Summary
The STOXX Japan Select 50 JPY Index captures the performance of liquid stocks with low volatility and high dividends from the STOXX Japan 600 Index.
The component selection process first excludes all stocks whose 3- or 12-month historical volatilities are the highest. Among the remaining stocks, the 50 stocks with the highest 12-month historical dividend yields are selected to be included in the index. The percentage of exclusion/inclusion at each step is the same.
Those constituents are weighted according to the inverse of their volatility, with a cap at 10%. The indices are reviewed quarterly.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SXJSEJG
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0298407229
Last Value
385.69
-3.20 (-0.82%)
As of CET
Week to Week Change
-1.21%
52 Week Change
16.05%
Year to Date Change
3.52%
Daily Low
385.69
Daily High
385.69
52 Week Low
326.35 — 6 Apr 2023
52 Week High
393.14 — 22 Mar 2024
Top 10 Components
| AEON REIT INVESTMENT | JP |
| FRONTIER RLST.INV. | JP |
| MORI HILLS REIT INV. | JP |
| NTT URBAN DEV. ASSET MGT. | JP |
| COMFORIA RESIDENTIAL REIT | JP |
| MORI TRUST REIT | JP |
| NIPPON ACCOMMS.FD. | JP |
| HULIC REIT | JP |
| JAPAN LOGISTICS FUND | JP |
| NOMURA REIT.MASTER FUND | JP |
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