| Price Indices | Today | Previous Day | Change Value | Change Percentage (%) |
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|
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| ALL SHARE INDEX | 6,383.14 | 6,270.68 | 112.46 | 1.79 |
| MILANKA | 5,771.89 | 5,689.89 | 82.00 | 1.44 |
| BANK FINANCE AND INSURANCE | 15,051.83 | 14,826.62 | 225.21 | 1.52 |
| BEVERAGE FOOD AND TOBACCO | 18,957.09 | 18,641.61 | 315.48 | 1.69 |
| CHEMICALS AND PHARMACEUTICALS | 11,155.58 | 10,983.33 | 172.25 | 1.57 |
| CONSTRUCTION AND ENGINEERING | 3,856.59 | 3,692.97 | 163.62 | 4.43 |
| DIVERSIFIED HOLDINGS | 1,946.91 | 1,921.05 | 25.86 | 1.35 |
| FOOTWEAR AND TEXTILE | 969.41 | 936.13 | 33.28 | 3.56 |
| HEALTH CARE | 534.44 | 522.85 | 11.59 | 2.22 |
| HOTELS AND TRAVELS | 3,624.14 | 3,548.46 | 75.68 | 2.13 |
| INFORMATION TECHNOLOGY | 130.65 | 122.87 | 7.78 | 6.34 |
| INVESTMENT TRUSTS | 19,321.04 | 18,637.69 | 683.35 | 3.67 |
| LAND AND PROPERTY | 610.23 | 585.55 | 24.68 | 4.22 |
| MANUFACTURING | 3,415.43 | 3,328.03 | 87.40 | 2.63 |
| MOTORS | 18,461.11 | 18,087.96 | 373.15 | 2.06 |
| OIL PALMS | 129,810.76 | 127,584.56 | 2,226.20 | 1.74 |
| PLANTATIONS | 906.36 | 890.11 | 16.25 | 1.83 |
| POWER & ENERGY | 106.35 | 103.64 | 2.71 | 2.62 |
| SERVICES | 29,362.29 | 27,410.03 | 1,952.26 | 7.12 |
| STORES SUPPLIES | 25,323.52 | 26,447.64 | -1,124.12 | -4.25 |
| TELECOMMUNICATIONS | 157.70 | 156.22 | 1.48 | 0.95 |
| TRADING | 17,640.70 | 17,040.57 | 600.13 | 3.52 |
Sector Price Indices
20 sector indices are calculated on an on-going basis and closing values are published at the end of trading daily. These price indices reflect the price movements of companies in the 20 respective service sectors.
The sector price indices will therefore be an indication as to the trends of the market.
Total Return Indices (TRI)
Introduced in January 2004, the Total Return Indices are calculated daily in addition to the Price Indices. The TRI reflects returns due to both price changes and dividend income. The TRI is hence a better measure of returns from an investor’s perspective. In computing the TRI, it is assumed that dividends earned from a share are re-invested in the market.
The ASPI, MPI, and Sector Indices are published daily, since the 2nd of January 2004, using the total returns basis. The ASPI computed on total returns is known as ASTRI and the MPI computed on total returns is known as MTRI.
The TRI in calculated as follows:
Adjustment for Cash Dividend
The ASPI, MPI, and Sector Indices are published daily, since the 2nd of January 2004, using the total returns basis. The ASPI computed on total returns is known as ASTRI and the MPI computed on total returns is known as MTRI.
- In order to adjust the price index for dividends, an index dividend adjustment is computed representing the value of cash dividends declared by the component stocks on ex-dividend date, as expressed in index points.
- The formula used for the computation of the ex-dividend adjustment for a value-weighted total return index such as the ASPI or MPI is given below
- Ex-dividend adjustment
Where:
Where:
Gi - Dividend per share of the ith component security
Wi - Weighting of the ith component security (equal to the number of ordinary shares issued by the company)
B - Base market capitalization of the relevant price index
Base Index Value: ASPI= 100, MPI=1000
Computation of TRI
The formula used for calculating TRI is given below:
Where:
TRIt - Total Return Index value today
TRIy - Total Return Index value previous day
PIt - Underlying Price Index today
PIy - Underlying Price Index previous day
XDJ - Ex-dividend adjustment as computed above
Requirements | 
Solution by EFutures | 