S&P/CSE Sector and Industry Group Indices - S&P Global

S&P/CSE Sector and Industry

Group Indices

Methodology

February 2024

S&P Dow Jones Indices: Index Methodology

Table of Contents

Introduction

3

Index Objective, Highlights, and Index Family

3

Supporting Documents

4

Eligibility Criteria and Index Construction

5

Approaches

5

Index Eligibility

5

Constituent Selection

5

Constituent Weightings

6

Index Calculations

6

Index Maintenance

7

Rebalancing

7

Corporate Actions

7

Currency of Calculation and Additional Index Return Series

8

Base Date and History Availability

8

Index Data

9

Calculation Return Types

Index Governance

Index Committee

Index Policy

9

10

10

11

Announcements

11

Pro-forma Files

11

Holiday Schedule

11

Rebalancing

11

Unexpected Exchange Closures

11

Recalculation Policy

11

Real-Time Calculation

11

Contact Information

11

Index Dissemination

12

Tickers

12

Index Data

12

Web sites

12

Appendix I

S&P Dow Jones Indices: S&P/CSE Sector and Industry Group Indices Methodology

13

1

Methodology Changes

Appendix II

13

14

ESG Disclosures

Disclaimer

14

15

Performance Disclosure/Back-Tested Data

15

Intellectual Property Notices/Disclaimer

16

ESG Indices Disclaimer

18

S&P Dow Jones Indices: S&P/CSE Sector and Industry Group Indices Methodology

2

Introduction

Index Objective, Highlights, and Index Family

The S&P/CSE Sector and Industry Group Indices are designed to measure the float-adjusted market

capitalization weighted performance of various sectors and industry groups within the Sri Lankan equities

market, as defined by the Global Industry Classification Standard (GICS ?). The indices are the result of a

partnership between S&P Dow Jones Indices and the Colombo Stock Exchange (CSE).

The S&P/CSE Sector and Industry Group indices include the following:

S&P/CSE Sector Indices

S&P/CSE Energy Sector Index

S&P/CSE Materials Sector Index

S&P/CSE Industrials Sector Index

S&P/CSE Consumer Discretionary

Sector Index

S&P/CSE Consumer Staples Sector

Index

S&P/CSE Health Care Sector Index

S&P/CSE Financials Sector Index

S&P/CSE Information Technology

Sector Index

S&P/CSE Communication Services

Sector Index

S&P/CSE Utilities Sector Index

S&P/CSE Real Estate Sector Index

1

S&P/CSE Industry Group Indices

S&P/CSE Energy Industry Group Index

S&P/CSE Materials Industry Group Index

S&P/CSE Capital Goods Industry Group Index

S&P/CSE Commercial & Professional Services Industry Group Index

S&P/CSE Transportation Industry Group Index

S&P/CSE Automobiles & Components Industry Group Index

S&P/CSE Consumer Durables & Apparel Industry Group Index

S&P/CSE Consumer Services Industry Group Index

S&P/CSE Consumer Discretionary Distribution & Retail Industry Group

Index

S&P/CSE Consumer Staples Distribution & Retail Industry Group Index

S&P/CSE Food, Beverage & Tobacco Industry Group Index

S&P/CSE Household & Personal Products Industry Group Index

S&P/CSE Health Care Equipment & Services Industry Group Index

S&P/CSE Pharmaceuticals, Biotechnology & Life Sciences Industry Group

Index1

S&P/CSE Banks Industry Group Index

S&P/CSE Financial Services Industry Group Index

S&P/CSE Insurance Industry Group Index

S&P/CSE Software & Services Industry Group Index

S&P/CSE Technology Hardware & Equipment Industry Group Index1

S&P/CSE Semiconductors & Semiconductor Equipment Industry Group

Index1

S&P/CSE Telecommunication Services Industry Group Index

S&P/CSE Media & Entertainment Industry Group Index1

S&P/CSE Utilities Industry Group Index

S&P/CSE Equity Real Estate Investment Trusts (REITs) Industry Group

Index

S&P/CSE Real Estate Management & Development Industry Group Index

Currently, there are no eligible stocks and the indices are not being calculated. If stocks are issued meeting the eligibility

requirements, those will be added to the indices according to the rules detailed in this methodology and index calculation and

dissemination will commence.

S&P Dow Jones Indices: S&P/CSE Sector and Industry Group Indices Methodology

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Supporting Documents

This methodology is meant to be read in conjunction with supporting documents providing greater detail

with respect to the policies, procedures and calculations described herein. References throughout the

methodology direct the reader to the relevant supporting document for further information on a specific

topic. The list of the main supplemental documents for this methodology and the hyperlinks to those

documents is as follows:

Supporting Document

S&P Dow Jones Indices¡¯ Equity Indices Policies &

Practices Methodology

S&P Dow Jones Indices¡¯ Index Mathematics

Methodology

S&P Dow Jones Indices¡¯ Float Adjustment

Methodology

S&P Dow Jones Indices¡¯ Global Industry

Classification Standard (GICS) Methodology

URL

Equity Indices Policies & Practices

Index Mathematics Methodology

Float Adjustment Methodology

GICS Methodology

This methodology was created by S&P Dow Jones Indices to achieve the aforementioned objective of

measuring the underlying interest of each index governed by this methodology document. Any changes to

or deviations from this methodology are made in the sole judgment and discretion of S&P Dow Jones

Indices and the CSE so that the index continues to achieve its objective.

CSE is a trademark of the Colombo Stock Exchange and has been licensed for use by S&P Dow Jones

Indices.

S&P Dow Jones Indices: S&P/CSE Sector and Industry Group Indices Methodology

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