MSCI Thailand Index

MSCI Thailand Index
(USD)
The MSCI Thailand Index is designed to measure the performance of the large and mid cap segments of the
Thailand market. With 32 constituents, the index covers about 85% of the Thailand equity universe .
Cumulative Index Performance — Net Returns (Dec 2000 – Dec 2014) — USD
1,200
Annual Performance (%)
MSCI
Thailand
Year
MSCI Thailand
MSCI Emerging Markets
MSCI ACWI IMI
16.47
-14.59
34.53
-2.72
55.71
76.57
-48.48
46.05
11.11
8.72
-1.24
143.51
27.26
5.01
2014
1045.74
2013
2012
2011
2010
800
2009
2008
2007
2006
2005
2004
401.52
400
2003
2002
2001
203.50
MSCI
Emerging
Markets
MSCI
ACWI IMI
-2.19
-2.60
18.22
-18.42
18.88
78.51
-53.33
39.42
32.14
34.00
25.55
55.82
-6.17
-2.62
3.84
23.55
16.38
-7.89
14.35
36.41
-42.34
11.16
20.95
11.54
16.42
35.54
-17.58
-15.65
50
Dec 00
Feb 02
Apr 03
Jun 04
Aug 05
Oct 06
Dec 07
Feb 09
Apr 10
Jun 11
Aug 12
Oct 13
Dec 14
Index Performance — Net Returns (%) (December 31, 2014)
Fundamentals (December 31, 2014)
Annualized
MSCI Thailand
MSCI Emerging Markets
MSCI ACWI IMI
1 Mo
3 Mo
-7.12
-4.61
-1.65
-6.37
-4.50
0.59
1 Yr
YTD
3 Yr
5 Yr
10 Yr
Since
Div Yld (%)
P/E
P/E Fwd
P/BV
3.00
2.95
2.41
15.03
13.17
18.08
13.31
10.58
15.09
2.21
1.52
2.06
Dec 29, 2000
16.47 16.47 10.20 15.18 12.52 18.23
-2.19 -2.19 4.04
1.78
8.43 10.43
3.84
3.84 14.30 9.48
6.37
5.20
Index Risk and Return Characteristics (December 31, 2014)
Annualized Std Dev (%)2
Turnover
(%)1
MSCI Thailand
MSCI Emerging Markets
MSCI ACWI IMI
1
8.72
5.95
2.92
Sharpe Ratio2,3
Maximum Drawdown
Since
3 Yr
5 Yr
10 Yr
3 Yr
5 Yr
10 Yr
Dec 29,
2000
(%)
Period YYYY-MM-DD
20.23
15.21
10.72
23.19
18.55
14.74
26.82
23.74
16.76
0.57
0.32
1.29
0.72
0.18
0.67
0.51
0.39
0.35
0.66
0.47
0.28
61.85
65.25
58.59
2008-05-21—2008-10-27
2007-10-29—2008-10-27
2007-10-31—2009-03-09
Last 12 months
2
Based on monthly net returns data
3
Based on BBA LIBOR 1M
The MSCI Thailand Index was launched on Jan 01, 2001. Data prior to the launch date is back-tested data (i.e. calculations of how the index might have performed over that time period had the index
existed). There are frequently material differences between back-tested performance and actual results. Past performance -- whether actual or back-tested -- is no indication or guarantee of future
performance.
MSCI Thailand Index
December 31, 2014
Index Characteristics
Top 10 Constituents
MSCI Thailand
Number of
Constituents
Mkt Cap
(USD Billions)
32
Mkt Cap
(USD Millions)
Index
Largest
Smallest
Average
Median
9.85
8.64
8.16
7.94
5.69
4.73
4.50
4.10
3.67
2.91
60.18
PTT
SIAM COMMERCIAL BANK
KASIKORNBANK FGN
ADVANCED INFO SERVICE
CP ALL PCL
PTT EXPLORATION & PROD
KASIKORNBANK
SIAM CEMENT FGN
AIRPORTS OF THAILAND
TRUE CORP
Total
92,124.67
9,845.12
738.97
2,878.90
1,666.04
Index
Sector
Sector
10.69
9.38
8.86
8.62
6.17
5.13
4.88
4.45
3.99
3.15
65.32
Energy
Financials
Financials
Telecom Srvcs
Cons Staples
Energy
Financials
Materials
Industrials
Telecom Srvcs
54.2
28.8
27.2
73.2
61.8
26.0
15.0
46.0
68.2
26.8
Wt. (%)
Wt. (%)
Sector Weights
9.67%
9.98%
5.85%
4.33%
11.77%
3.42%
1.51%
1.16%
19.73%
32.58%
Financials 32.58%
Energy 19.73%
Consumer Staples 9.98%
Telecommunication Services 11.77%
Materials 9.67%
Consumer Discretionary 4.33%
Industrials 5.85%
Health Care 3.42%
Utilities 1.51%
Information Technology 1.16%
Index Methodology
The index is based on the MSCI Global Investable Indexes (GIMI) Methodology—a comprehensive and consistent approach to index construction that
allows for meaningful global views and cross regional comparisons across all market capitalization size, sector and style segments and combinations. This
methodology aims to provide exhaustive coverage of the relevant investment opportunity set with a strong emphasis on index liquidity, investability and
replicability. The index is reviewed quarterly—in February, May, August and November—with the objective of reflecting change in the underlying equity
markets in a timely manner, while limiting undue index turnover. During the May and November semi-annual index reviews, the index is rebalanced and
the large and mid capitalization cutoff points are recalculated.
www.msci.com | [email protected]
About MSCI
MSCI Inc. is a leading provider of investment decision support tools to investors globally, including asset managers, banks, hedge funds and pension funds. MSCI products and services include indexes, portfolio risk and performance analytics,
and ESG data and research.
1
The company's flagship product offerings are: the MSCI indexes with approximately USD 9 trillion estimated to be benchmarked to them on a worldwide basis ; Barra multi-asset class factor models, portfolio risk and performance analytics;
RiskMetrics multi-asset class market and credit risk analytics; IPD real estate information, indexes and analytics; MSCI ESG (environmental, social and governance) Research screening, analysis and ratings; and FEA valuation models and risk
management software for the energy and commodities markets. MSCI is headquartered in New York, with research and commercial offices around the world.
1
As of March 31, 2014, as reported on June 25, 2014 by eVestment, Lipper and Bloomberg.
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