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ISTOXX INDICES

iSTOXX MUTB Japan Empowering Women 30

Index Description

The iSTOXX MUTB Japan Empowering Women 30 Index tracks the performance of 30 Japanese companies that support and encourage working women. The index selects companies with the highest empowering women score from the iSTOXX MUTB Japan Quality 150 Index. Empowering women score is calculated from four indicators: ratio of women in management positions, ratio of women officer positions, day-care facilities and allowances and re-employment plan for employees that were out of work due to pregnancy, childcare, relocation and other reasons. The index constituents are assigned equal weights.

Key facts

  • The index selects 30 Japanese companies that encourage and support working women
  • Underlying index considers four fundamental scores and liquidity to ensure quality and replicability
  • Securities are equal weighted

Descriptive Statistics

Index Market Cap (JPY bn) Components (JPY bn) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
iSTOXX MUTB Japan Empowering Women 30 N/A 161.5 5.4 5.4 5.9 4.5 3.7 2.8 93.4
iSTOXX MUTB Japan Quality 150 254,344.5 205,432.7 1,369.6 690.0 4,536.5 109.5 2.2 0.1 40.6

Supersector weighting (top 10)

Country weighting

Risk and return figures1

Index returns Return (%) Annualized return (%)
Last month YTD 1Y 3Y 5Y Last month YTD 1Y 3Y 5Y
iSTOXX MUTB Japan Empowering Women 30 1.7 9.3 22.0 13.0 45.1 N/A N/A 22.1 4.1 7.7
iSTOXX MUTB Japan Quality 150 3.5 15.1 36.2 39.4 91.8 N/A N/A 36.3 11.7 13.9
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX MUTB Japan Empowering Women 30 N/A N/A 13.0 14.9 16.0 N/A N/A 1.2 0.2 0.5
iSTOXX MUTB Japan Quality 150 N/A N/A 14.3 16.6 16.8 N/A N/A 1.9 0.6 0.8
Index to benchmark Correlation Tracking error (%)
iSTOXX MUTB Japan Empowering Women 30 0.9 0.9 0.9 0.9 0.9 7.3 6.3 5.7 5.5 5.3
Index to benchmark Beta Annualized information ratio
iSTOXX MUTB Japan Empowering Women 30 0.8 0.8 0.8 0.8 0.9 -3.1 -3.4 -2.0 -1.3 -1.1

1For information on data calculation, please refer to STOXX calculation reference guide

2Based on EURIBOR1M

(JPY, Gross Return), all data as of March 29, 2024

ISTOXX INDICES

iSTOXX MUTB Japan Empowering Women 30

Fundamentals

Index Price/earnings incl. negative Price/earnings excl. negative Price/book Dividend yield (%)3 Price/sales Price/cash flow
Trailing Projected Trailing Projected Trailing Trailing Trailing
iSTOXX MUTB Japan Empowering Women 30 18.0 17.7 18.0 18.0 2.3 2.2 1.7 25.7
iSTOXX MUTB Japan Quality 150 18.2 18.3 18.2 18.2 2.3 2.3 1.7 28.0

Performance and annual returns

Methodology

The iSTOXX MUTB Japan Empowering Women 30 Index tracks the performance of 30 Japanese companies that support and encourage working women. The iSTOXX MUTB Japan Quality 150 index constituents are screened for four indicators: ratio of women in management positions, ratio of women officer positions, day-care facilities and allowances and re-employment plan scores. A combined score, empowering women score, is calculated from these four indicators. The iSTOXX MUTB Japan Empowering Women 30 Index selects 30 securities with the highest combined score from the iSTOXX MUTB Japan Quality 150 Index.


The index is reviewed on a semi-annual basis in June and December and rebalanced in March and September. Index constituents are assigned equal weights.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Net Return EUR CH0540978092 ISMJEWR .ISMJEWR
Gross Return EUR CH0540978076 ISMJEWGR .ISMJEWGR
Price EUR CH0540978118 ISMJEWP .ISMJEWP
Net Return JPY CH0540978134 ISMJEWYN ISMJEWYN INDEX .ISMJEWYN
Price JPY CH0540978159 ISMJEWYP .ISMJEWYP
Gross Return JPY CH0540978100 ISMJEWYG .ISMJEWYG
Net Return USD CH0540978126 ISMJEWV .ISMJEWV
Price USD CH0540978084 ISMJEWL .ISMJEWL
Gross Return USD CH0540978142 ISMJEWGV .ISMJEWGV

Quick Facts

Weighting Equal Weighted
Cap Factor -
No. of components 30 at the review/ deletions not replaced
Review frequency Semi-annually in Jun. and Dec.
Calculation/distribution realtime 15 sec
Calculation hours 00:00:00 18:00:00
Base value/base date 100 as of Jun. 20, 2008
History Available since Jun. 20, 2008
Inception date May. 13, 2020
To learn more about the inception date, the currency, the calculation hours and historical values, please see our data vendor code sheet.

CONTACT DETAILS

  • STOXX customer support
  • P +41 43 430 7272
  • customersupport@stoxx.com
  • https://qontigo.com/support/

DISCLAIMER

STOXX, Deutsche Börse Group and their licensors, research partners or data providers do not make any warranties or representations, express or implied, with respect to the timeliness, sequence, accuracy, completeness, currentness, merchantability, quality or fitness for any particular purpose of its index data and exclude any liability in connection therewith. STOXX, Deutsche Börse Group and their licensors, research partners or data providers are not providing investment advice through the publication of indices or in connection therewith. In particular, the inclusion of a company in an index, its weighting, or the exclusion of a company from an index, does not in any way reflect an opinion of STOXX, Deutsche Börse Group or their licensors, research partners or data providers on the merits of that company. Financial instruments based on the STOXX indices, DAX indices or on any other indices supported by STOXX are in no way sponsored, endorsed, sold or promoted by STOXX, Deutsche Börse Group or their licensors, research partners or data providers.

BACKTESTED PERFORMANCE

This document contains index performance data based on backtesting, i.e. calculations of how the index might have performed prior to launch if it had existed using the same index methodology and based on historical constituents. Backtested performance information is purely hypothetical and is provided in this document solely for information purposes. Backtested performance does not represent actual performance and should not be interpreted as an indication of actual performance.

CUSTOMIZATION

The index can be used as a basis for the definition of STOXX Customized Indices, which can be tailored to specific client or mandate needs. STOXX offers a wide range of customization, in terms of component selection, weighting schemes and personalized calculation methodologies.

ISTOXX INDICES

iSTOXX MUTB Japan Empowering Women 30

Top 10 Components4

Company Supersector Country Weight
NITERRA Automobiles and Parts Japan 3.631%
Fast Retailing Co. Ltd. Retail Japan 3.617%
DIP Industrial Goods and Services Japan 3.580%
NICHIREI Food, Beverage and Tobacco Japan 3.551%
Tokio Marine Holdings Inc. Insurance Japan 3.524%
Mitsui & Co. Ltd. Industrial Goods and Services Japan 3.513%
YAOKO Personal Care, Drug and Grocery Stores Japan 3.442%
Sompo Holdings Insurance Japan 3.440%
Ono Pharmaceutical Co. Ltd. Health Care Japan 3.423%
HULIC Real Estate Japan 3.416%

3Net dividend yield is calculated as net return index return minus price index return

4Based on the composition as of March 29, 2024

CONTACT DETAILS

  • STOXX customer support
  • P +41 43 430 7272
  • customersupport@stoxx.com
  • https://stoxx.com/support/

DISCLAIMER

STOXX, Deutsche Börse Group and their licensors, research partners or data providers do not make any warranties or representations, express or implied, with respect to the timeliness, sequence, accuracy, completeness, currentness, merchantability, quality or fitness for any particular purpose of its index data and exclude any liability in connection therewith. STOXX, Deutsche Börse Group and their licensors, research partners or data providers are not providing investment advice through the publication of indices or in connection therewith. In particular, the inclusion of a company in an index, its weighting, or the exclusion of a company from an index, does not in any way reflect an opinion of STOXX, Deutsche Börse Group or their licensors, research partners or data providers on the merits of that company. Financial instruments based on the STOXX indices, DAX indices or on any other indices supported by STOXX are in no way sponsored, endorsed, sold or promoted by STOXX, Deutsche Börse Group or their licensors, research partners or data providers.

BACKTESTED PERFORMANCE

This document contains index performance data based on backtesting, i.e. calculations of how the index might have performed prior to launch if it had existed using the same index methodology and based on historical constituents. Backtested performance information is purely hypothetical and is provided in this document solely for information purposes. Backtested performance does not represent actual performance and should not be interpreted as an indication of actual performance.

CUSTOMIZATION

The index can be used as a basis for the definition of STOXX Customized Indices, which can be tailored to specific client or mandate needs. STOXX offers a wide range of customization, in terms of component selection, weighting schemes and personalized calculation methodologies.