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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.

Symbol
SXJDSJP
Calculation
Realtime
Dissemination Period
00:00-18:00 CET
ISIN
CH0298436996
Last Value
191.07 -0.42 (-0.22%)
As of 05:50 pm CET
Week to Week Change
-1.24%
52 Week Change
5.83%
Year to Date Change
-0.22%
Daily Low
191.06
Daily High
192.32
52 Week Low
175.3220 Mar 2023
52 Week High
198.0619 Sep 2023

Top 10 Components

AEON REIT INVESTMENT JP
FRONTIER RLST.INV. JP
MORI HILLS REIT INV. JP
NTT URBAN DEV. ASSET MGT. JP
COMFORIA RESIDENTIAL REIT JP
MORI TRUST REIT JP
NIPPON ACCOMMS.FD. JP
HULIC REIT JP
JAPAN LOGISTICS FUND JP
NOMURA REIT.MASTER FUND JP
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