FTSE Russell Factsheet

FTSE/JSE All Share Index

Data as at: 28 June 2024
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The FTSE/JSE Africa Index Series is designed to represent the performance of South African FEATURES
companies, providing investors with a comprehensive and complementary set of indexes, which
measure the performance of the major capital and industry segments of the South African Coverage
market. The FTSE/JSE All Share Index represents
99% of the full market capital value i.e.
The FTSE/JSE All Share Index represents 99% of the full market capital value i.e. before the before the application of any investability
application of any investability weightings, of all ordinary securities listed on the main board of weightings, of all ordinary securities listed on
the JSE, subject to minimum freefloat and liquidity criteria.
the main board of the JSE, subject to
5-Year Performance - Total Return minimum freefloat and liquidity criteria.
(ZAR)
Objective
220
The index is designed for use in the creation
200
180 of index tracking funds, derivatives and as a
160 performance benchmark.
140
Investability
120
100 Stocks are selected and weighted to ensure
80 that the index is investable.
60
Jun-2019 Jun-2020 Jun-2021 Jun-2022 Jun-2023 Jun-2024 Liquidity
Data as at month end
Stocks are screened to ensure that the index
is tradable.
FTSE/JSE All Share Index FTSE/JSE Top 40 Index FTSE/JSE Mid Cap Index FTSE/JSE Small Cap Index

Transparency
The index uses a transparent, rules-based
Performance and Volatility - Total Return
construction process. Index Methodologies
Index (ZAR) Return % Return pa %* Volatility %**
are freely available on the FTSE Russell
3M 6M YTD 12M 3YR 5YR 3YR 5YR 1YR 3YR 5YR
website.
FTSE/JSE All Share Index 8.2 5.8 5.8 9.1 36.6 65.2 11.0 10.6 15.3 16.0 16.7
Availability
FTSE/JSE Top 40 Index 7.9 5.5 5.5 7.2 37.0 67.6 11.1 10.9 16.3 16.9 17.2
The index is calculated based on price and
FTSE/JSE Mid Cap Index 9.5 5.7 5.7 17.3 31.0 44.1 9.4 7.6 15.7 16.3 19.8
total return methodologies, both real time
FTSE/JSE Small Cap Index 10.7 9.6 9.6 20.2 59.2 102.6 16.8 15.2 11.6 12.8 19.3
and end-of-day.
* 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
Industry Classification Benchmark (ICB)
Index constituents are categorized in
Year-on-Year Performance - Total Return
accordance with the Industry Classification
Index % (ZAR) 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023 Benchmark (ICB), the global standard for
FTSE/JSE All Share Index 10.9 5.1 2.6 21 -8.5 12 7 29.2 3.6 9.3 industry sector analysis.
FTSE/JSE Top 40 Index 9.2 7.5 -1.6 23.1 -8.3 12.4 10 28.4 4.2 9

FTSE/JSE Mid Cap Index 19.6 -7.5 26.9 7.4 -9.7 15.6 -14.4 28.9 1.6 9.7

FTSE/JSE Small Cap Index 20.6 -3.9 20.9 3 -14.6 -4.1 -0.3 59.1 7.6 11.2

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/JSE All Share Index Data as at: 28 June 2024

Return/Risk Ratio and Drawdown - Total Return INFORMATION

Index (ZAR) Return/Risk Ratio Drawdown (%)
Index Universe
1YR 3YR 5YR 10YR 1YR 3YR 5YR 10YR
All ordinary securities listed on the main
FTSE/JSE All Share Index 0.7 0.7 0.6 0.6 -10.6 -15.6 -35.2 -35.2
board of the JSE
FTSE/JSE Top 40 Index 0.6 0.7 0.6 0.6 -12.0 -17.2 -34.6 -34.6
Index Launch
FTSE/JSE Mid Cap Index 1.3 0.6 0.4 0.4 -9.1 -14.6 -42.3 -42.3

FTSE/JSE Small Cap Index 1.9 1.3 0.8 0.5 -7.0 -8.7 -41.1 -51.3 24 June 2002
Base Date
Return/Risk Ratio – based on compound annual returns and volatility in Performance and Volatility table
Drawdown - based on daily data 21 June 2002

Top 10 Constituents Base Value

Constituent ICB Sector Net MCap (ZARm) Wgt % 10815.08

Naspers Software and Computer Services 632,605 10.41 Investability Screen
Firstrand Limited Banks 389,095 6.41
Actual free float applied and liquidity
Standard Bank Group Banks 281,545 4.63
screened
Gold Fields Precious Metals and Mining 240,994 3.97
Index Calculation
Anglo American Industrial Metals and Mining 237,688 3.91
Real-time and end-of-day indexes available
Capitec Bank Hldgs Ltd Banks 223,791 3.68

Prosus Software and Computer Services 210,652 3.47 End-of-Day Distribution

Compagnie Financiere Richemont AG Personal Goods 168,563 2.77 Via SFTP and email
MTN Group Telecommunications Service Providers 153,344 2.52 Currency
British American Tobacco PLC Tobacco 144,177 2.37
ZAR
Totals 2,682,454 44.16
Review Dates
ICB Supersector Breakdown March, June, September and December
ICB Code ICB Supersector No. of Cons Net MCap (ZARm) Wgt % History
1010 Technology 6 861,951 14.19
JSE: June 1995 to 21 June 2002
1510 Telecommunications 5 250,639 4.13
FTSE: From 21 June 2002 onwards
2010 Health Care 4 129,769 2.14

3010 Banks 7 1,228,315 20.22

3020 Financial Services 11 215,363 3.55

3030 Insurance 6 344,882 5.68

3510 Real Estate 19 273,494 4.50

4020 Consumer Products and Services 3 188,218 3.10

4040 Retailers 9 257,721 4.24

4050 Travel and Leisure 4 20,272 0.33

4510 Food, Beverage and Tobacco 8 302,063 4.97

Personal Care, Drug and Grocery

4520 6 405,020 6.67
Stores

5010 Construction and Materials 3 19,215 0.32

5020 Industrial Goods and Services 8 218,455 3.60

5510 Basic Resources 18 1,197,970 19.72

5520 Chemicals 3 102,253 1.68

6010 Energy 3 59,097 0.97

Totals 123 6,074,696 100.00

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/JSE All Share Index Data as at: 28 June 2024

Index Characteristics
Attributes FTSE/JSE All Share
Number of constituents 123

Net MCap (ZARm) 6,074,696

Dividend Yield % 3.76

Constituent Sizes (Net MCap ZARm)

Average 49,388

Largest 632,605

Smallest 816

Median 14,256

Weight of Largest Constituent (%) 10.41

Top 10 Holdings (% Index MCap) 44.16

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.