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Indices

STOXX® Japan Diversification Select 50 JPY

Summary

The STOXX Japan Diversification Select 50 JPY Index captures the performance of liquid stocks with low correlation, low volatility and high dividends from the STOXX Japan 600 Index.

The component selection process first excludes all stocks with the highest 12-months average correlation with all other stocks of the benchmark, then excludes 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.

Symbol
SXJDSJN
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0298437002
Last Value
311.34 +0.36 (+0.12%)
As of 05:50 pm CET
Week to Week Change
1.85%
52 Week Change
4.45%
Year to Date Change
6.58%
Daily Low
294.65
Daily High
294.65
52 Week Low
277.7620 Mar 2023
52 Week High
311.339925 Aug 2023

Top 10 Components

NTT URBAN DEV. ASSET MGT. Real Estate JP
Japan Tobacco Inc. Food, Beverage and Tobacco JP
FRONTIER RLST.INV. Real Estate JP
NIPPON REIT INVESTMENT Real Estate JP
AEON REIT INVESTMENT Real Estate JP
DAIWA HOUSE REIT INVESTMENT Real Estate JP
ACTIVIA PROPERTIES Real Estate JP
DAIWA OFFICE INVESTMENT Real Estate JP
MORI HILLS REIT INV. Real Estate JP
NOMURA REIT.MASTER FUND Real Estate JP
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