Islamic market indexes

26 Aug, 2005

Two leading companies specialising in the creation of innovative indexes for established markets-New York-based Dow Jones indexes and London-based FTSE-launched their specialised Islamic market indexes in 1999. The Islamic market indexes are designed to provide a definitive standard for measuring stock market performance for Islamic investors on a global basis in accordance with the aforesaid companies, Dow Jones & FTSE, established index methodology as well as the Islamic investment guidelines.
The methodology used to construct and maintain the indexes aims to produce an investable index in which all constituent stocks are readily accessible and well traded. Both Dow Jones Islamic Index and FTSE Global Islamic Index consist of stocks already included in their global Indexes.
This means that the stocks listed in Islamic market indexes must meet firstly, the established criteria of these two companies. The Islamic market indexes are then selected by filtering the index universe through screens for business activities and financial ratios to remove stocks that are not suitable for Islamic investment purposes. Both companies follow the shari'ah guidelines for screening the acceptable business activities.
While Dow Jones has its own shari'ah Advisory Board, FTSE works in collaboration with Kuwait-based The International Investor (T II). T II ensures that shari'ah principles are applied to constituent stocks in the index series.
The Dow Jones Islamic Market Index (DJIMI) was launched in Bahrain on February 9,1999 for people wishing to invest according to Islamic investment guidelines. It consists of nearly 600 companies globally from 34 countries, covers over 100 industry groups and ten economic sectors and has a market cap of nearly 8 trillion dollars.
Currently, the Dow Jones Islamic Market family of indexes consists of the broad DJ Islamic Market Index, the DJ Islamic market US index, the DJ Islamic Market Technology Index, the DJ Islamic Market Extra Liquid Index , the DJ Islamic Market Canadian Index , the DJ Islamic Market UK Index, the DJ Islamic Market Europe Index, and the DJ Islamic Market Asia/Pacific Index.
The FTSE Global Islamic Index Series (GIIS) was launched by FTSE - a joint venture between the Financial Times and the London Stock Exchange- in November 1999. FTSE's GIl are equity benchmark indexes designed to track the performance of those leading publicly traded companies whose activities are consistent with Islamic Shari'ah principles.
Pioneered by the International Investor (TII) and calculated by FTSE GIl are designed for those who wish to invest according to Islamic investment guidelines. The FTSE Global Islamic Indexes track over 1,000 companies from 29 companies, offering investment in no less than 24 currencies spread across more than 30 different sectors.
FTSE Global Islamic Index Series calculates the following indexes: FTSE Global Islamic Index; FTSE American Islamic Index; FTSE Europe Islamic Index; FTSE Pacific Basin Islamic Index; FTSE South Africa Islamic Index;
EXCLUDED BUSINESSES INCLUDE:
-- Conventional interest-based financial services (banking, insurance, etc).
-- Entertainment ventures (casinos/gambling, cinema, pornography, hotels, etc).
-- Intoxicants (Alcohol, etc)
-- Tobacco manufacturers.
-- Pork related products
-- Defence and weapons related companies.
During the component selection process, each company in the universe index is examined based on its revenue allocation. If the company is involved in any of the above-mentioned business activities, it is considered inappropriate for Islamic investment purposes and is excluded from the index.
According to the "Guide to the Dow Jones Islamic Index, 2004, financial ratio filter excludes:
-- companies if Total Debt divided by Trailing 12-Month Average Market Capitalisation is greater than or equal to 33%
-- (Total Debt Short-Term Debt+ Current Portion of Long-Term Debt+Long-Term Debt)
-- companies if the sum of Cash and Interest Bearing Securities divided by Trailing 12-Month Average Market Capitalisation is greater than or equal to 33%.
-- companies if Accounts Receivable divided by Total Asset is greater than or equal to 45%.
-- (Account Receivable= Current Receivables+ Long-Term Receivable) Companies passing the screens are included as components of the Dow Jones Islamic Market index.
PERIODIC REVIEW OF CONSTITUENTS: According to industry sources listing in these indexes is updated every three or six months. Dow Jones Islamic market indexes, for example, are reviewed quarterly and annually by the Shari'ah Supervisory Board and by Dow Jones for consideration of exclusion or inclusion of components.
In addition, DJIMI Indexes are reviewed on an on-going basis to contemplate changes as a result of extraordinary events (eg, de-listing, bankruptcy, merger or take-over).
FTSE, on the other hand, works in collaboration with Kuwait-based The International Investor (TIl) which ensures that she ri'eh principle are applied to constituent stocks in the index series. In general FTSE Global Islamic Index Series is reviewed semi-annually by an experts committee.
The rules for inserting and deleting companies at the periodic review are designed to provide stability in the selection of constituents of the FTSE Global Islamic Index Series while ensuring that the indexes Series continues to be representative of the global markets.
Consequently, if a constituent entity ceases to be a constituent of the FTSE All-World Index markets it will be removed from the relevant FTSE Global Islamic Index.
Keeping in view the complexity of modern business it is difficult to say that any business is one hundred percent sher'ieh-compliant. Islamic shari'ah experts, therefore, advise the investors to keep themselves abreast of the latest developments of the companies listed in the Islamic indexes by visiting the webs of the companies creating the indexes and see if there any substantial change in the fundamentals, balance sheet and income statement from the previous period when a company was listed.
Islamic shari'ah scholars also advise the investors that there must always be an active process of cleaning the investment, ie, to do away with the income that might have resulted from prohibited transactions of the company by giving it to charity.
Thus, investing according to these indexes or stocks in them calls for cleaning the income, both from dividend and price increment that may have resulted from sha ri'ah unlawful activity of the company.
(The writer is a lecturer at the College of Islamic Banking, World at Lootah University (Internet), Dubai.)

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