SGX Real Estate 20 Index Built with Higher Liquidity
OREANDA-NEWS. March 18, 2016. Real Estate stocks are an important cornerstone of the Singapore stock market. These listings provide a marketplace for investors to own a part of those companies or trusts that are involved in developing, managing, owning, or serving parts of the real estate industry.
As noted in the SGX My Gateway Newsletter (click here) over the past five years through to 11 March 2016, the SGX Real Estate Total Return Index generated a 32.0% gain. This compares with the MSCI AC Asia ex-Japan Real Estate Index, which generated a 6.0% total return in US Dollar terms, or 14.7% total return in Singapore Dollar terms, over the same period. The SGX Real Estate Total Return Index maintains a higher dividend yield, dividend payout ratio, price-earnings ratio and price-to-book ratio than the MSCI AC Asia ex-Japan Real Estate Index.
SGX Real Estate 20 Index
The SGX Real Estate 20 Index is a free-float, market capitalisation-weighted index that measures the performance of the largest and most tradable companies in the SGX Real Estate Index. The two indices are highly correlated, hence, the SGX Real Estate 20 Index maintains that the same comparatively higher fundamental and valuation metrics to the MSCI AC Asia ex-Japan Real Estate Index.
To be eligible for index inclusion, a company’s business sector must be classified as “Real Estate”, as defined by the Thomson Reuters Business Classification (TBRC).
All eligible companies will be screened for liquidity semi-annually in March and September. Newly listed companies are treated as new constituents, with liquidity screened from the date of listing to the review cut-off dates. Liquidity screening focuses on turnover and free-float market capitalisation. New constituents to the SGX Real Estate 20 Index must meet a minimum daily traded velocity of 0.10% with free-float at least 20% of total market capitalisation.
Existing constituents of the SGX Real Estate 20 Index must meet a minimum daily traded velocity of 0.08% and free-float of at least 15%. The SGX Real Estate 20 Index also maintains a liquidity enhancement process at the semi-annual rebalancing to ensure constituents with greater daily traded velocity have a greater weighting. The constituents are ranked in descending order of total market capitalisation at each semi-annual review date to arrive at the 20 constituents. More on the Index methodology can be found here.
The SGX Real Estate 20 Index is made up of 20 constituents with a combined market capitalization of S\\$99.8 billion, which is about 11% of the total market capitalization of all stocks listed on SGX (Singapore Exchange). Together, the 10 largest constituents of the SGX Real Estate 20 Index account for more than 75% of the Index weights. The respective weights of these constituents are tabled below.
Source: SGX, Bloomberg & SGX StockFacts (data as of 15 March 2016)
Of the above 10 tabled stocks, seven are a part of the Straits Times Index (STI). The three exceptions are Suntec Real Investment Trust, CapitaLand Commercial Trust and Mapletree Industrial Trust. Note that CapitaLand Commercial Trust is scheduled to replace Noble Group in the STI effective at the market open on 21 March. Please note that Hongkong Land Holdings is also a part of the MSCI Hong Kong Index – representing approximately 1% of the Index weighting.
In the year thus far, the SGX Real Estate 20 Index has generated a total return of 0.7%, bringing the five-year total return to 35.0%. The five best performing stocks of the Index in the year-to-date have been Yanlord Land Group (+22.9%), Mapletree Commercial Trust (+12.5%), Frasers Centrepoint Trust (+11.2%), CapitaLand Mall Trust (+10.9%) and CapitaLand Commercial Trust (+9.9%). Together, they averaged a 13.5% year-to-date total return.
The five SGX Real Estate 20 Index constituents with the highest indicative dividend yield are CDL Hospitality Trusts (8.0%), Mapletree Logistics Trust (7.6%), Mapletree Greater China Commercial Trust (7.4%), CapitaLand Retail China Trust (7.2%) and Mapletree Industrial Trust (7.1%). These stocks maintain a dividend yield of 7.5%.
The table below details all 20 constituents of the SGX Real Estate 20 Index.
| Name | SGX Code | Index Weight % | Market Cap in S\\$M | Total Return YTD % | Dvd Ind Yld % | P/E | P/B | GICS® Sub Industry Name |
| CapitaLand | C31 | 10.9 | 13,321 | -6.6 | 2.9 | 12.5 | 0.7 | Diversified Real Estate Activities |
| Ascendas Real Estate Investment Trust | A17U | 10.2 | 6,167 | 5.3 | 6.5 | 14.0 | 1.2 | Industrial REITs |
| CapitaLand Mall Trust | C38U | 9.6 | 7,473 | 10.9 | 5.3 | 12.7 | 1.1 | Retail REITs |
| Global Logistic Properties | MC0 | 9.0 | 8,870 | -13.0 | 3.0 | 10.3 | 0.7 | Real Estate Operating Companies |
| Hongkong Land Holdings | H78 | 8.8 | 20,308 | -13.0 | 3.0 | 7.3 | 0.5 | Real Estate Operating Companies |
| Suntec Real Investment Trust | T82U | 7.1 | 4,195 | 9.0 | 5.9 | 11.8 | 0.8 | Diversified REITs |
| City Developments | C09 | 6.1 | 6,820 | -2.0 | 1.1 | 9.0 | 0.8 | Diversified Real Estate Activities |
| CapitaLand Commercial Trust | C61U | 5.8 | 4,241 | 9.9 | 6.0 | 13.8 | 0.8 | Office REITs |
| UOL Group | U14 | 5.6 | 4,674 | -5.9 | 2.6 | 11.9 | 0.6 | Diversified Real Estate Activities |
| Mapletree Commercial Trust | N2IU | 3.5 | 3,067 | 12.5 | 5.6 | 9.6 | 1.2 | Retail REITs |
| Keppel REIT | K71U | 3.4 | 3,224 | 9.1 | 6.7 | 8.5 | 0.7 | Office REITs |
| Mapletree Industrial Trust | ME8U | 3.4 | 2,773 | 3.2 | 7.1 | 7.0 | 1.2 | Industrial REITs |
| Mapletree Greater China Commercial Trust | RW0U | 3.2 | 2,565 | 1.6 | 7.4 | 6.8 | 0.8 | Diversified REITs |
| Mapletree Logistics Trust | M44U | 2.9 | 2,428 | 0.4 | 7.6 | 10.3 | 1.0 | Industrial REITs |
| Frasers Centrepoint Trust | J69U | 2.2 | 1,854 | 11.2 | 5.8 | 10.8 | 1.1 | Retail REITs |
| Starhill Global REIT | P40U | 2.2 | 1,669 | 3.2 | 6.7 | 18.9 | 0.8 | Retail REITs |
| CapitaLand Retail China Trust | AU8U | 1.8 | 1,199 | -1.0 | 7.2 | 10.4 | 0.8 | Retail REITs |
| CDL Hospitality Trusts | J85 | 1.7 | 1,286 | 2.3 | 8.0 | 20.5 | 0.8 | Hotel & Resort REITs |
| Wing Tai Holdings | W05 | 1.6 | 1,290 | -4.8 | 1.8 | 10.7 | 0.4 | Real Estate Development |
| Yanlord Land Group | Z25 | 1.1 | 2,407 | 22.9 | 1.2 | 7.7 | 0.6 | Real Estate Development |
| Average | 2.8 | 5.1 | 11.2 | 0.8 |
Source: SGX, Bloomberg & SGX StockFacts (data as of 15 March 2016)
The six stocks of the index with the most recent 12-month highs have been Global Logistic Properties (26 May 2015), Hongkong Land Holdings (26 May 2015), Yanlord Land Group (19 May 2015), CapitaLand Retail China Trust (6 May 2015), CapitaLand (28 April 2015) and Starhill Global REIT (28 April 2015). Meanwhile, the five stocks of the index with the most recent 12-month lows have been Hongkong Land Holdings (12 February 2016), UOL Group (12 February 2016), Wing Tai Holdings (12 February 2016), Global Logistic Properties (10 February 2016) and Keppel REIT (26 January 2016).
Note that among the 20 stocks, Hongkong Land Holdings trades in US dollars. For comparative representation, its last closing price, 12-month high and 12-month low are displayed in USD terms and not SGD equivalents in the table below.
Source: SGX, Bloomberg & SGX StockFacts (data as of 15 March 2016)
Please note above price are displayed in local currencies and not SGD equivalents




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