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BENCHMARK INDICES

STOXX Japan 600

Index Description

STOXX global benchmark indices provide a broad yet liquid representation of different regions and countries. The indices are derived from their respective Total Market Index (TMI). They are weighted according to free-float market cap and cover about 95% of the free-float market cap of the relevant region or country.

Key facts

  • Broad and liquid benchmarks for market regions and countries worldwide
  • Broad number of components
  • Serve as benchmarks for their respective regions/actively managed funds
  • Serve as an underlying for a variety of financial products, are used for academic research and receive wide media coverage

Descriptive Statistics

Index Market Cap (EUR bn) Components (EUR bn) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
STOXX Japan 600 5,527.6 4,738.6 7.9 2.5 210.2 0.6 4.4 0.0 2.1
STOXX Japan Total Market 6,065.1 5,114.3 2.8 0.4 210.2 0.0 4.1 0.0 N/A

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
STOXX Japan 600 -1.7 11.8 15.8 17.6 43.6 N/A N/A 16.0 5.6 7.6
STOXX Japan Total Market -1.7 11.5 15.5 17.0 42.3 N/A N/A 15.8 5.4 7.4
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Japan 600 N/A N/A 22.4 18.9 18.6 N/A N/A 0.6 0.2 0.4
STOXX Japan Total Market N/A N/A 22.2 18.7 18.5 N/A N/A 0.6 0.2 0.4
Index to benchmark Correlation Tracking error (%)
STOXX Japan 600 1.0 1.0 1.0 1.0 1.0 0.9 0.6 0.6 0.5 0.4
Index to benchmark Beta Annualized information ratio
STOXX Japan 600 1.0 1.0 1.0 1.0 1.0 -0.1 0.7 0.5 0.4 0.5

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

2Based on EURIBOR1M

(EUR, Gross Return), all data as of August 30, 2024

BENCHMARK INDICES

STOXX Japan 600

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 Japan 600 15.6 14.7 15.1 15.1 1.4 2.2 1.0 28.5
STOXX Japan Total Market 15.4 14.7 14.8 14.8 1.3 2.2 1.0 28.5

Performance and annual returns