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BENCHMARK INDICES

STOXX Japan International Exposure

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Index Description

The STOXX International Exposure indices provide investors exposure to companies that generate a substantial portion of their revenue outside their respective �home� region. Revenue exposures are derived based on regional revenue breakdowns as reported by companies as well as based on estimations that are, in turn, based on an estimator developed by STOXX.

Key facts

  • exposure to markets outside the region the companies are listed in
  • rules based and transparent
  • selection of companies based on broad and representative yet liquid STOXX Japan 600

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 International Exposure 1,780.6 1,565.8 8.7 2.7 72.5 0.3 4.6 0.0 2.9
STOXX Japan 600 5,526.8 4,738.8 7.9 2.5 197.5 0.6 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
STOXX Japan International Exposure 0.6 8.4 11.8 -1.0 24.2 N/A N/A 12.0 -0.4 4.5
STOXX Japan 600 3.5 12.6 16.1 16.7 30.0 N/A N/A 16.4 5.3 5.4
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Japan International Exposure N/A N/A 25.6 22.4 21.6 N/A N/A 0.3 -0.1 0.1
STOXX Japan 600 N/A N/A 23.1 19.3 19.0 N/A N/A 0.5 0.1 0.2
Index to benchmark Correlation Tracking error (%)
STOXX Japan International Exposure 1.0 1.0 1.0 1.0 1.0 3.7 5.2 5.2 6.8 6.1
Index to benchmark Beta Annualized information ratio
STOXX Japan International Exposure 1.1 1.1 1.1 1.1 1.1 -9.6 -0.7 -0.7 -0.8 -0.1

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

2Based on EURIBOR1M

(EUR, Net Return), all data as of November 29, 2024

BENCHMARK INDICES

STOXX Japan International Exposure

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 International Exposure 17.8 16.4 16.9 16.9 1.6 1.6 1.2 21.3
STOXX Japan 600 14.7 14.7 14.3 14.3 1.4 1.9 1.0 24.3

Performance and annual returns

Methodology

From the STOXX Japan 600 , companies that generate at least 50% of revenue outside of their region are selected. Based on most recent annual reports, revenue share is updated on an annual basis.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Price EUR CH0272770006 SXJIXP .SXJIXP
Net Return EUR CH0272769990 SXJIXR SXJIXR INDEX .SXJIXR
Gross Return EUR CH0272769982 SXJIXGR .SXJIXGR
Gross Return JPY CH0272770048 SXJIXGF .SXJIXGF
Net Return JPY CH0272770055 SXJIXF .SXJIXF
Price JPY CH0272770063 SXJIXK SXJIXK INDEX .SXJIXK
Price USD CH0272770030 SXJIXL SXJIXL INDEX .SXJIXL
Gross Return USD CH0272770014 SXJIXGV SXJIXGV INDEX .SXJIXGV
Net Return USD CH0272770022 SXJIXV SXJIXV INDEX .SXJIXV

Quick Facts

Weighting Free-float market cap multiplied with exposure
Cap Factor 5%
No. of components Variable
Review frequency Quarterly, in Mar., Jun., Sep., Dec.
Calculation/distribution Net return (EUR/USD/GBP or JPY) for : realtime (every 15 seconds)
Calculation hours Realtime: 9:00 � 18:00 CET End-of-day: 18:00 CET
Base value/base date 100 as of Sep. 24, 2007
History Available daily back since Sep. 24, 2007
Inception date Mar. 31, 2015
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
Hitachi Ltd. Industrial Goods and Services Japan 4.632%
Toyota Motor Corp. Automobiles and Parts Japan 4.430%
RECRUIT HOLDINGS Industrial Goods and Services Japan 3.879%
Shin-Etsu Chemical Co. Ltd. Chemicals Japan 3.850%
Keyence Corp. Industrial Goods and Services Japan 3.568%
Nintendo Co. Ltd. Consumer Products and Services Japan 3.392%
Tokyo Electron Ltd. Technology Japan 3.098%
Mitsubishi Corp. Industrial Goods and Services Japan 2.446%
Takeda Pharmaceutical Co. Ltd. Health Care Japan 2.416%
Daiichi Sankyo Co. Ltd. Health Care Japan 2.309%

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.