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Indices

STOXX® Japan Diversification Select 50 JPY

Summary

The STOXX Japan Diversification Select 50 JPY Index captures the performance of liquid stocks with low correlation, low volatility and high dividends from the STOXX Japan 600 Index.

The component selection process first excludes all stocks with the highest 12-months average correlation with all other stocks of the benchmark, then excludes stocks whose 3- or 12-month historical volatilities are the highest. Among the remaining stocks, the 50 stocks with the highest 12-month historical dividend yields are selected to be included in the index. The percentage of exclusion/inclusion at each step is the same.

Those constituents are weighted according to the inverse of their volatility, with a cap at 10%. The indices are reviewed quarterly.


Index Guides, Benchmark statement, and other reports are available under the Data tab.

Details

Symbol
SXJDSJN
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0298437002
Last Value
308.86 -0.59 (-0.19%)
As of 05:50 pm CET
Week to Week Change
-0.17%
52 Week Change
-1.91%
Year to Date Change
-0.87%
Daily Low
308.86
Daily High
308.86
52 Week Low
292.3399 — 5 Aug 2024
52 Week High
326.02 — 7 May 2024
Data

Top 10 Components

SENKO JP
AEON REIT INVESTMENT JP
HULIC REIT JP
MORI HILLS REIT INV. JP
MORI TRUST REIT JP
JAPAN LOGISTICS FUND JP
Orix JREIT Inc. JP
MITSUBISHI EST.LOGIST. REIT JP
DAIWA HOUSE REIT INVESTMENT JP
NTT URBAN DEV. ASSET MGT. JP
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