RUSSELL/NOMURA Japan Style Index (Daily Report)

Russell/Nomura Japan Index



Index Numberof
Stocks		 Weight
(%)		 Daily Index Return Return(%)(Non-Annualised)
27-September-2023 31-August-2023
IndexLevel %Change MthToDt 1 Mnth 3 Mnth 6 Mnth 12Mnth YrToDt
Total Market 1486 100.00 538.28 + 0.3195 + 1.8341 +0.27 +9.20 +17.00 +18.81 +23.38
Total Value 1094 53.00 1138.80 + 0.1971 + 5.4351 +1.45 +15.51 +20.61 +26.76 +28.61
Total Growth 766 47.00 224.36 + 0.4580 -1.9389 -0.94 +3.28 +13.44 +11.64 +18.33
Large 299 85.61 517.17 + 0.2969 + 1.8956 +0.04 +8.97 +17.63 +19.33 +24.26
Large Value 201 43.71 1062.77 + 0.1551 + 5.7827 +1.19 +15.87 +21.41 +27.53 +29.56
Large Growth 186 41.90 234.35 + 0.4453 -1.8619 -1.05 +3.03 +14.18 +12.49 +19.53
Top 60 52.48 419.55 + 0.3986 + 2.1504 -0.81 +8.31 +18.10 +20.40 +24.79
Top Value 38 25.37 1008.62 + 0.2604 + 6.2548 +0.10 +16.38 +23.98 +31.69 +31.28
Top Growth 44 27.11 194.21 + 0.5282 -1.4135 -1.59 +2.17 +13.42 +12.09 +19.65
Mid 239 33.13 716.52 + 0.1363 + 1.4947 +1.40 +10.02 +16.89 +17.70 +23.44
Mid Value 163 18.34 1034.38 + 0.0097 + 5.1364 +2.72 +15.19 +18.05 +22.19 +27.28
Mid Growth 142 14.79 349.43 + 0.2937 -2.6713 -0.07 +4.64 +15.59 +13.23 +19.32
Mid-Small 1426 47.52 701.32 + 0.2324 + 1.4874 +1.48 +10.19 +15.82 +17.14 +21.87
Mid-Small Value 1056 27.63 1138.83 + 0.1390 + 4.6935 +2.70 +14.74 +17.71 +22.61 +26.29
Mid-Small Growth 722 19.89 303.05 + 0.3625 -2.6447 -0.06 +4.82 +13.47 +11.05 +16.60
Small 1187 14.39 659.47 + 0.4544 + 1.4707 +1.66 +10.59 +13.43 +15.88 +18.41
Small Value 893 9.29 1245.41 + 0.3952 + 3.8324 +2.66 +13.89 +17.05 +23.31 +24.42
Small Growth 580 5.10 229.31 + 0.5624 -2.5678 -0.01 +5.35 +7.74 +5.10 +9.37
Smallcore 398 9.93 261.88 + 0.3544 + 1.2806 +1.51 +10.47 +14.51 +16.16 +19.09
Smallcore Value 283 6.15 383.78 + 0.2678 + 3.8969 +2.55 +14.06 +18.42 +24.10 +25.55
Smallcore Growth 216 3.77 99.14 + 0.4958 -2.7156 -0.03 +5.39 +8.99 +5.85 +10.38
Micro 789 4.47 309.74 + 0.6772 + 1.8964 +1.98 +10.84 +11.11 +15.24 +16.91
Micro Value 610 3.14 416.74 + 0.6456 + 3.7069 +2.88 +13.54 +14.45 +21.79 +22.25
Micro Growth 364 1.33 107.91 + 0.7522 -2.1447 +0.04 +5.26 +4.34 +3.02 +6.60
Prime 992 97.98 1808.70 + 0.3122 + 1.8213 +0.25 +9.16 +17.12 +18.85 +23.48
Prime Value 713 51.55 2282.28 + 0.1849 + 5.4709 +1.41 +15.55 +20.77 +26.84 +28.74
Prime Growth 539 46.43 1320.92 + 0.4538 -1.9419 -0.93 +3.27 +13.57 +11.74 +18.49

PRICE RETURN (without dividend income)



Index Numberof
Stocks		 Weight
(%)		 Daily Index Return Return(%)(Non-Annualised)
27-September-2023 31-August-2023
IndexLevel %Change MthToDt 1 Mnth 3 Mnth 6 Mnth 12Mnth YrToDt
Total Market 1486 100.00 1008.56 + 0.3195 + 1.8388 +0.29 +9.37 +18.61 +21.99 +25.12
Total Value 1094 53.00 2346.50 + 0.1971 + 5.4351 +1.47 +15.71 +22.83 +31.23 +31.03
Total Growth 766 47.00 382.56 + 0.4580 -1.9294 -0.91 +3.43 +14.51 +13.68 +19.49
Large 299 85.61 973.26 + 0.2969 + 1.9010 +0.06 +9.13 +19.23 +22.53 +25.99
Large Value 201 43.71 2210.07 + 0.1551 + 5.7827 +1.20 +16.06 +23.66 +32.13 +32.00
Large Growth 186 41.90 402.61 + 0.4453 -1.8512 -1.02 +3.17 +15.26 +14.56 +20.69
Top 60 52.48 815.36 + 0.3986 + 2.1592 -0.80 +8.44 +19.67 +23.51 +26.46
Top Value 38 25.37 2155.81 + 0.2604 + 6.2548 +0.11 +16.53 +26.15 +36.13 +33.58
Top Growth 44 27.11 348.35 + 0.5282 -1.3969 -1.57 +2.28 +14.57 +14.27 +20.89
Mid 239 33.13 1293.27 + 0.1363 + 1.4947 +1.43 +10.23 +18.55 +21.04 +25.26
Mid Value 163 18.34 2068.16 + 0.0097 + 5.1364 +2.74 +15.44 +20.42 +26.98 +29.90
Mid Growth 142 14.79 565.49 + 0.2937 -2.6713 -0.02 +4.82 +16.51 +15.09 +20.34
Mid-Small 1426 47.52 1272.91 + 0.2324 + 1.4874 +1.52 +10.40 +17.48 +20.39 +23.69
Mid-Small Value 1056 27.63 2269.43 + 0.1390 + 4.6935 +2.73 +14.98 +19.98 +27.09 +28.80
Mid-Small Growth 722 19.89 490.38 + 0.3625 -2.6447 -0.00 +5.01 +14.42 +12.89 +17.67
Small 1187 14.39 1215.61 + 0.4544 + 1.4707 +1.72 +10.80 +15.08 +18.94 +20.24
Small Value 893 9.29 2469.48 + 0.3952 + 3.8324 +2.71 +14.09 +19.13 +27.25 +26.72
Small Growth 580 5.10 371.28 + 0.5624 -2.5678 +0.06 +5.58 +8.77 +6.87 +10.54
Smallcore 398 9.93 391.42 + 0.3544 + 1.2806 +1.57 +10.68 +16.13 +19.12 +20.87
Smallcore Value 283 6.15 601.32 + 0.2678 + 3.8969 +2.60 +14.27 +20.48 +27.97 +27.82
Smallcore Growth 216 3.77 136.07 + 0.4958 -2.7156 +0.03 +5.59 +10.04 +7.62 +11.54
Micro 789 4.47 472.90 + 0.6772 + 1.8964 +2.05 +11.06 +12.82 +18.51 +18.85
Micro Value 610 3.14 670.59 + 0.6456 + 3.7069 +2.93 +13.75 +16.55 +25.86 +24.61
Micro Growth 364 1.33 145.09 + 0.7522 -2.1447 +0.13 +5.54 +5.32 +4.80 +7.79
Prime 992 97.98 2830.88 + 0.3122 + 1.8260 +0.27 +9.33 +18.72 +22.02 +25.22
Prime Value 713 51.55 3853.31 + 0.1849 + 5.4709 +1.43 +15.74 +22.99 +31.32 +31.15
Prime Growth 539 46.43 1921.64 + 0.4538 -1.9323 -0.90 +3.42 +14.64 +13.78 +19.66

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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