Qatar Stock Exchange Announces Changes to QE Index Methodology

March 08, 2017

QSE announces changes to the index methodology of QE Index following a decision by QSE Index Committee and the approval of the Qatar Financial Markets Authority. The decision by the Index Committee is designed to enhance the tradability of the index and ensure that consistent liquidity is a determinant of index inclusion. 

The following changes will be effective from the upcoming semi-annual index review (April 2017): 

• Constituent Short Term Velocity: 

Existing QE Index constituents must have recorded annualized share velocity greater than 5% during the final quarter of the 12 Months Review Period. 

For a stock to enter the QE Index it must have recorded annualized share velocity greater than 5% for each of the 4 quarters of the 12 Months Review Period. 

• Constituent Trading Activity:  

 Existing QE index constituents must have traded during at least 80% of the trading days during the final quarter of the 12 Months Review Period. 

For a stock to enter the QE Index it must have traded at least 80% of the trading days of each of the 4 quarters of the 12 Months Review Period.

As a result of the above changes, the methodology document will be updated to reflect these changes.

For more information, please visit  www.qe.com.qa/qe-indices