Bursa Malaysia ... best performing sector in the FTSE Bursa

FIVE-YEAR HISTORICAL INDUSTRY BREAKDOWN (%) INDUSTRY BREAKDOWN (%)

● Basic Materials● Consumer Goods● Consumer Services● Financials● Health Care● Industrials● Oil & Gas● Technology● Telecommunications● Utilities

FTSE BURSA MALAYSIA PALM OIL PLANTATION INDEX TOP 10 CONSTITUENTS

FTSE BURSA MALAYSIA PALM OIL PLANTATION INDEX TOP 5 AND BOTTOM 5 PERFORMERS

Source: FTSE Russell 30 of 38

Rank Local Code Net Market Cap (MYRm) Index Weight (%)

FTSE Bursa Malaysia Palm Oil Plantation Index

6 4383 Jaya Tiasa Holdings

4 2291 Genting Plantations Farming, Fishing & Plantations

Data as at: 31 October 2017

Constituent Name ICB Subsector 1M Perf (%)

3,538 11.20 13.02

4197 Sime Darby Diversified Industrials 2.00

2 1961 IOI Farming, Fishing & Plantations 14,402 9.43

32,391

-1.76

3 2445 Kuala Lumpur Kepong

5012 Ta Ann Holdings Forestry 837 9.70 -0.27

5 5222 Felda Global Ventures Holdings Farming, Fishing & Plantations

3,824 9.58 3.69

9.761

9318 Fitters Diversified Electronic Equipment 131

7

9.43 -1.76

2445 Kuala Lumpur Kepong Farming, Fishing & Plantations 11,421 9.57 0.16

5012 Ta Ann Holdings Forestry 837 9.70 -0.27

1996 Kretam Holdings

4383 Jaya Tiasa Holdings Forestry 849

2.00

Farming, Fishing & Plantations 14,4021961 IOI

2054 Tdm Farming, Fishing & Plantations

9.76

310 9.98 -0.88

4197 Sime Darby Diversified Industrials 32,391

Farming, Fishing & Plantations

Totals 68,032 100.00 -

330

13.02

8 2054 Tdm Farming, Fishing & Plantations 330 9.71 3.96

9

11.20

10.82 8.33

9318 Fitters Diversified Electronic Equipment 131

1996 Kretam Holdings Farming, Fishing & Plantations 310 9.98 -0.88

Forestry 849 10.82 8.33

10

2291 Genting Plantations Farming, Fishing & Plantations 3,824 9.58 3.69

9.71 3.96

Farming, Fishing & Plantations 11,421 9.57 0.16

10.25 5.19

5222

Constituent Name ICB Subsector 1M Perf (%)Local Code

10.25 5.19

Net Market Cap (MYRm) Index Weight (%)

Felda Global Ventures Holdings Farming, Fishing & Plantations 3,538

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Page 31: FTSE MONTHLY REPORT - October 2017 FTSE BURSA MALAYSIA ... · PDF fileGuan Chong had the strongest performance in the FTSE Bursa Malaysia ... best performing sector in the FTSE Bursa

INDEX OVERVIEW

FTSE BURSA MALAYSIA ACE INDEX FIVE-YEAR PERFORMANCE (MYR PRICE RETURN) PERFORMANCE HIGHLIGHTS

● FTSE Bursa Malaysia ACE Index ● FTSE Bursa Malaysia EMAS Index

FTSE BURSA MALAYSIA ACE INDEX HISTORICAL PERFORMANCE TABLE (MYR PRICE RETURN)

FTSE Bursa Malaysia ACE Index

FTSE Bursa Malaysia EMAS Index

FTSE BURSA MALAYSIA ACE INDEX HISTORICAL REVIEW TURNOVER

FIVE-YEAR HISTORICAL INDUSTRY BREAKDOWN (%) INDUSTRY BREAKDOWN (%)

● Basic Materials● Consumer Goods● Consumer Services● Financials● Health Care● Industrials● Oil & Gas● Technology● Telecommunications● Utilities

Source: FTSE Russell 31 of 38

Data as at: 31 October 2017

The FTSE Bursa Malaysia ACE Index comprises all the companies listed on the ACE market. The index is a free float adjusted market-capitalisationweighted index. As at the end of October there were 109 constituents in the index.

2015(%)

2016(%)

Div Yield(%)

5.65 6.25 11.18 45.17 38.20 5.38 61.10 1.76 10.01 34.68 -0.39 13.02

FTSE Bursa Malaysia ACE Index

The FTSE Bursa Malaysia ACE Index endedthe month in positive territory in October up5.65 per cent, outperforming the FTSE BursaMalaysia EMAS Index by 5.12 per cent.

Year to date the FTSE Bursa Malaysia ACEIndex performance is up by 45.17 per cent,with a volatility of 16.43 per cent, higherthan 2016’s volatility of 14.94 per cent.

Media had the best sector performance inthe FTSE Bursa Malaysia ACE Index inOctober, up 19.03 per cent.

CUMULATIVE PERFORMANCE ANNUALISED PERFORMANCE

Index Name1M(%)

3M(%)

6M(%)

YTD(%)

1Y(%)

3Y(%)

5Y(%)

3Y(%pa)

5Y(%pa)

2013(%)

2014(%)

-25.18 0.82

0.53 0.36 -0.27 9.86 6.89 -2.22 10.83 -0.74 2.08 12.38 -6.13 -2.26 -2.77 2.96

BEFORE REVIEW AFTER REVIEWReview Month Number of Adds Number of Dels Number of Cons Net Market Cap (MYRm) Number of Cons Net Market Cap (MYRm) 2-Way Turnover (%)

December 2016 3 4 108 4,628 107 4,764 8.02

June 2017 5 0 105 6,303 110 6,663 11.57

Total 19.59

1.13 10.32

5.21

0.73 1.20

28.64

49.39

2.97 0.40

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40

60

80

100

Note: The majority of index changes occurs at the index reviews in June and December. Review changes to the index may include constituent additions/deletions, shares in issue and free float changes, and changes due to corporate events.

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Page 32: FTSE MONTHLY REPORT - October 2017 FTSE BURSA MALAYSIA ... · PDF fileGuan Chong had the strongest performance in the FTSE Bursa Malaysia ... best performing sector in the FTSE Bursa

FTSE BURSA MALAYSIA ACE INDEX TOP 5 AND BOTTOM 5 SECTOR PERFORMERS

FTSE BURSA MALAYSIA ACE INDEX TOP 10 CONSTITUENTS

FTSE BURSA MALAYSIA ACE INDEX TOP 5 AND BOTTOM 5 PERFORMERS

Source: FTSE Russell 32 of 38

5.00

209 2.86 10.34

Farming, Fishing & Plantations 283 3.86 -2.33

Semiconductors 258

5

6 JHM Consolidation

4 0098 Borneo Aqua Harvest

1

18 0.25 -16.67

-

0085 Mlabs Systems Telecommunications Equipment

0152

Computer Services 70 0.96 76.47

15.51

Data as at: 31 October 2017

0176 Kronologi Asia Computer Services

163 2.22

154 2.10 30.81

0010 Iris Corp Computer Services 280 3.83 -8.33

0127

0189 170 2.33

0133 Sanichi Technology Industrial Machinery 30 0.41 -18.75

0060 SKH Consortium Software

-16.67

DGB Asia Software 41 0.56

0045

63.64

0001 Supercomnet Technologies Electrical Components & Equipment

9 0.12

G Neptune Computer Services 14 0.19 -26.67

45 0.61 -25.00

0020 Netx Holdings Software

Totals 2,859 39.03

0131 Diversified Gateway Solutions Computer Services 13 0.17

0005 Palette Multimedia Computer Hardware 100.00

42.86

29 0.39 84.85

0017 M3 Technologies (Asia)

2 0069 Vivocom Intl Holdings Software 7.69

3 0116 FOCUS DYNAMICS GROUP Electrical Components & Equipment 330 4.51 23.19

446 6.09

Accsoft Technology Computer Services -0.73

FTSE Bursa Malaysia ACE Index

ICB Code ICB Sector Number of Cons Net Market Cap (MYRm) Index Weight (%) 1M Perf (%) 1Y Perf (%) Div Yield (%)

5550 Media 3 125 1.71 19.03 114.77 0.00

2730 Electronic & Electrical Equipment 10 844 11.52 10.68 142.45 0.53

2770 Industrial Transportation 3 264 3.60 8.88 58.51 3.88

9570 Technology Hardware & Equipment 8 501 6.84 8.70 201.40 0.26

48.81 0.81

5370 General Retailers 1 37 0.51 0.00 29.41 3.03

6530 Fixed Line Telecommunications 1 69 0.95 -2.41 26.91 3.21

56 0.76

9

8 Matang Food Retailers & Wholesalers

10

3.52 -1.32

7 0186 Perak Transit Transportation Services

0108 N2N Connect Software

5750 Travel & Leisure 1 48 0.66 -2.44 5.26 1.50

3350 Automobiles & Parts 1 35 0.48 -3.80 - 4.74

Rank Local Code Constituent Name ICB Subsector Net Market Cap (MYRm) Index Weight (%) 1M Perf (%)

0018 566 7.73

Local Code Constituent Name ICB Subsector Net Market Cap (MYRm) Index Weight (%) 1M Perf (%)

4570 Pharmaceuticals & Biotechnology 2 54 0.74 -4.79 36.76 1.38

1350 Chemicals 3 83 1.13 7.63

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Page 33: FTSE MONTHLY REPORT - October 2017 FTSE BURSA MALAYSIA ... · PDF fileGuan Chong had the strongest performance in the FTSE Bursa Malaysia ... best performing sector in the FTSE Bursa

INDEX OVERVIEW

FTSE BURSA MALAYSIA ASIAN PALM OIL PLANTATION INDEX (USD) FIVE-YEAR PERFORMANCE (PRICE RETURN) PERFORMANCE HIGHLIGHTS

● FTSE Bursa Malaysia Asian Palm Oil Plantation Index (USD)● FTSE Asia Pacific ex Japan Australia and New Zealand Index

FTSE BURSA MALAYSIA ASIAN PALM OIL PLANTATION INDEX HISTORICAL PERFORMANCE TABLE (PRICE RETURN)

FTSE BURSA MALAYSIA ASIAN PALM OIL PLANTATION INDEX HISTORICAL REVIEW TURNOVER

Source: FTSE Russell 33 of 38

FTSE Bursa Malaysia Asian Palm Oil Plantation Index (USD) Data as at: 31 October 2017

This index comprises the companies from the universes of developed, advanced emerging and secondary emerging countries as classified by FTSE inthe Asia Pacific region excluding Japan, Australia and New Zealand that derive substantial revenue from palm oil activities. As at the end of Octoberthere were 19 constituents in the index.

The FTSE Bursa Malaysia Asian PalmOil Plantation Index (USD) ended themonth in positive territory in Octoberup 2.32 per cent, outperforming theFTSE Asia Pacific ex Japan Australiaand New Zealand Index by 102.32 percent.

Year to date the FTSE Bursa MalaysiaAsian Palm Oil Plantation Index (USD)performance is up by 6.64 per cent,with a volatility of 8.61 per cent, lowerthan 2016’s volatility of 18.07 per cent.

CUMULATIVE PERFORMANCE ANNUALISED PERFORMANCE

Index Name1M(%)

3M(%)

6M(%)

YTD(%)

1Y(%)

3Y(%)

5Y(%)

3Y(%pa)

5Y(%pa)

2013(%)

2014(%)

2015(%)

2016(%)

Div Yield(%)

-22.95 -29.19 -8.32 -6.67 -5.37 -14.28 -23.75 5.61 2.11

-100.00 -100.00 -100.00 -100.00 -100.00 -100.00 -100.00 -100.00 -100.00 0.41 2.97 -10.97 3.55 #N/A

2.32 1.10 0.40 6.64 3.10

BEFORE REVIEW AFTER REVIEWReview Month Number of Adds Number of Dels Number of Cons Net Market Cap (MYRm) Number of Cons Net Market Cap (MYRm) 2-Way Turnover (%)

December 2016 1 1 18 106,049 18 108,011 4.85

June 2017 1 0 18 111,957 19 109,403 6.05

Total 10.90

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The FTSE Bursa Malaysia Asian Palm Oil Plantation Index has been designed to provide easy access to investors who wish to participate in Asia’s burgeoning palm oil industry. This Asian index aims to capture the performance of companies that earn a substantial proportion of their revenue from palm oil activities. Palm oil activities include production, ownership or operation of palm oil and palm oil plantations.

Screening Highlights:

• Only companies that have a market capitalisation of greater than USD 100 million are eligible to be included in the index.

• To be included in the index a company is required to have greater than 30% of total revenue from palm oil related activities.

• Existing constituents will no longer be eligible if total revenue from palm oil related activities falls below 20%

• For a country to be eligible in the FTSE Bursa Malaysia Asian Palm Oil Plantation Index, its companies aggregated together must have an index weighting of greater than 2%.

Note: The majority of index changes occurs at the index reviews in June and December. Review changes to the index may include constituent additions/deletions, shares in issue and free float changes, and changes due to corporate events.

FTSE Bursa Malaysia Asian Palm Oil Plantation Index - USD

FTSE Asia Pacific ex Japan Australia and New Zealand Index

Page 34: FTSE MONTHLY REPORT - October 2017 FTSE BURSA MALAYSIA ... · PDF fileGuan Chong had the strongest performance in the FTSE Bursa Malaysia ... best performing sector in the FTSE Bursa

FIVE-YEAR HISTORICAL INDUSTRY BREAKDOWN (%) INDUSTRY BREAKDOWN (%)

● Basic Materials● Consumer Goods● Consumer Services● Financials● Health Care● Industrials● Oil & Gas● Technology● Telecommunications● Utilities

FTSE BURSA MALAYSIA ASIAN PALM OIL PLANTATION INDEX (USD) TOP 10 CONSTITUENTS

FTSE BURSA MALAYSIA ASIAN PALM OIL PLANTATION INDEX (USD) TOP 5 AND BOTTOM 5 PERFORMERS

Source: FTSE Russell 34 of 38

100,012 - 92.17

2 B17KC69 Wilmar International Limited Food Products

32,380 17.98

Totals

13.96

3

0.90

15,547 18.37

3,538 4.18

B7WJ188 14.90

B17KC69 13.96

B8L1DR5 13.02

762

FTSE Bursa Malaysia Asian Palm Oil Plantation Index (USD) Data as at: 31 October 2017

Net Market Cap (USDm) Index Weight (%) 1M Perf (%)

B29TTR1 2.001

Rank SEDOL Constituent Name

Sime Darby

CountryICB Subsector

Diversified Industrials Malaysia

SEDOL Net Market Cap (USDm) Index Weight (%) 1M Perf (%)

B1Y3WG1 IOI Farming, Fishing & PlantationsMalaysia 14,397 17.02 -1.76

4 6497446 Kuala Lumpur Kepong Farming, Fishing & PlantationsMalaysia 11,417 13.50 0.16

Singapore 20,420 18.37

5 6164472 Golden Agri-Resources Farming, Fishing & Plantations Singapore 7,811 9.24 12.60

6 6057680 Genting Plantations Farming, Fishing & PlantationsMalaysia 3,823 4.52 3.69

7 B8L1DR5 Felda Global Ventures Holdings Farming, Fishing & PlantationsMalaysia 3,536 4.18 13.02

8 B2927P4 First Resources Ltd. Farming, Fishing & Plantations Singapore 3,150 3.72 11.42

9 6092498 Astra Agro Lestari Farming, Fishing & Plantations Indonesia 1,776 2.10 -1.76

10 6535670 Perusahaan Perkebunan London Sumatra Indonesia Farming, Fishing & Plantations Indonesia 1,302 1.54 7.37

Constituent Name CountryICB Subsector

Bumitama Agri

Wilmar International Limited

Felda Global Ventures Holdings

Golden Agri-Resources

First Resources Ltd.

Ta Ann Holdings

Sawit Sumbermas Sarana

Astra Agro Lestari

IOI

Eagle High Plantations

Farming, Fishing & Plantations

Food Products

Farming, Fishing & Plantations

Farming, Fishing & Plantations

Farming, Fishing & Plantations

Forestry

Indonesia

Indonesia

Malaysia

Farming, Fishing & Plantations

Singapore

Singapore

Malaysia

Indonesia

Singapore

Malaysia

Singapore

Farming, Fishing & Plantations

Farming, Fishing & Plantations

1.07

711

1,776

14,402

908B58PM83 -5.18

BH3WHX3 -1.39

6092498 -1.76

B1Y3WG1 -1.76

0.84

2.10

17.02

6164472 12.60

B2927P4 11.42

6183499 -0.27

7,816 9.24

3,152 3.72

837 0.99

Farming, Fishing & Plantations

1.99

80.03

17.98

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Page 35: FTSE MONTHLY REPORT - October 2017 FTSE BURSA MALAYSIA ... · PDF fileGuan Chong had the strongest performance in the FTSE Bursa Malaysia ... best performing sector in the FTSE Bursa

INDEX OVERVIEW

FTSE BURSA MALAYSIA MIDS CAP INDEX FIVE-YEAR PERFORMANCE (MYR PRICE RETURN) PERFORMANCE HIGHLIGHTS

● FTSE Bursa Malaysia MidS Cap Index ● FTSE Bursa Malaysia EMAS Index

FTSE BURSA MALAYSIA MIDS CAP INDEX HISTORICAL PERFORMANCE TABLE (MYR PRICE RETURN)

FTSE Bursa Malaysia MidS Cap Index

FTSE Bursa Malaysia EMAS Index

FTSE BURSA MALAYSIA MIDS CAP INDEX HISTORICAL REVIEW TURNOVER

Source: FTSE Russell 35 of 38

Data as at: 31 October 2017

2.64 1.31 -1.31 17.19 12.31 -2.07 41.40 -0.69 7.17 35.25 -6.07 4.80 -5.94 2.49

2014(%)

2015(%)

2016(%)

Div Yield(%)

December 2016 13 19 175 56,353 169 53,068 27.46

June 2017 22 15 169 63,079 176 57,299 37.83

FTSE Bursa Malaysia MidS Cap Index

The FTSE Bursa Malaysia MidS Cap Index comprises the Bursa Malaysia KLCI companies with full market capitalisation between 200 million and 2 billion MYR inthe FTSE Bursa Malaysia EMAS Index. The index is a free float adjusted market-capitalisation weighted index representing the performance of the mid and smallMalaysian companies, which pass the size, free float, and liquidity screens.

FTSE Bursa Malaysia MidS Cap Index endedthe month in positive territory in October up2.64 per cent, outperforming the FTSE BursaMalaysia EMAS Index by 2.11 per cent.

Year to date the FTSE Bursa Malaysia MidSCap Index performance is up by 17.19 percent, with a volatility of 7.77 per cent, lowerthan 2016’s volatility of 9.21 per cent.

CUMULATIVE PERFORMANCE ANNUALISED PERFORMANCE

Index Name1M(%)

3M(%)

6M(%)

YTD(%)

1Y(%)

3Y(%)

5Y(%)

3Y(%pa)

5Y(%pa)

2013(%)

0.53 0.36 -0.27 9.86 6.89 -2.22 10.83 -0.74 2.08 12.38 -6.13 -2.26 -2.77 2.96

BEFORE REVIEW AFTER REVIEWReview Month Number of Adds Number of Dels Net Market Cap (MYRm) Number of Cons Net Market Cap (MYRm) Number of Cons 2-Way Turnover (%)

Total 65.29

Note: The majority of index changes occurs at the index reviews in June and December. Review changes to the index may include constituent additions/deletions, shares in issue and free float changes, and changes due to corporate events.

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Page 36: FTSE MONTHLY REPORT - October 2017 FTSE BURSA MALAYSIA ... · PDF fileGuan Chong had the strongest performance in the FTSE Bursa Malaysia ... best performing sector in the FTSE Bursa

FIVE-YEAR HISTORICAL INDUSTRY BREAKDOWN (%) INDUSTRY BREAKDOWN (%)

● Basic Materials

● Consumer Goods

● Consumer Services

● Financials

● Health Care

● Industrials

● Oil & Gas

● Technology

● Telecommunications

● Utilities

FTSE BURSA MALAYSIA MIDS CAP INDEX TOP 10 CONSTITUENTS

FTSE BURSA MALAYSIA MIDS CAP INDEX TOP 5 AND BOTTOM 5 PERFORMERS

Source: FTSE Russell 36 of 38

FTSE Bursa Malaysia MidS Cap Index Data as at: 31 October 2017

Rank Local Code Constituent Name ICB Subsector Net Market Cap (MYRm) Index Weight (%) 1M Perf (%)

1 5243 UMW Oil & Gas Oil Equipment & Services 1,649 2.80 5.37

2 7668 Hai-O Enterprise Food Retailers & Wholesalers 1,163 1.97 5.42

3 7022 Globetronics Technology Semiconductors 1,161 1.97 7.15

4 3204 George Kent (Malaysia) Industrial Machinery 1,150 1.95 5.54

5 3395 Berjaya Corp Broadline Retailers 1,037 1.76 -2.90

6 5703 Muhibbah Engine Heavy Construction 1,027 1.74 3.64

7 7155 SKP Resources Specialty Chemicals 885 1.50 18.00

8 4383 Jaya Tiasa Holdings Forestry 849 1.44 8.33

9 5250 7-Eleven Malaysia Holdings Food Retailers & Wholesalers 845 1.43 0.00

10 3069 Mega First Conventional Electricity 845 1.43 -0.85

Totals 10,612 18.01 -

Local Code Constituent Name ICB Subsector Net Market Cap (MYRm) Index Weight (%) 1M Perf (%)

5102 Guan Chong Food Products 315 0.53 18.90

7155 SKP Resources Specialty Chemicals 885 1.50 18.00

7213 Hovid Pharmaceuticals 149 0.25 17.74

5205 Eversendai Heavy Construction 218 0.37 17.47

7595 ML Global Building Materials & Fixtures 172 0.29 15.75

9571 Mitrajaya Holdings Heavy Construction 429 0.73 -10.48

83 Notion VTec Electrical Components & Equipment 124 0.21 -29.21

7251 Barakah Offshore Petroleum Oil Equipment & Services 142 0.24 -11.34

5141 Dayang Enterprise Holdings Oil Equipment & Services 304 0.52 -12.63

7212 Destini Aerospace 230 0.39 -14.16

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Page 37: FTSE MONTHLY REPORT - October 2017 FTSE BURSA MALAYSIA ... · PDF fileGuan Chong had the strongest performance in the FTSE Bursa Malaysia ... best performing sector in the FTSE Bursa

INDEX OVERVIEW

FTSE BURSA MALAYSIA MIDS SHARIAH INDEX FIVE-YEAR PERFORMANCE (MYR PRICE RETURN) PERFORMANCE HIGHLIGHTS

● FTSE Bursa Malaysia MidS Cap Shariah Index ● FTSE Bursa Malaysia EMAS Index

FTSE BURSA MALAYSIA MIDS CAP SHARIAH INDEX HISTORICAL PERFORMANCE TABLE (MYR PRICE RETURN)

FTSE Bursa Malaysia MidS Cap Shariah Ind

FTSE Bursa Malaysia EMAS Index

FTSE BURSA MALAYSIA MIDS CAP SHARIAH INDEX HISTORICAL REVIEW TURNOVER

Source: FTSE Russell 37 of 38

June 2017 20 11 136 48,081 145 44,518 39.38

Total 75.56

BEFORE REVIEW AFTER REVIEWReview Month Number of Adds Number of Dels Number of Cons Net Market Cap (MYRm) Number of Cons Net Market Cap (MYRm) 2-Way Turnover (%)

December 2016 13 22 146 45,022 137 41,092 36.19

2.55 0.33 -3.52 15.46 10.98 -3.19 40.62 -1.07 7.05 37.73 -8.84 9.63 -7.91 2.62

0.53 0.36 -0.27 9.86 6.89 -2.22 10.83 -0.74 2.08 12.38 -6.13 -2.26 -2.77 2.96

FTSE Bursa Malaysia MidS Cap Shariah Index Data as at: 31 October 2017

This index comprises the constituents of the FTSE Bursa Malaysia MidS Cap Index that are Shariah compliant according to the Securities Commission's SACscreening methodology.

FTSE Bursa Malaysia MidS Cap Shariah Indexended the month in positive territory inOctober up 2.55 per cent, outperforming theFTSE Bursa Malaysia EMAS Index by 2.02per cent.

Year to date the FTSE Bursa Malaysia MidSCap Shariah Index performance is up by15.46 per cent, with a volatility of 8.14 percent, lower than 2016’s volatility of 10.06 percent.

CUMULATIVE PERFORMANCE ANNUALISED PERFORMANCE

Index Name1M(%)

3M(%)

6M(%)

YTD(%)

1Y(%)

3Y(%)

5Y(%)

3Y(%pa)

5Y(%pa)

2013(%)

2014(%)

2015(%)

2016(%)

Div Yield(%)

Note: The majority of index changes occurs at the index reviews in June and December. Review changes to the index may include constituent additions/deletions, shares in issue and free float changes, and changes due to corporate events.

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Page 38: FTSE MONTHLY REPORT - October 2017 FTSE BURSA MALAYSIA ... · PDF fileGuan Chong had the strongest performance in the FTSE Bursa Malaysia ... best performing sector in the FTSE Bursa

FIVE-YEAR HISTORICAL INDUSTRY BREAKDOWN (%) INDUSTRY BREAKDOWN (%)

● Basic Materials

● Consumer Goods

● Consumer Services

● Financials

● Health Care

● Industrials

● Oil & Gas

● Technology

● Telecommunications

● Utilities

FTSE BURSA MALAYSIA MIDS CAP SHARIAH INDEX TOP 10 CONSTITUENTS

FTSE BURSA MALAYSIA MIDS CAP SHARIAH INDEX TOP 5 AND BOTTOM 5 PERFORMERS

Source: FTSE Russell 38 of 38

© 2016 London Stock Exchange Group companies.

All rights reserved.“FTSE®” is a trade mark of the London Stock Exchange Plc Group companies and is used by FTSE International Limited (“FTSE”) under licence.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).The Industry Classification Benchmark (“ICB”) is owned by FTSE.

All information is provided for information purposes only. Every effort is made to ensure that all information given in this publication is accurate, but no responsibilityor 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 theirlicensors makes any claim, prediction, warranty or representation whatsoever, expressly or impliedly, either as to the results to be obtained from the use of the nameof the Index set out above or the fitness or suitability of the Index for any particular purpose to which it might be put.

No part of this information may be reproduced, stored in a retrieval system or transmitted in any form or by any means, electronic, mechanical, photocopying,recording or otherwise, without prior written permission of FTSE. Distribution of FTSE data and the use of FTSE indices to create financial products requires a licencewith FTSE and/or its licensors. FTSE does not accept any liability to any person for any loss or damage arising out of any error or omission in the ICB.

7212 Destini Aerospace 230 0.39 -14.16

83 Notion VTec Electrical Components & Equipment 124 0.21 -29.21

9571 Mitrajaya Holdings Heavy Construction 429 0.73 -10.48

7251 Barakah Offshore Petroleum Oil Equipment & Services 142 0.24 -11.34

5141 Dayang Enterprise Holdings Oil Equipment & Services 304 0.52 -12.63

5205 Eversendai Heavy Construction 218 0.37 17.47

7595 ML Global Building Materials & Fixtures 172 0.29 15.75

5226 Gabungan Aqrs Heavy Construction 338 0.57 15.29

Local Code Constituent Name ICB Subsector Net Market Cap (MYRm) Index Weight (%) 1M Perf (%)

7155 SKP Resources Specialty Chemicals 885 1.50 18.00

7213 Hovid Pharmaceuticals 149 0.25 17.74

9 8524 Taliworks Water 771 1.70 -7.41

10 7106 Supermax Corp Medical Supplies 736 1.63 4.12

Totals 9,543 21.08 -

6 3069 Mega First Conventional Electricity 845 1.87 -0.85

7 5012 Ta Ann Holdings Forestry 837 1.85 -0.27

8 7100 Uchi Technologies Electronic Equipment 782 1.73 12.74

3 5703 Muhibbah Engine Heavy Construction 1,027 2.27 3.64

4 7155 SKP Resources Specialty Chemicals 885 1.96 18.00

5 4383 Jaya Tiasa Holdings Forestry 849 1.88 8.33

Rank Local Code Constituent Name ICB Subsector Net Market Cap (MYRm) Index Weight (%) 1M Perf (%)

1 5243 UMW Oil & Gas Oil Equipment & Services 1,649 3.64 5.37

2 7022 Globetronics Technology Semiconductors 1,161 2.57 7.15

FTSE Bursa Malaysia MidS Cap Shariah Index Data as at: 31 October 2017TO

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Data definitions available from ftserussell.com For further information visit ftserussell.com, email [email protected] or call your local FTSE Russell offices: Sydney +61 (0)2 8823 3521 Beijing +86 10 5833 2202 Dubai +971 4 401 9578 Hong Kong +852 2164 3333 London +44 (0)20 7866 1810 Milan +39 02 3604 6953 New York +1 866 551 0617 Paris +33 (0)1 53 76 82 89 Rio de Janeiro +55 21 3736 3726 San Francisco +1 866 551 0617 Seattle +1 866 551 0617 Shanghai +86 21 6058 9131 Tokyo +81 (3) 3581 2764 Toronto +1 866 551 0617

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