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Russell/Nomura Fundamental Prime Index

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Universe: Russell/Nomura Total Market Index which contains the top 98% of all stocks listed on Japan's stock exchanges in terms of adjusted market capitalization.

Index weight is calculated with the three Russell/Nomura Fundamental factors: adjusted Sales, Retained Operating Cash Flow and Dividend plus Buyback for each individual constituent, based on Research Affiliates' Fundamental Index methodology.

The index provides investability by incorporating "liquidity screening" and "minimum weight screening".

Price and Total Return values are calculated on an end of day basis. Price and Total Return Index values in US dollar terms are also calculated on an end of day basis.

* The factsheet can be downloaded by clicking the image above.



In order to prevent the spread of COVID-19 infection, Index Operations Department is restricting the number of staff present at the workplace. For any inquiries, please contact us via e-mail. We appreciate your kind understanding.

Latest Performance

     * "Monthly return" indicates the monthly return at the end of the last month (not annualized).

What's New

[20201111] Russell/Nomura Fundamental Prime Index annual reconstitution will be implemented on Dec 1st, 2020 (after close on 30th in Nov).
Note) By the time of annual reconstitution, there might as well be changes in the composition of the index, which is to be announced on the following link.
Index constituents
[20191112] Russell/Nomura Fundamental Prime Index annual reconstitution will be implemented on Dec 2nd, 2019 (after close on 29th in Nov).
[20190319] Russell/Nomura Fundamental Index Series rulebook has been updated.
Russell/Nomura Fundamental Index Series rulebook
[20181109] Russell/Nomura Fundamental Prime Index annual reconstitution will be implemented on Dec 3rd, 2018 (after close on 30th in Nov).
[20171110] Russell/Nomura Fundamental Prime Index annual reconstitution will be implemented on Dec 1st, 2017 (after close on 30th in Nov).
[20161110] Russell/Nomura Fundamental Prime Index annual reconstitution will be implemented on Dec 1st, 2016 (after close on 30th in Nov).
[20151111] Russell/Nomura Fundamental Prime Index annual reconstitution will be implemented on Dec 1st, 2015 (after close on 30th in Nov).
[20141112] Russell/Nomura Fundamental Prime Index annual reconstitution will be implemented on Dec 1st, 2014 (after close on 28th in Nov).
[20131218] Russell/Nomura Fundamental Index Series rulebook has been updated.
[20121102] Russell/Nomura Fundamental Index Series rulebook has been updated.
[20120413] Russell/Nomura Fundamental Index Series rulebook has published.


What is Russell/Nomura Fundamental Prime Index?

Russell/Nomura Fundamental Index Series rulebook
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Reconfiguration Information

From December 2011


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Historical index value

Index constituents (as of December 1, 2020)

Related research

Weathering the 3-D Hurricane of Deficits, Debt, and Demographics. Outlook for Capital Market Returns by Robert D. Arnott, Chairman Research Affiliates,LLC

Russell/Nomura Fundamental Prime Index

* Japanese Only



Links

Russell/Nomura Japan Index

research affiliates Web site


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