RUSSELL/NOMURA Japan Style Index (Daily Report)

Russell/Nomura Japan Index



Index Numberof
Stocks		 Weight
(%)		 Daily Index Return Return(%)(Non-Annualised)
3-July-2024 28-June-2024
IndexLevel %Change MthToDt 1 Mnth 3 Mnth 6 Mnth 12Mnth YrToDt
Total Market 1391 100.00 652.35 + 0.5851 + 2.2786 +1.56 +1.77 +18.86 +22.78 +18.86
Total Value 1011 48.77 1388.14 + 0.2505 + 2.3551 +0.50 +2.54 +24.47 +31.80 +24.47
Total Growth 722 51.23 271.68 + 0.9058 + 2.2059 +2.59 +1.06 +14.00 +14.53 +14.00
Large 299 87.08 634.73 + 0.6077 + 2.5308 +1.55 +1.99 +20.16 +23.58 +20.16
Large Value 199 40.64 1311.03 + 0.2502 + 2.6858 +0.50 +2.66 +26.43 +33.03 +26.43
Large Growth 193 46.43 287.74 + 0.9228 + 2.3955 +2.48 +1.41 +15.19 +15.65 +15.19
Top 50 52.28 539.61 + 0.5584 + 2.8643 +2.24 +3.34 +24.89 +27.59 +24.89
Top Value 28 20.78 1301.87 + 0.0079 + 2.8947 +1.00 +3.79 +34.27 +37.50 +34.27
Top Growth 38 31.50 251.31 + 0.9248 + 2.8443 +3.07 +3.05 +19.39 +20.61 +19.39
Mid 249 34.80 821.69 + 0.6820 + 2.0337 +0.54 +0.04 +13.75 +18.23 +13.75
Mid Value 171 19.86 1217.96 + 0.5048 + 2.4681 -0.03 +1.52 +19.18 +29.08 +19.18
Mid Growth 155 14.93 387.39 + 0.9185 + 1.4615 +1.29 -1.84 +7.37 +6.57 +7.37
Mid-Small 1341 47.72 798.49 + 0.6145 + 1.6445 +0.83 +0.13 +12.98 +18.06 +12.98
Mid-Small Value 983 27.99 1331.99 + 0.4313 + 1.9582 +0.13 +1.65 +18.13 +28.10 +18.13
Mid-Small Growth 684 19.73 332.98 + 0.8754 + 1.2029 +1.84 -1.92 +6.50 +6.17 +6.50
Small 1092 12.92 737.67 + 0.4332 + 0.6114 +1.62 +0.37 +11.00 +17.71 +11.00
Small Value 812 8.13 1433.28 + 0.2520 + 0.7328 +0.50 +1.96 +15.70 +26.12 +15.70
Small Growth 529 4.80 245.34 + 0.7416 + 0.4064 +3.58 -2.18 +3.90 +5.00 +3.90
Smallcore 347 8.41 291.37 + 0.4665 + 0.8856 +0.73 -0.06 +10.52 +16.63 +10.52
Smallcore Value 239 5.07 439.48 + 0.2411 + 0.9991 -0.95 +0.93 +15.52 +25.30 +15.52
Smallcore Growth 189 3.34 105.95 + 0.8100 + 0.7140 +3.39 -1.52 +3.72 +4.85 +3.72
Micro 745 4.51 350.18 + 0.3712 + 0.1043 +3.32 +1.18 +11.90 +19.89 +11.90
Micro Value 573 3.06 484.12 + 0.2700 + 0.2947 +2.99 +3.69 +15.97 +27.58 +15.97
Micro Growth 340 1.45 115.67 + 0.5847 -0.2940 +4.03 -3.66 +4.30 +5.14 +4.30
Prime 993 98.31 2192.90 + 0.5905 + 2.3209 +1.51 +1.75 +18.91 +22.71 +18.91
Prime Value 703 47.55 2781.09 + 0.2523 + 2.4117 +0.41 +2.46 +24.56 +31.69 +24.56
Prime Growth 548 50.76 1601.40 + 0.9093 + 2.2359 +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)
3-July-2024 28-June-2024
IndexLevel %Change MthToDt 1 Mnth 3 Mnth 6 Mnth 12Mnth YrToDt
Total Market 1391 100.00 1249.71 + 0.5851 + 2.2786 +1.67 +1.97 +20.23 +25.58 +20.23
Total Value 1011 48.77 2940.51 + 0.2505 + 2.3551 +0.61 +2.77 +26.27 +35.54 +26.27
Total Growth 722 51.23 470.98 + 0.9058 + 2.2059 +2.70 +1.22 +15.00 +16.49 +15.00
Large 299 87.08 1220.88 + 0.6077 + 2.5308 +1.66 +2.18 +21.50 +26.36 +21.50
Large Value 199 40.64 2802.24 + 0.2502 + 2.6858 +0.61 +2.88 +28.22 +36.77 +28.22
Large Growth 193 46.43 502.58 + 0.9228 + 2.3955 +2.60 +1.57 +16.18 +17.62 +16.18
Top 50 52.28 1071.22 + 0.5584 + 2.8643 +2.31 +3.48 +26.22 +30.37 +26.22
Top Value 28 20.78 2858.88 + 0.0079 + 2.8947 +1.07 +3.95 +36.12 +41.28 +36.12
Top Growth 38 31.50 458.40 + 0.9248 + 2.8443 +3.15 +3.18 +20.42 +22.70 +20.42
Mid 249 34.80 1516.98 + 0.6820 + 2.0337 +0.71 +0.29 +15.10 +20.99 +15.10
Mid Value 171 19.86 2503.53 + 0.5048 + 2.4681 +0.14 +1.79 +20.92 +32.77 +20.92
Mid Growth 155 14.93 637.20 + 0.9185 + 1.4615 +1.47 -1.61 +8.29 +8.37 +8.29
Mid-Small 1341 47.72 1483.11 + 0.6145 + 1.6445 +0.99 +0.38 +14.39 +20.88 +14.39
Mid-Small Value 983 27.99 2729.56 + 0.4313 + 1.9582 +0.28 +1.92 +19.91 +31.80 +19.91
Mid-Small Growth 684 19.73 547.72 + 0.8754 + 1.2029 +2.01 -1.69 +7.46 +7.99 +7.46
Small 1092 12.92 1393.28 + 0.4332 + 0.6114 +1.75 +0.62 +12.56 +20.70 +12.56
Small Value 812 8.13 2924.70 + 0.2520 + 0.7328 +0.63 +2.23 +17.58 +29.86 +17.58
Small Growth 529 4.80 404.02 + 0.7416 + 0.4064 +3.70 -1.97 +5.00 +6.88 +5.00
Smallcore 347 8.41 446.04 + 0.4665 + 0.8856 +0.85 +0.16 +12.03 +19.52 +12.03
Smallcore Value 239 5.07 708.41 + 0.2411 + 0.9991 -0.82 +1.17 +17.36 +28.97 +17.36
Smallcore Growth 189 3.34 147.93 + 0.8100 + 0.7140 +3.50 -1.32 +4.81 +6.73 +4.81
Micro 745 4.51 548.23 + 0.3712 + 0.1043 +3.45 +1.48 +13.56 +23.04 +13.56
Micro Value 573 3.06 802.03 + 0.2700 + 0.2947 +3.11 +4.01 +17.93 +31.44 +17.93
Micro Growth 340 1.45 158.09 + 0.5847 -0.2940 +4.17 -3.41 +5.43 +7.00 +5.43
Prime 993 98.31 3508.96 + 0.5905 + 2.3209 +1.63 +1.95 +20.27 +25.50 +20.27
Prime Value 703 47.55 4826.94 + 0.2523 + 2.4117 +0.52 +2.68 +26.36 +35.41 +26.36
Prime Growth 548 50.76 2368.62 + 0.9093 + 2.2359 +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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