RUSSELL/NOMURA Japan Style Index (Daily Report)

Russell/Nomura Japan Index



Index Numberof
Stocks		 Weight
(%)		 Daily Index Return Return(%)(Non-Annualised)
4-July-2024 28-June-2024
IndexLevel %Change MthToDt 1 Mnth 3 Mnth 6 Mnth 12Mnth YrToDt
Total Market 1391 100.00 658.26 + 0.9060 + 3.2052 +1.56 +1.77 +18.86 +22.78 +18.86
Total Value 1011 48.94 1405.54 + 1.2537 + 3.6384 +0.50 +2.54 +24.47 +31.80 +24.47
Total Growth 722 51.06 273.24 + 0.5750 + 2.7935 +2.59 +1.06 +14.00 +14.53 +14.00
Large 299 87.16 641.07 + 0.9996 + 3.5556 +1.55 +1.99 +20.16 +23.58 +20.16
Large Value 199 40.86 1329.88 + 1.4379 + 4.1623 +0.50 +2.66 +26.43 +33.03 +26.43
Large Growth 193 46.30 289.51 + 0.6159 + 3.0262 +2.48 +1.41 +15.19 +15.65 +15.19
Top 50 52.41 545.86 + 1.1579 + 4.0554 +2.24 +3.34 +24.89 +27.59 +24.89
Top Value 28 20.98 1326.26 + 1.8734 + 4.8223 +1.00 +3.79 +34.27 +37.50 +34.27
Top Growth 38 31.43 253.04 + 0.6859 + 3.5497 +3.07 +3.05 +19.39 +20.61 +19.39
Mid 249 34.75 827.95 + 0.7618 + 2.8110 +0.54 +0.04 +13.75 +18.23 +13.75
Mid Value 171 19.88 1229.92 + 0.9824 + 3.4747 -0.03 +1.52 +19.18 +29.08 +19.18
Mid Growth 155 14.87 389.21 + 0.4685 + 1.9368 +1.29 -1.84 +7.37 +6.57 +7.37
Mid-Small 1341 47.59 803.52 + 0.6301 + 2.2850 +0.83 +0.13 +12.98 +18.06 +12.98
Mid-Small Value 983 27.96 1342.56 + 0.7937 + 2.7674 +0.13 +1.65 +18.13 +28.10 +18.13
Mid-Small Growth 684 19.63 334.31 + 0.3980 + 1.6057 +1.84 -1.92 +6.50 +6.17 +6.50
Small 1092 12.84 739.70 + 0.2755 + 0.8886 +1.62 +0.37 +11.00 +17.71 +11.00
Small Value 812 8.08 1438.05 + 0.3326 + 1.0678 +0.50 +1.96 +15.70 +26.12 +15.70
Small Growth 529 4.76 245.78 + 0.1788 + 0.5860 +3.58 -2.18 +3.90 +5.00 +3.90
Smallcore 347 8.36 292.11 + 0.2537 + 1.1415 +0.73 -0.06 +10.52 +16.63 +10.52
Smallcore Value 239 5.04 440.62 + 0.2596 + 1.2613 -0.95 +0.93 +15.52 +25.30 +15.52
Smallcore Growth 189 3.32 106.21 + 0.2447 + 0.9605 +3.39 -1.52 +3.72 +4.85 +3.72
Micro 745 4.49 351.29 + 0.3161 + 0.4207 +3.32 +1.18 +11.90 +19.89 +11.90
Micro Value 573 3.04 486.31 + 0.4535 + 0.7495 +2.99 +3.69 +15.97 +27.58 +15.97
Micro Growth 340 1.44 115.70 + 0.0273 -0.2668 +4.03 -3.66 +4.30 +5.14 +4.30
Prime 993 98.32 2213.00 + 0.9166 + 3.2588 +1.51 +1.75 +18.91 +22.71 +18.91
Prime Value 703 47.73 2816.60 + 1.2768 + 3.7193 +0.41 +2.46 +24.56 +31.69 +24.56
Prime Growth 548 50.59 1610.67 + 0.5791 + 2.8280 +2.57 +1.10 +14.09 +14.63 +14.09

PRICE RETURN (without dividend income)



Index Numberof
Stocks		 Weight
(%)		 Daily Index Return Return(%)(Non-Annualised)
4-July-2024 28-June-2024
IndexLevel %Change MthToDt 1 Mnth 3 Mnth 6 Mnth 12Mnth YrToDt
Total Market 1391 100.00 1261.03 + 0.9060 + 3.2052 +1.67 +1.97 +20.23 +25.58 +20.23
Total Value 1011 48.94 2977.37 + 1.2537 + 3.6384 +0.61 +2.77 +26.27 +35.54 +26.27
Total Growth 722 51.06 473.68 + 0.5750 + 2.7935 +2.70 +1.22 +15.00 +16.49 +15.00
Large 299 87.16 1233.08 + 0.9996 + 3.5556 +1.66 +2.18 +21.50 +26.36 +21.50
Large Value 199 40.86 2842.53 + 1.4379 + 4.1623 +0.61 +2.88 +28.22 +36.77 +28.22
Large Growth 193 46.30 505.68 + 0.6159 + 3.0262 +2.60 +1.57 +16.18 +17.62 +16.18
Top 50 52.41 1083.62 + 1.1579 + 4.0554 +2.31 +3.48 +26.22 +30.37 +26.22
Top Value 28 20.98 2912.44 + 1.8734 + 4.8223 +1.07 +3.95 +36.12 +41.28 +36.12
Top Growth 38 31.43 461.54 + 0.6859 + 3.5497 +3.15 +3.18 +20.42 +22.70 +20.42
Mid 249 34.75 1528.54 + 0.7618 + 2.8110 +0.71 +0.29 +15.10 +20.99 +15.10
Mid Value 171 19.88 2528.12 + 0.9824 + 3.4747 +0.14 +1.79 +20.92 +32.77 +20.92
Mid Growth 155 14.87 640.18 + 0.4685 + 1.9368 +1.47 -1.61 +8.29 +8.37 +8.29
Mid-Small 1341 47.59 1492.46 + 0.6301 + 2.2850 +0.99 +0.38 +14.39 +20.88 +14.39
Mid-Small Value 983 27.96 2751.22 + 0.7937 + 2.7674 +0.28 +1.92 +19.91 +31.80 +19.91
Mid-Small Growth 684 19.63 549.90 + 0.3980 + 1.6057 +2.01 -1.69 +7.46 +7.99 +7.46
Small 1092 12.84 1397.12 + 0.2755 + 0.8886 +1.75 +0.62 +12.56 +20.70 +12.56
Small Value 812 8.08 2934.43 + 0.3326 + 1.0678 +0.63 +2.23 +17.58 +29.86 +17.58
Small Growth 529 4.76 404.75 + 0.1788 + 0.5860 +3.70 -1.97 +5.00 +6.88 +5.00
Smallcore 347 8.36 447.17 + 0.2537 + 1.1415 +0.85 +0.16 +12.03 +19.52 +12.03
Smallcore Value 239 5.04 710.25 + 0.2596 + 1.2613 -0.82 +1.17 +17.36 +28.97 +17.36
Smallcore Growth 189 3.32 148.29 + 0.2447 + 0.9605 +3.50 -1.32 +4.81 +6.73 +4.81
Micro 745 4.49 549.96 + 0.3161 + 0.4207 +3.45 +1.48 +13.56 +23.04 +13.56
Micro Value 573 3.04 805.67 + 0.4535 + 0.7495 +3.11 +4.01 +17.93 +31.44 +17.93
Micro Growth 340 1.44 158.13 + 0.0273 -0.2668 +4.17 -3.41 +5.43 +7.00 +5.43
Prime 993 98.32 3541.12 + 0.9166 + 3.2588 +1.63 +1.95 +20.27 +25.50 +20.27
Prime Value 703 47.73 4888.57 + 1.2768 + 3.7193 +0.52 +2.68 +26.36 +35.41 +26.36
Prime Growth 548 50.59 2382.34 + 0.5791 + 2.8280 +2.68 +1.27 +15.09 +16.60 +15.09

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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