FTSE Russell Factsheet

FTSE Saudi Arabia Index (USD)

Data as at: 28 June 2024
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The FTSE Saudi Arabia Index is a market-capitalization weighted index representing the FEATURES
performance of large and mid-cap Saudi Arabian companies that are constituents of the FTSE
All-World Index. Coverage
Derived from the FTSE Global Equity Index
The index is derived from the FTSE Global Equity Index Series (GEIS), which covers 99% of the Series (GEIS), which covers 99% of the
world’s investable market capitalisation. world’s investable market capitalisation.
1-Year Performance - Total Return Objective
(USD)
The index is designed for use in the creation
115
of index tracking funds, derivatives and as a
110 performance benchmark.
105 Investability

100 Stocks are selected and weighted to ensure

that the index is investable.
95
Liquidity
90
Jun-2023 Aug-2023 Oct-2023 Dec-2023 Feb-2024 Apr-2024 Jun-2024 Stocks are screened to ensure that the index
Data as at month end
is tradable.

FTSE Saudi Arabia FTSE Saudi Arabia USD Net Tax

Transparency
Index methodologies are freely available on
the FTSE Russell website.
Performance and Volatility - Total Return
Availability
Index (USD) Return % Return pa %* Volatility %**
The index is calculated based on price and
3M 6M YTD 12M 3YR 5YR 3YR 5YR 1YR 3YR 5YR
total return methodologies, both real time
FTSE Saudi Arabia -6.9 -2.5 -2.5 1.8 13.7 43.4 4.4 7.5 12.9 15.7 18.7
and end of day.
FTSE Saudi Arabia USD Net Tax -7.0 -2.6 -2.6 1.6 13.2 42.3 4.2 7.3 12.9 15.7 18.7
Industry Classification Benchmark (ICB)
* Compound annual returns measured over 3 and 5 years respectively
** Volatility – 1YR based on 12 months daily data. 3YR based on weekly data (Wednesday to Wednesday). 5YR based on monthly data Index constituents are categorized in
accordance with the Industry Classification
Return/Risk Ratio and Drawdown - Total Return
Benchmark (ICB), the global standard for
Index (USD) Return/Risk Ratio Drawdown (%)
industry sector analysis.
1YR 3YR 5YR 10YR 1YR 3YR 5YR 10YR

FTSE Saudi Arabia 0.1 0.3 0.4 - -14.5 -27.4 -35.4 -

FTSE Saudi Arabia USD Net Tax 0.1 0.3 0.4 - -14.5 -27.5 -35.4 -

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 28 June 2024. Past performance is no guarantee of future results. 1 of 3
Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information.
FTSE Saudi Arabia Index (USD) Data as at: 28 June 2024

Top 10 Constituents INFORMATION

Constituent ICB Sector Net MCap (USDm) Wgt %
Index Universe
Al Rajhi Banking & Investment Corp Banks 42,579 13.10
FTSE All-World Index
Saudi Aramco Oil Gas and Coal 33,134 10.20

The Saudi National Bank Banks 28,481 8.77 Investability Screen

ACWA POWER Co. Electricity 20,340 6.26 Actual free float applied and liquidity
Saudi Telecom Co Telecommunications Service Providers 17,937 5.52 screened
Saudi Basic Industries Corp Chemicals 17,632 5.43 Index Calculation
Saudi Arabian Mining Industrial Metals and Mining 13,897 4.28
Real-time and end-of-day index available
Riyad Bank Banks 10,190 3.14
End-of-Day Distribution
Alinma Bank Banks 10,155 3.13
Via FTP and email
Saudi British Bank Banks 9,765 3.01

Totals 204,110 62.82 Currency

USD, EUR, GBP, JPY, Local
ICB Industry Breakdown
Review Dates
ICB Code ICB Industry No. of Cons Net MCap (USDm) Wgt %
Semi-annually in March and September
10 Technology 2 7,806 2.40

15 Telecommunications 3 24,683 7.60

20 Health Care 3 11,167 3.44

30 Financials 14 133,664 41.14

35 Real Estate 3 3,269 1.01

40 Consumer Discretionary 6 8,558 2.63

45 Consumer Staples 6 12,117 3.73

50 Industrials 7 8,159 2.51

55 Basic Materials 9 49,965 15.38

60 Energy 6 40,537 12.48

65 Utilities 3 24,983 7.69

Totals 62 324,909 100.00

Index Characteristics
Attributes FTSE Saudi Arabia
Number of constituents 62

Net MCap (USDm) 324,909

Dividend Yield % 3.40

Constituent Sizes (Net MCap USDm)

Average 5,240

Largest 42,579

Smallest 577

Median 2,032

Weight of Largest Constituent (%) 13.10

Top 10 Holdings (% Index MCap) 62.82

28 June 2024

Source: FTSE Russell as at 28 June 2024. Past performance is no guarantee of future results. 2 of 3
Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information.
FTSE Saudi Arabia Index (USD) Data as at: 28 June 2024

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Source: FTSE Russell as at 28 June 2024. Past performance is no guarantee of future results. 3 of 3
Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information.