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THEME INDICES

STOXX Global Automation & Robotics (TTM) JPY

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Index Description

The STOXX Global Automation & Robotics (TTM) JPY Index tracks the performance of the USD version of the STOXX Global Automation & Robotics Index converted into Japanese Yen using the Telegraphic Transfer Middle JPY exchange rate.

Key facts

  • Index allows targeted investment in robotics and automation.
  • Detailed Revere data helps select companies from relevant sectors based on revenue exposure.
  • Size and liquidity filters ensure replicability.
  • The USD version of the index is converted into Japanese Yen using the Telegraphic Transfer Middle JPY exchange rate.

Descriptive Statistics

Index Market Cap (JPY ) Components (JPY ) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
STOXX Global Automation & Robotics (TTM) JPY N/A N/A N/A N/A N/A N/A N/A N/A N/A
STOXX Global Automation & Robotics N/A N/A N/A N/A N/A N/A N/A N/A N/A

Risk and return figures1

Index returns Return (%) Annualized return (%)
Last month YTD 1Y 3Y 5Y Last month YTD 1Y 3Y 5Y
STOXX Global Automation & Robotics (TTM) JPY -3.1 30.6 33.7 62.1 92.7 N/A N/A 33.7 17.5 14.0
STOXX Global Automation & Robotics -5.1 23.0 30.5 15.2 46.9 N/A N/A 30.9 4.9 8.1
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Global Automation & Robotics (TTM) JPY N/A N/A 20.4 22.2 23.7 N/A N/A 1.3 0.7 0.5
STOXX Global Automation & Robotics N/A N/A 20.8 22.3 22.9 N/A N/A 1.5 0.3 0.4
Index to benchmark Correlation Tracking error (%)
STOXX Global Automation & Robotics (TTM) JPY N/A 0.1 0.0 0.0 0.0 N/A 23.6 27.6 31.6 33.4
Index to benchmark Beta Annualized information ratio
STOXX Global Automation & Robotics (TTM) JPY N/A 0.1 0.0 0.0 0.0 N/A 1.3 0.5 0.3 -0.1

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

2Based on EURIBOR1M

(JPY, Net Return), all data as of September 29, 2023

THEME INDICES

STOXX Global Automation & Robotics (TTM) JPY

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
STOXX Global Automation & Robotics (TTM) JPY N/A N/A N/A N/A N/A N/A N/A N/A
STOXX Global Automation & Robotics N/A N/A N/A N/A N/A N/A N/A N/A

Performance and annual returns

Methodology

The STOXX Global Automation & Robotics (TTM) JPY Index tracks the performance of the USD version of the STOXX Global Automation & Robotics Index converted into Japanese Yen using the Telegraphic Transfer Middle JPY exchange rate. This rate is published end-of-day Japan time. It is therefore available in the morning CET and refers to the previous day. For this reason, the previous days the previous days index value is used in the calcula-tion.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Net Return JPY CH0313264662 IXARTTMN IXARTTMN INDEX .IXARTTMN
Price JPY CH0313264654 IXARTTMP nan .IXARTTMP
Gross Return JPY CH0313264670 IXARTTMG nan .IXARTTMG

Quick Facts

Calculation/distribution dayend
Calculation hours 22:30:00 22:30:00
Base value/base date 1000 as of Jun. 21, 2011
History 21.06.2011
Inception date Oct. 10, 2018
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://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.

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.