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STYLE INDICES

iSTOXX MUTB Japan Quality 150

Index Description

The iSTOXX MUTB Japan Quality 150 Index aims to capture the performance of quality companies with high profitability, low leverage and sustainable cash flows in Japan. The component selection is based on a combined ranking of four fundamentals ratios (return on equity, debt-to-capital, cash flow generation ability and business stability). Stocks need to fulfill minimum liquidity criteria before being added to the index.

Key facts

  • Pure quality play with large investability
  • Ideal for market participants seeking exposure to the Japanese market while only investing in quality stocks with sustainable profitability
  • Diversification through broad selection and capping of component weights to 2%

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 Quality 150 189,817.1 151,195.8 1,008.0 575.0 3,509.5 83.5 2.3 0.1 34.4
STOXX Japan 600 755,532.9 638,523.5 1,064.2 370.7 31,957.7 78.3 5.0 0.0 2.2

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 Quality 150 -2.9 16.3 11.7 24.9 39.9 N/A N/A 11.7 7.7 6.9
STOXX Japan 600 -3.0 19.1 16.3 43.5 39.0 N/A N/A 16.4 12.9 6.9
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX MUTB Japan Quality 150 N/A N/A 14.5 16.9 17.5 N/A N/A 0.6 0.4 0.5
STOXX Japan 600 N/A N/A 13.7 15.8 16.8 N/A N/A 1.0 0.7 0.4
Index to benchmark Correlation Tracking error (%)
iSTOXX MUTB Japan Quality 150 1.0 0.9 0.9 0.9 0.9 4.1 4.6 4.9 5.6 5.7
Index to benchmark Beta Annualized information ratio
iSTOXX MUTB Japan Quality 150 92.7 97.6 100.8 101.1 97.9 0.2 -0.8 -1.0 -0.8 0.2

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

2Based on EURIBOR1M

(JPY, Price), all data as of October 31, 2023

STYLE INDICES

iSTOXX MUTB Japan Quality 150

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 Quality 150 15.4 15.8 15.4 15.4 2.2 1.7 1.5 20.5
STOXX Japan 600 14.3 14.1 13.7 13.7 1.3 2.0 0.9 14.3

Performance and annual returns