RUSSELL/NOMURA Japan Style Index (Daily Report)

Russell/Nomura Japan Index



Index Numberof
Stocks		 Weight
(%)		 Daily Index Return Return(%)(Non-Annualised)
14-November-2024 31-October-2024
IndexLevel %Change MthToDt 1 Mnth 3 Mnth 6 Mnth 12Mnth YrToDt
Total Market 1383 100.00 614.48 -0.2943 + 0.1560 +1.92 -3.36 -1.12 +20.32 +14.33
Total Value 1007 48.44 1297.51 -0.2564 + 1.4024 +2.50 -5.31 -3.54 +19.93 +17.43
Total Growth 716 51.56 257.77 -0.3299 -0.9871 +1.39 -1.51 +1.21 +21.00 +11.66
Large 298 86.65 594.30 -0.2413 + 0.1908 +2.11 -3.54 -1.33 +21.16 +15.13
Large Value 199 40.08 1215.64 -0.2146 + 1.6023 +2.83 -5.67 -4.04 +20.66 +18.48
Large Growth 192 46.57 271.69 -0.2643 -0.9931 +1.51 -1.68 +1.07 +21.87 +12.49
Top 50 51.17 497.11 -0.0197 + 0.7393 +3.58 -4.35 -1.90 +24.20 +17.48
Top Value 28 20.21 1191.89 + 0.2185 + 2.7632 +4.57 -6.65 -5.16 +23.61 +23.08
Top Growth 38 30.96 232.47 -0.1747 -0.5396 +2.96 -2.84 +0.28 +25.00 +14.19
Mid 248 35.48 787.95 -0.5592 -0.5898 +0.09 -2.37 -0.50 +16.94 +11.96
Mid Value 171 19.87 1144.30 -0.6513 + 0.4481 +1.15 -4.68 -2.91 +17.56 +14.23
Mid Growth 154 15.61 381.49 -0.4417 -1.8804 -1.20 +0.65 +2.65 +16.23 +9.34
Mid-Small 1333 48.83 770.24 -0.5804 -0.4477 +0.25 -2.32 -0.30 +16.43 +11.28
Mid-Small Value 979 28.23 1264.01 -0.5937 + 0.4500 +1.09 -4.35 -2.38 +17.18 +13.78
Mid-Small Growth 678 20.60 328.60 -0.5622 -1.6512 -0.85 +0.52 +2.61 +15.57 +8.15
Small 1085 13.35 722.91 -0.6367 -0.0674 +0.70 -2.19 +0.22 +15.32 +9.52
Small Value 808 8.36 1393.24 -0.4564 + 0.4549 +0.96 -3.56 -1.12 +16.61 +12.78
Small Growth 524 4.99 243.72 -0.9369 -0.9282 +0.28 +0.14 +2.50 +13.62 +4.60
Smallcore 347 8.86 289.64 -0.7407 -0.0437 +1.09 -1.55 +0.93 +16.52 +10.88
Smallcore Value 239 5.29 431.67 -0.6265 + 0.3313 +1.30 -3.16 -1.18 +17.54 +14.23
Smallcore Growth 189 3.57 107.22 -0.9094 -0.5934 +0.79 +0.91 +4.17 +15.40 +6.34
Micro 738 4.49 333.95 -0.4309 -0.1135 -0.07 -3.44 -1.14 +13.06 +6.94
Micro Value 569 3.07 462.42 -0.1616 + 0.6690 +0.37 -4.25 -1.01 +15.13 +10.36
Micro Growth 335 1.42 109.92 -1.0058 -1.7543 -0.96 -1.71 -1.37 +9.32 +0.59
Prime 988 98.36 2066.00 -0.2935 + 0.1647 +1.95 -3.34 -1.12 +20.41 +14.44
Prime Value 702 47.27 2599.91 -0.2612 + 1.4298 +2.54 -5.30 -3.62 +19.97 +17.57
Prime Growth 543 51.09 1519.62 -0.3235 -0.9778 +1.42 -1.50 +1.24 +21.12 +11.78

PRICE RETURN (without dividend income)



Index Numberof
Stocks		 Weight
(%)		 Daily Index Return Return(%)(Non-Annualised)
14-November-2024 31-October-2024
IndexLevel %Change MthToDt 1 Mnth 3 Mnth 6 Mnth 12Mnth YrToDt
Total Market 1383 100.00 1188.56 -0.2935 + 0.1569 +1.93 -2.43 +0.01 +23.11 +16.77
Total Value 1007 48.44 2784.00 -0.2563 + 1.4025 +2.50 -4.10 -2.10 +23.47 +20.67
Total Growth 716 51.56 449.91 -0.3284 -0.9856 +1.40 -0.84 +2.04 +23.09 +13.40
Large 298 86.65 1154.18 -0.2404 + 0.1917 +2.12 -2.61 -0.21 +23.91 +17.54
Large Value 199 40.08 2632.50 -0.2145 + 1.6024 +2.83 -4.44 -2.59 +24.20 +21.74
Large Growth 192 46.57 477.80 -0.2627 -0.9915 +1.52 -1.01 +1.90 +23.96 +14.23
Top 50 51.17 996.77 -0.0197 + 0.7393 +3.59 -3.39 -0.79 +26.92 +19.92
Top Value 28 20.21 2654.76 + 0.2185 + 2.7632 +4.58 -5.31 -3.66 +27.27 +26.56
Top Growth 38 30.96 427.19 -0.1747 -0.5396 +2.97 -2.11 +1.13 +27.15 +16.04
Mid 248 35.48 1468.06 -0.5569 -0.5875 +0.09 -1.49 +0.64 +19.72 +14.33
Mid Value 171 19.87 2380.48 -0.6511 + 0.4483 +1.16 -3.55 -1.50 +20.98 +17.29
Mid Growth 154 15.61 631.06 -0.4367 -1.8755 -1.20 +1.21 +3.46 +18.23 +10.89
Mid-Small 1333 48.83 1443.97 -0.5787 -0.4460 +0.26 -1.43 +0.85 +19.27 +13.71
Mid-Small Value 979 28.23 2621.25 -0.5935 + 0.4502 +1.10 -3.22 -0.98 +20.64 +16.88
Mid-Small Growth 678 20.60 543.66 -0.5584 -1.6475 -0.84 +1.10 +3.43 +17.60 +9.76
Small 1085 13.35 1378.61 -0.6367 -0.0674 +0.72 -1.26 +1.42 +18.32 +12.14
Small Value 808 8.36 2876.42 -0.4564 + 0.4549 +0.97 -2.44 +0.28 +20.16 +15.96
Small Growth 524 4.99 403.87 -0.9369 -0.9282 +0.30 +0.75 +3.35 +15.75 +6.38
Smallcore 347 8.86 447.69 -0.7407 -0.0437 +1.11 -0.59 +2.11 +19.47 +13.49
Smallcore Value 239 5.29 704.05 -0.6265 + 0.3313 +1.31 -2.02 +0.20 +21.05 +17.41
Smallcore Growth 189 3.57 150.68 -0.9094 -0.5934 +0.81 +1.57 +5.05 +17.57 +8.17
Micro 738 4.49 527.85 -0.4309 -0.1135 -0.04 -2.53 +0.08 +16.13 +9.58
Micro Value 569 3.07 775.00 -0.1616 + 0.6690 +0.39 -3.15 +0.41 +18.74 +13.54
Micro Growth 335 1.42 151.05 -1.0058 -1.7543 -0.93 -1.20 -0.59 +11.39 +2.23
Prime 988 98.36 3337.89 -0.2927 + 0.1656 +1.96 -2.41 +0.01 +23.19 +16.87
Prime Value 702 47.27 4570.77 -0.2611 + 1.4299 +2.55 -4.09 -2.18 +23.50 +20.81
Prime Growth 543 51.09 2262.97 -0.3219 -0.9763 +1.43 -0.83 +2.08 +23.22 +13.52

TOTAL RETURN (with dividend income)



Base Date : 31-December-1979 = 100.0
Prime Index Base Date : 30-December-1996 = 1000.0
Smallcore, Micro Index Base Date : 30-December-1999 = 100.0

Inquiries : idx_mgr@nfrc.co.jp
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