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
SXJSEJP
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0298407203
Last Value
210.39
+1.14 (+0.54%)
As of CET
Week to Week Change
-0.09%
52 Week Change
10.52%
Year to Date Change
3.85%
Daily Low
208.68
Daily High
210.39
52 Week Low
188.4199 — 1 Jun 2023
52 Week High
212.48 — 22 Mar 2024
Top 10 Components
| FRONTIER RLST.INV. | JP |
| AEON REIT INVESTMENT | JP |
| MORI HILLS REIT INV. | JP |
| NTT URBAN DEV. ASSET MGT. | JP |
| COMFORIA RESIDENTIAL REIT | JP |
| NOMURA REIT.MASTER FUND | JP |
| Japan Tobacco Inc. | JP |
| NIPPON ACCOMMS.FD. | JP |
| JAPAN LOGISTICS FUND | JP |
| MITSUBISHI EST.LOGIST. REIT | JP |
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