FTSE SET Index Series

Market cap weighted indices designed to track the performance of companies listed on the Stock Exchange of Thailand Main Board across different size segments and sectors.

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  1. Overview
  2. Key resources
  3. Research and Insights
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FTSE Russell and the Stock Exchange of Thailand (SET) have jointly created the FTSE SET Index Series, providing market participants with a suite of tools that can be used for performance measurement, product creation and analysis. All companies listed on the Stock Exchange of Thailand Main Board are eligible for inclusion in the indices, subject to passing FTSE Russell’s international methodology standards, and are classified according to the Industry Classification Benchmark (ICB), the global standard for industry sector analysis.

The index series covers all segments of the capital market, divided into Large, Mid, Small and Fledgling according to market capitalisation. There is also a range of sector indices - the FTSE SET All-Share Industry Indices - that is segmented according to ICB and provides 11 Industry, 20 Supersector and 45 Sector indices. These provide market participants with a set of tools that can be used for deeper analysis of the Thailand market and the creation of sector-specific funds and index-linked products.

The indices can be used as benchmarks and as tools for the creation of financial products, such as institutional and retail funds, exchange traded funds (ETFs), derivatives contracts and other financial products.

The index series includes: 

  • FTSE SET Large Cap Index - comprising the 30 largest eligible companies by full market capitalisation.

  • FTSE SET Mid Cap Index - comprising eligible companies within the top 90% of the SET Universe by full market capitalisation that are not already constituents of the FTSE SET Large Cap Index.

  • FTSE SET Small Cap Index - comprising eligible companies within the top 98% of the SET Universe by full market capitalisation that are not already constituents of either the Large or Mid cap index.

  • FTSE SET All-Share Index - comprising all companies in the indices mentioned above. 

  • FTSE SET All-Share ICB Indices - comprising 11 Industry, 20 Supersector and 45 Sector Indices and derived from constituents in the FTSE SET All-Share Index.

  • FTSE SET Mid Small Cap Index - comprising all companies in the FTSE SET Mid Cap Index and the FTSE SET Small Cap Index.

  • FTSE SET Fledgling Index - comprising all companies listed on the SET Universe that are too small for inclusion in the FTSE SET All-Share Index.

  • FTSE SET Shariah Index - comprising companies from the FTSE SET All-Share Index that meet a strict set of Shariah principles

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USEFUL LINKS

Key resources

Index announcements

Stay up-to-date and read the latest index change notices and announcements.

View all index announcements

Research and Insights

Research

WMR FX Benchmarks: The global standard for currency valuation

In this paper we review the 30-year history of the WMR FX benchmarks, explaining their role in the market, their use cases, their calculation methodology and their governance and oversight.

Research

Valuation Matters – are shifts in index composition impacting market valuations?

How have market valuations been impacted by changes in index composition? Can controlling for these changes improve the predictive power of valuations in forecasting forward-looking returns?

Article

Balancing out index weights

Equal-weight indices reduce concentration and improve diversification. Learn how equal-weighting balances stock contributions in indices like the Russell 1000.
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5 min

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