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NOMURA High-yield J-REIT Index

Published in Equity Indices

The Nomura High-yield JREIT Index is a non-market cap weighted index comprising J-REIT stocks with a high expected dividend yield. The index consists of 30 to 40 high yield stocks which are selected from a universe of all real estate investment trusts listed on Japanese stock exchanges by using dividend yield estimates announced by investment companies.

In order to facilitate the structuring of index-related products, the index is designed to consider the tradability of constituents in terms of market capitalization and liquidity. Each constituent of the index is weighted based on quantitative indicators, and higher dividend yield stocks are assigned a larger weighting. Additionally, individual stock weights are capped at 5% to prevent excessively investing in specific stocks. As a general rule, stock constituents are reconfigured annually.

The index is released by Nomura, where the Quantitative Research Dept. is in charge of the development and the Index Operations Dept. is in charge of the calculation.

 

Key Features and Coverage on RIMES

For this data source, RIMES hosts approximately 48 companies and one index, e.g. Nomura High-yield J-REIT Index.

Some of the data items available include:

  • Average Dividend, Clean Price Based Market Capitalization, Currency Code, Database Domain Code, Database Symbol, Description, Description – Japanese, Dividend Per Share, Dividend Per Share Gross, Event Date, Exchange Identification Code, Gross Index in Japanese Yen, Index Description, Index Description – Japanese, Index Symbol (Source),
  • Industry Level 1 Code, Industry Level 1 Description, Industry Level 1 Description – Japanese, Investable Factor, Investable Shares Outstanding, Issue ID Code, Issuer Description, Market Capitalization in Japanese Yen, Market Value, Market Value in Japanese Yen, Next Date of Portfolio, Opening Market Capitalization in Japanese Yen, Price Index in Japanese Yen, Security Type, Shares Outstanding, Units, etc.

 

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