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BENCHMARK INDICES

STOXX Japan 600 Equal Weight

Index Description

The STOXX Japan 600 Equal Weight Index measures the performance of the same stocks as the standard free-float market cap weighted indices but uses a different weighting scheme by attributing to each component the same weight. The index has a fixed number of components and is part of the STOXX blue-chip index family.

Key facts

  • The reduced importance of single components makes the index performance less dependent on the performance of individual members.
  • Smaller companies are more strongly represented in the STOXX Japan 600 Equal Weight Index than in the parent index.

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 Equal Weight N/A 57,856.9 96.4 95.4 155.6 53.9 0.3 0.1 24.9
STOXX Japan 600 5,350.7 4,580.6 7.6 2.3 245.0 0.2 5.3 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
STOXX Japan 600 Equal Weight -1.4 1.5 7.5 9.3 27.0 N/A N/A 7.5 3.0 4.9
STOXX Japan 600 -0.5 7.9 15.3 19.3 44.2 N/A N/A 15.5 6.1 7.7
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Japan 600 Equal Weight N/A N/A 13.6 15.2 16.6 N/A N/A 0.2 0.1 0.2
STOXX Japan 600 N/A N/A 15.5 16.5 17.1 N/A N/A 0.6 0.2 0.4
Index to benchmark Correlation Tracking error (%)
STOXX Japan 600 Equal Weight 0.9 1.0 1.0 1.0 1.0 4.8 5.0 4.3 3.8 3.6
Index to benchmark Beta Annualized information ratio
STOXX Japan 600 Equal Weight 0.9 0.8 0.8 0.9 0.9 -2.3 -3.0 -1.7 -0.9 -0.8

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

2Based on EURIBOR1M

(EUR, Gross Return), all data as of May 31, 2024

BENCHMARK INDICES

STOXX Japan 600 Equal Weight

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 Equal Weight 16.3 14.9 14.9 14.9 1.2 2.4 0.8 23.4
STOXX Japan 600 16.4 15.4 15.7 15.7 1.4 2.2 1.1 22.6

Performance and annual returns