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ISTOXX INDICES

iSTOXX MUTB Japan Semiconductor Leaders

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Index Description

The iSTOXX MUTB Japan Semiconductor Leaders Index is comprised of companies with exposure to the Japanese semiconductor industry through direct revenue. Revere (RBICS) Revenue dataset allow detailed breakdown of the revenue sources of the eligible companies helping this index to select companies with exposure to the Japanese semiconductor industry.

Key facts

  • Index is comprised of companies with exposure to the Japanese semiconductor industry.
  • Based on FactSet Revere data for a detailed revenue breakdown.
  • The maximum company weight of the index is no higher than 7.5%.
  • The index is reviewed semi-annual in June and December.

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 Semiconductor Leaders N/A 157.1 3.8 2.0 15.5 0.0 9.8 0.0 25.8
STOXX Japan 600 876,685.2 751,689.9 1,252.8 402.7 31,321.6 91.1 4.2 0.0 2.0

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 Semiconductor Leaders -8.4 -3.0 0.4 37.6 147.1 N/A N/A 0.4 11.2 19.8
STOXX Japan 600 -0.7 13.0 12.3 37.6 57.4 N/A N/A 12.5 11.3 9.6
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX MUTB Japan Semiconductor Leaders N/A N/A 35.3 30.0 29.0 N/A N/A -0.1 0.3 0.6
STOXX Japan 600 N/A N/A 23.5 18.8 18.9 N/A N/A 0.4 0.4 0.4
Index to benchmark Correlation Tracking error (%)
iSTOXX MUTB Japan Semiconductor Leaders 0.9 0.9 0.9 0.8 0.8 16.7 19.7 19.5 17.9 17.3
Index to benchmark Beta Annualized information ratio
iSTOXX MUTB Japan Semiconductor Leaders 1.7 1.3 1.3 1.3 1.3 -5.8 -0.7 -0.5 0.1 0.6

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

2Based on EURIBOR1M

(JPY, Price), all data as of November 29, 2024

ISTOXX INDICES

iSTOXX MUTB Japan Semiconductor Leaders

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 Semiconductor Leaders 19.7 18.2 19.6 19.6 2.5 0.8 2.1 31.4
STOXX Japan 600 14.7 14.7 14.3 14.3 1.4 1.9 1.0 24.3

Performance and annual returns

Methodology

The iSTOXX MUTB Japan Semiconductor Leaders Index is comprised of companies with exposure to the Japanese semiconductor industry through direct revenue. Securities are selected as part of a multi step process:
1. Category 1: Select up to 50 companies, prioritizing those with the highest aggregate revenue generated within the sectors associated from the 1st category. If fewer than 30 companies are initially selected, additional companies will be added from step 2.
2. Category 2: Select companies that are not already part of category 1 with the highest aggregate revenue generated within the sectors associated from the 2nd category until the index reach 30 companies

The index is price-weighted with weighting factors based on free-float market capitalization adjusted by revenue exposure with individual capping at 7.5%. The index is reviewed semi-annually in June and December.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Net Return EUR CH1213359933 ISXMSEEN .ISXMSEEN
Gross Return EUR CH1213359941 ISXMSEEG .ISXMSEEG
Price EUR CH1213359958 ISXMSEEP .ISXMSEEP
Price JPY CH1213359891 ISXMSEP .ISXMSEP
Net Return JPY CH1213359875 ISXMSEN ISXMSEN INDEX .ISXMSEN
Gross Return JPY CH1213359883 ISXMSEG .ISXMSEG
Gross Return USD CH1213359917 ISXMSEUG .ISXMSEUG
Net Return USD CH1213359909 ISXMSEUN .ISXMSEUN
Price USD CH1213359925 ISXMSEUP .ISXMSEUP

Quick Facts

Weighting Price weighted with a weighting factor and capping factor
Cap Factor NA
No. of components 50
Review frequency Semi-Annually
Calculation/distribution Realtime 15 sec
Calculation hours 00:00:00 18:00:00
Base value/base date 1000 as of June. 18, 2018
History Available from Jun. 18, 2018
Inception date January. 26, 2024
To learn more about the inception date, the currency, the calculation hours and historical values, please see our data vendor code sheet.

Top 10 Components4

Company Supersector Country Weight
Advantest Corp. Technology Japan 9.835%
Disco Corp. Technology Japan 8.803%
SONY GROUP CORP. Consumer Products and Services Japan 8.516%
Tokyo Electron Ltd. Technology Japan 7.520%
Hoya Corp. Health Care Japan 7.478%
RENESAS ELECTRONICS Technology Japan 6.969%
Hitachi Ltd. Industrial Goods and Services Japan 5.719%
LASERTEC Technology Japan 5.392%
SCREEN HOLDINGS Technology Japan 4.596%
Canon Inc. Technology Japan 2.980%

3Net dividend yield is calculated as net return index return minus price index return

4Based on the composition as of November 29, 2024

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.