Скачать или смотреть Understanding The Concept of DFM's New Methodology for Indices (part 1) | DFMGI

DFM is planning to adopt a new methodology for its indices, including the DFM General Index and the Sectoral Indices, during the fourth quarter of 2022, in cooperation with S&P Dow Jones Indices.

This is a step from DFM to continuously developing its services in line with international best practices and to cater to investors’ growing appetite towards its investment opportunities. It also provides market participants with world-class investable benchmarks for the DFM equity market.

Key improvements and additions to the indices’ methodology include; capping the threshold of a DFM index individual constituent at 10% of the index weightage instead of 20% currently hence limiting the effect of limited number of companies on the index, the index calculation will be based on actual free float adjusted market capitalization and quarterly rebalancing of the index replacing the current semiannual review.