Summary
The STOXX Asia/Pacific Select 50 JPY Index captures the performance of stocks with low volatility and high dividends from the STOXX Asia/Pacific 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
Top 10 Components
NETLINK | SG |
UNITED URB.INV. | JP |
DAIWA HOUSE REIT INVESTMENT | JP |
INDL.& INFR.FUND INV. | JP |
Transurban Group | AU |
LASALLE LOGIPORT REIT | JP |
KDX REALTY INVESTMENT CORPORATION | JP |
Oversea-Chinese Banking Corp. | SG |
Japan Metropolitan Fund Invest | JP |
CAPITALAND ASCENDAS REIT | SG |