FTSE/JSE Capped Indices

E914732

FTSE/JSE Capped Indices are South African equity benchmarks that limit the maximum weight of any single constituent to reduce concentration risk and improve diversification for investors.

All labels observed (2)

How this entity was disambiguated

Statements (43)

Predicate Object
instanceOf South African equity benchmark ⓘ
equity index ⓘ
stock market index family ⓘ
assetClass equities ⓘ
benefit improved diversification for investors ⓘ
calculationAgent FTSE Russell ⓘ
country South Africa ⓘ
currency South African rand ⓘ
dataSource Johannesburg Stock Exchange traded prices ⓘ
feature limits maximum weight of any single constituent ⓘ
reduces dominance of largest South African stocks ⓘ
governedBy FTSE Russell index ground rules ⓘ
marketStatus emerging market ⓘ
methodologyFeature constituent weight capping ⓘ
free-float market-capitalisation weighting before caps ⓘ
objective to provide diversified South African equity benchmarks ⓘ
to reduce single-stock concentration risk ⓘ
primaryUseInSouthAfrica benchmark for active managers ⓘ
benchmark for passive products ⓘ
provider FTSE Russell ⓘ
Johannesburg Stock Exchange ⓘ
rebalancingFrequency quarterly ⓘ
region Africa ⓘ
relatedIndexFamily FTSE Global Equity Index Series ⓘ
FTSE/JSE Africa Index Series ⓘ
reviewFrequency semi-annual index review ⓘ
riskManagementFeature concentration risk control ⓘ
sectorCoverage multi-sector ⓘ
segmentCoverage broad South African equity market ⓘ
large-cap South African equities ⓘ
mid-cap South African equities ⓘ
targetInvestor institutional investors ⓘ
retail investors ⓘ
transparencyFeature publicly available ground rules ⓘ
typicalCappingLevel 10% maximum weight per constituent ⓘ
15% maximum weight per constituent ⓘ
underlyingMarket Johannesburg Stock Exchange ⓘ
useCase performance benchmarking ⓘ
portfolio construction ⓘ
risk management ⓘ
underlying for exchange-traded funds ⓘ
underlying for index funds ⓘ
weightingScheme capped free-float market capitalisation ⓘ

How these facts were elicited

Referenced by (2)

Full triples — surface form annotated when it differs from this entity's canonical label.

FTSE/JSE Africa All Share Index → isParentIndexOf → FTSE/JSE Capped Indices ⓘ
FTSE/JSE Africa Index Series → includes → FTSE/JSE Capped SWIX All Share Index ⓘ
linked to: FTSE/JSE Capped Indices