Download FTSE Factsheet

FTSE Russell Factsheet
FTSE Middle East & Africa Index
Data as at: 31 July 2017
bmkTitle1
The FTSE Middle East & Africa Index is part of a range of indexes designed to help global
FEATURES
investors benchmark their international investments. The index comprises Large and Mid cap
stocks providing coverage of the Developed and Emerging markets in the Middle East and Africa
Coverage
Region. The index is derived from the FTSE Global Equity Index Series (GEIS), which covers
Large and mid cap stocks in Egypt, Israel,
98% of the world’s investable market capitalisation.
Morocco, South Africa and UAE.
5-Year Performance - Total Return
Objective
(USD)
The index is designed for use in the creation
180
of index tracking funds, derivatives and as a
160
140
performance benchmark.
120
Investability
100
Stocks are selected and weighted to ensure
80
that the index is investable.
60
Liquidity
40
Jul-2007
Jul-2008
Jul-2009
Jul-2010
Jul-2011
Jul-2012
Jul-2013
Jul-2014
Jul-2015
Jul-2016
Jul-2017
Data as at month end
Stocks are screened to ensure that the index
is tradable.
FTSE Middle East & Africa
FTSE All-World
Transparency
Index rules are freely available on the FTSE
Performance and Volatility - Total Return
Index (USD)
website.
Return %
Return pa %*
Volatility %**
Availability
3M
6M
YTD
12M
3YR
5YR
3YR
5YR
1YR
3YR
5YR
FTSE Middle East & Africa
4.1
9.1
11.2
3.4
-4.8
19.3
-1.6
3.6
18.0
21.4
15.8
FTSE All-World
5.6
11.8
14.8
17.7
22.0
72.6
6.9
11.5
6.8
12.3
9.9
The index is calculated based on price and
total return methodologies.
Industry Classification Benchmark
* Compound annual returns measured over 3 and 5 years respectively
Index constituents are categorized in
** Volatility – 1YR based on 12 months daily data. 3YR based on weekly data (Wednesday to Wednesday). 5YR based on monthly data
accordance with the Industry Classification
Year-on-Year Performance - Total Return
Index % (USD)
2007
2008
2009
2010
2011
2012
2013
2014
2015
2016
FTSE Middle East & Africa
24.2
-37.3
54.3
26.8
-19.1
17.6
0.8
8.6
-17.4
8.6
FTSE All-World
12.7
-41.8
36.2
13.2
-7.3
17.1
23.3
4.8
-1.7
8.6
Benchmark (ICB), the global standard for
industry sector analysis.
Return/Risk Ratio and Drawdown - Total Return
Index (USD)
Return/Risk Ratio
1YR
3YR
FTSE Middle East & Africa
0.2
-0.1
FTSE All-World
2.5
0.6
5YR
Drawdown (%)
10YR
1YR
3YR
5YR
10YR
0.2
0.2
-17.1
-36.6
-36.6
-55.5
1.2
0.3
-4.6
-18.8
-18.8
-57.9
Return/Risk Ratio – based on compound annual returns and volatility in Performance and Volatility table
Drawdown - based on daily data
Source: FTSE Russell as at 31 July 2017. Past performance is no guarantee of future results.
Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information.
1 of 3
Data as at: 31 July 2017
FTSE Middle East & Africa Index
Top 10 Constituents
INFORMATION
Constituent
Country
Naspers
South Africa Media
ICB Sector
Net MCap (USDm) Wgt %
93,754
18.09
Teva Pharmaceutical
Israel
29,543
5.70
Sasol
South Africa Chemicals
16,589
3.20
Base Date
MTN Group
South Africa Mobile Telecommunications
16,138
3.11
31 May 2000
Standard Bank Group
South Africa Banks
15,700
3.03
Base Value
Steinhoff International Holdings N.V.
South Africa Household Goods & Home Construction
12,972
2.50
Firstrand Limited
South Africa Banks
12,546
2.42
Emirates Telecommunications Group Co PJSC
UAE
Mobile Telecommunications
8,879
1.71
Investability Screen
Qatar National Bank
Qatar
Banks
8,753
1.69
Actual free float applied and liquidity
Sanlam
South Africa Life Insurance/Assurance
8,450
1.63
screened
223,322
43.08
Pharmaceuticals & Biotechnology
Totals
ICB Supersector
0500
FTSE All-World Index
200
Index Calculation
Real-time and end-of-day index available
ICB Supersector Breakdown
ICB Code
Index Universe
End-of-Day Distribution
No. of Cons
Net MCap (USDm)
Wgt %
Oil & Gas
3
2,306
0.44
Via FTP and email
1300
Chemicals
6
23,940
4.62
Currency
1700
Basic Resources
13
24,699
4.76
2300
Construction & Materials
3
1,271
0.25
2700
Industrial Goods & Services
16
34,439
6.64
3500
Food & Beverage
8
12,205
2.35
3700
Personal & Household Goods
1
12,972
2.50
4500
Health Care
4
42,035
8.11
5300
Retail
13
36,123
6.97
5500
Media
1
93,754
18.09
5700
Travel & Leisure
5
3,230
0.62
6500
Telecommunications
9
40,408
7.80
7500
Utilities
2
2,084
0.40
8300
Banks
22
103,925
20.05
8500
Insurance
7
18,653
3.60
8600
Real Estate
24
44,766
8.64
8700
Financial Services
11
13,552
2.61
9500
Technology
Totals
3
7,980
1.54
151
518,341
100.00
USD, EUR, GBP, JPY, Local
Review Dates
Semi-annually in March and September
Country Breakdown
Country
No. of Cons
Net MCap (USDm)
Wgt %
Egypt
6
7,402
1.43
Israel
26
79,412
15.32
Qatar
20
35,030
6.76
South Africa
80
350,568
67.63
UAE
19
45,929
8.86
151
518,341
100.00
Totals
Source: FTSE Russell as at 31 July 2017. Past performance is no guarantee of future results.
Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information.
2 of 3
Data as at: 31 July 2017
FTSE Middle East & Africa Index
Index Characteristics
Attributes
FTSE Middle East & Africa
Number of constituents
FTSE All-World
151
3089
518,341
42,426,142
3.01
2.41
Average
3,433
13,735
Largest
93,754
774,902
123
89
Net MCap (USDm)
Dividend Yield %
Constituent Sizes (Net MCap USDm)
Smallest
1,566
4,524
Weight of Largest Constituent (%)
Median
18.09
1.83
Top 10 Holdings (% Index MCap)
43.08
9.31
31 July 2017
bmkImage1
bmkImage2
bmkImage3
© 2017 London Stock Exchange Group plc and its applicable group undertakings (the “LSE Group”). The LSE Group includes (1) FTSE International Limited
(“FTSE”), (2) Frank Russell Company (“Russell”), (3) FTSE TMX Global Debt Capital Markets Inc. and FTSE TMX Global Debt Capital Markets Limited
(together, “FTSE TMX”) and (4) MTSNext Limited (“MTSNext”). All rights reserved.
®
®
®
®
®
®
FTSE Russell is a trading name of FTSE, Russell, FTSE TMX and MTS Next Limited. “FTSE ”, “Russell ”, “FTSE Russell ” “MTS ”, “FTSE TMX ”,
®
®
“FTSE4Good ” and “ICB ” and all other trademarks and service marks used herein (whether registered or unregistered) are trade marks and/or service
marks owned or licensed by the applicable member of the LSE Group or their respective licensors and are owned, or used under licence, by FTSE, Russell,
MTSNext, or FTSE TMX.
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
responsibility or liability can be accepted by any member of the LSE Group nor their respective directors, officers, employees, partners or licensors for any
errors or for any loss from use of this publication or any of the information or data contained herein.
No member of the LSE Group nor their respective directors, officers, employees, partners or licensors make any claim, prediction, warranty or representation
Data definitions available from
[email protected]
To learn more, visit www.ftserussell.com;
email [email protected]; or
call your regional Client Services Team office:
whatsoever, expressly or impliedly, either as to the results to be obtained from the use of the FTSE Middle East & Africa or the fitness or suitability of the
FTSE Middle East & Africa for any particular purpose to which they might be put.
EMEA
No member of the LSE Group nor their respective directors, officers, employees, partners or licensors provide investment advice and nothing in this
+44 (0) 20 7866 1810
document should be taken as constituting financial or investment advice. No member of the LSE Group nor their respective directors, officers, employees,
partners or licensors make any representation regarding the advisability of investing in any asset. A decision to invest in any such asset should not be made
in reliance on any information herein. Indexes cannot be invested in directly. Inclusion of an asset in an index is not a recommendation to buy, sell or hold
that asset. The general information contained in this publication should not be acted upon without obtaining specific legal, tax, and investment advice from a
North America
licensed professional.
+1 877 503 6437
No part of this information may be reproduced, stored in a retrieval system or transmitted in any form or by any means, electronic, mechanical,
Asia-Pacific
photocopying, recording or otherwise, without prior written permission of the applicable member of the LSE Group. Use and distribution of the LSE Group
index data and the use of their data to create financial products require a licence from FTSE, Russell, FTSE TMX, MTSNext and/or their respective licensors.
Past performance is no guarantee of future results. Charts and graphs are provided for illustrative purposes only. Index returns shown may not represent
the results of the actual trading of investable assets. Certain returns shown may reflect back-tested performance. All performance presented prior to the
Hong Kong +852 2164 3333
Tokyo +81 3 3581 2764
Sydney +61 (0) 2 8823 3521
index inception date is back-tested performance. Back-tested performance is not actual performance, but is hypothetical. The back-test calculations are
based on the same methodology that was in effect when the index was officially launched. However, back- tested data may reflect the application of the
index methodology with the benefit of hindsight, and the historic calculations of an index may change from month to month based on revisions to the
underlying economic data used in the calculation of the index.
Source: FTSE Russell as at 31 July 2017. Past performance is no guarantee of future results.
Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information.
3 of 3