MSCI Japan Index
Index code | 939200 |
Inception date | Dec. 31, 1969 |
Benchmark administrator | MSCI LIMITED |
Div Yld (%) | 2.39 |
P/E | 13.74 |
P/E Fwd | 13.55 |
P/BV | 1.43 |
Number of constituents | 183 |
Index Market Cap | $3.68 T |
Largest constituent Market Cap | $165.78 B |
Smallest constituent Market Cap | $2.46 B |
Average constituent Market Cap | $20.13 B |
Median constituent Market Cap | $11.23 B |
Does this benchmark pursue ESG objectives? | No |
Index risk and return characteristics
Annualized std dev (%)2 | Sharpe ratio2,3 | Maximum drawdown | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Turnover(%)1 | 3 YR | 5 YR | 10 YR | 3 YR | 5 YR | 10 YR | % | Period YYYY-MM-DD | |
| MSCI Japan Index | 5.10 | 15.71 | 14.75 | 13.96 | 0.16 | 0.50 | 0.32 | 62.83 | 2003-04-28 - 1989-02-28 |
| MSCI ACWI IMI Index | 2.30 | 16.44 | 16.03 | 15.05 | 0.23 | 0.82 | 0.53 | 58.28 | 2009-03-09 - 2007-10-31 |
Top 10 constituents
TOYOTA MOTOR CORP | 5.19% |
MITSUBISHI UFJ FIN GRP | 3.73% |
SONY GROUP CORP | 3.65% |
HITACHI | 3.11% |
RECRUIT HOLDINGS CO | 2.60% |
SUMITOMO MITSUI FINL GRP | 2.45% |
KEYENCE CORP | 2.22% |
TOKYO ELECTRON | 1.99% |
NINTENDO CO | 1.81% |
MIZUHO FINANCIAL GROUP | 1.77% |
Sector weights
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Country weights
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30 index-linked ETPs
| Ticker | Provider | Name | Product type | Index name | Currency |
|---|---|---|---|---|---|
| LCJP NA | Amundi | Lyxor Core MSCI Japan (DR) UCITS ETF - Acc | ETF | MSCI Japan Index | JPY |
| LJPN NA | Amundi | Lyxor Core MSCI Japan (DR) UCITS ETF - Dist | ETF | MSCI Japan Index | JPY |
| XMJP GY | DWS | Xtrackers MSCI Japan UCITS ETF 1C | ETF | MSCI Japan Index | USD |
| XMUJ LN | DWS | Xtrackers MSCI Japan UCITS ETF 2D USD Hedged | ETF | MSCI Japan Index | USD |
| XMK9 GY | DWS | Xtrackers MSCI Japan UCITS ETF 4C EUR Hedged | ETF | MSCI Japan Index | USD |
ESG metrics
Summary
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MSCI Japan Index
MSCI ACWI IMI Index
MSCI Japan Index | Score | Coverage |
|---|---|---|
ESG Score | 7.5 | 99.4% |
UN Global Compact Violations % (*) | 0.0% | 100.0% |
Red Flag ESG Controversies % (*) | 0.0% | 100.0% |
MSCI ACWI IMI Index | Score | Coverage |
|---|---|---|
ESG Score | 6.5 | 88.4% |
UN Global Compact Violations % (*) | 0.1% | 99.2% |
Red Flag ESG Controversies % (*) | 0.1% | 99.2% |
(*) Additional ESG factor not mentioned in the regulation but provided for transparency purposes.
Data available as of Jan. 31, 2025. The information was updated as part of the regular monthly update cycle.
MSCI ESG and climate ratings, research and data are produced by MSCI ESG Research LLC, a subsidiary of MSCI Inc. MSCI ESG Indexes, Analytics, Real Assets, and Private Capital Solutions are products of MSCI Inc. that utilize information from MSCI ESG Research LLC. MSCI Indexes are administered by MSCI Limited and MSCI Deutschland GmbH.
Consolidated environmental rating distribution
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MSCI Japan Index
MSCI ACWI IMI Index
MSCI Japan Index | Score | Coverage |
|---|---|---|
Environmental Pillar Score | 5.9 | 99.4% |
Aggregated Climate VaR % | -26.6% | -- |
Policy Risk Climate VaR % | -16.3% | 99.4% |
Technology Opportunities Climate VaR % | 4.7% | 93.9% |
Physical Risk Climate VaR % | -15.0% | 99.4% |
Fossil Fuel-Based Sector Exposure (NACE) % | 4.5% | 100.0% |
Enterprise Carbon Intensity (t CO2e/$M EVIC) | 545.4 | 99.4% |
Reported Emissions % | 81.0% | -- |
Estimated Emissions % | 18.8% | -- |
Wtd Avg Carbon Intensity (t CO2e/$M Sales) | 811.4 | 99.4% |
High Climate Impact Sector Exposure % | 65.3% | 100.0% |
Fossil Fuel Reserves % (*) | 7.2% | 100.0% |
Green Revenue | 5.5 | 99.4% |
Green Capex % | 0.0% | 2.1% |
Green Bonds % (**) | -- | -- |
MSCI ACWI IMI Index | Score | Coverage |
|---|---|---|
Environmental Pillar Score | 5.8 | 88.4% |
Aggregated Climate VaR % | -18.0% | -- |
Policy Risk Climate VaR % | -12.4% | 96.7% |
Technology Opportunities Climate VaR % | 1.8% | 63.8% |
Physical Risk Climate VaR % | -7.5% | 87.4% |
Fossil Fuel-Based Sector Exposure (NACE) % | 7.1% | 100.0% |
Enterprise Carbon Intensity (t CO2e/$M EVIC) | 357.2 | 97.2% |
Reported Emissions % | 86.9% | -- |
Estimated Emissions % | 12.8% | -- |
Wtd Avg Carbon Intensity (t CO2e/$M Sales) | 825.5 | 97.2% |
High Climate Impact Sector Exposure % | 58.2% | 100.0% |
Fossil Fuel Reserves % (*) | 5.5% | 98.3% |
Green Revenue | 7.3 | 99.7% |
Green Capex % | 0.4% | 4.9% |
Green Bonds % (**) | -- | -- |
(*) Additional ESG factor not mentioned in the regulation but provided for transparency purposes.
(**) The universe of self-labelled green bonds is sourced from Refinitiv and Climate Bonds Initiative. Bonds included in the MSCI Fixed Income Indexes that are not identified as selflabelled green bonds based on data from Refinitiv and Climate Bonds Initiative are deemed non-compliant with the green bond criteria as defined by the MSCI ESG Research Green Bond Assessment methodology. Such bonds are counted towards the Coverage %.
Data available as of Jan. 31, 2025. The information was updated as part of the regular monthly update cycle.
MSCI ESG and climate ratings, research and data are produced by MSCI ESG Research LLC, a subsidiary of MSCI Inc. MSCI ESG Indexes, Analytics, Real Assets, and Private Capital Solutions are products of MSCI Inc. that utilize information from MSCI ESG Research LLC. MSCI Indexes are administered by MSCI Limited and MSCI Deutschland GmbH.
Consolidated social rating distribution
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MSCI Japan Index
MSCI ACWI IMI Index
MSCI Japan Index | Score | Coverage |
|---|---|---|
Social Pillar Score | 5.5 | 99.4% |
Controversial Weapons % | 0.0% | 99.4% |
Tobacco Involvement - Highly Restrictive % | 1.7% | -- |
Tobacco Involvement - Moderately Restrictive % (*) | 0.8% | 99.4% |
Social Violations (Count) | 0.0 | 100.0% |
Social Violations (% of Constituents) | 0.0% | 100.0% |
Lack of Due Diligence Policy (ILO) % | 26.3% | 99.4% |
Gender Pay Gap | 25.9 | 98.3% |
Female:Male Board Diversity Ratio | 28.9 | 99.4% |
Total Recordable Injury Rate | 1.8 | 98.3% |
Bribery and Corruption Controversies (Sum) | 6.0 | 100.0% |
MSCI ACWI IMI Index | Score | Coverage |
|---|---|---|
Social Pillar Score | 4.9 | 88.4% |
Controversial Weapons % | 0.4% | 99.8% |
Tobacco Involvement - Highly Restrictive % | 0.7% | -- |
Tobacco Involvement - Moderately Restrictive % (*) | 0.6% | 99.8% |
Social Violations (Count) | 15.0 | 99.2% |
Social Violations (% of Constituents) | 0.1% | 99.2% |
Lack of Due Diligence Policy (ILO) % | 35.9% | 98.8% |
Gender Pay Gap | 14.1 | 81.6% |
Female:Male Board Diversity Ratio | 56.1 | 96.7% |
Total Recordable Injury Rate | 6.5 | 72.8% |
Bribery and Corruption Controversies (Sum) | 211.0 | 99.2% |
(*) Additional ESG factor not mentioned in the regulation but provided for transparency purposes.
Data available as of Jan. 31, 2025. The information was updated as part of the regular monthly update cycle.
MSCI ESG and climate ratings, research and data are produced by MSCI ESG Research LLC, a subsidiary of MSCI Inc. MSCI ESG Indexes, Analytics, Real Assets, and Private Capital Solutions are products of MSCI Inc. that utilize information from MSCI ESG Research LLC. MSCI Indexes are administered by MSCI Limited and MSCI Deutschland GmbH.
Consolidated governance rating distribution
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MSCI Japan Index
MSCI ACWI IMI Index
MSCI Japan Index | Score | Coverage |
|---|---|---|
Governance Pillar Score | 6.1 | 99.4% |
Board Independence | 51.8 | 100.0% |
Board Gender Diversity | 21.7 | 100.0% |
MSCI ACWI IMI Index | Score | Coverage |
|---|---|---|
Governance Pillar Score | 5.6 | 88.4% |
Board Independence | 78.8 | 97.7% |
Board Gender Diversity | 34.0 | 97.7% |
Data available as of Jan. 31, 2025. The information was updated as part of the regular monthly update cycle.
MSCI ESG and climate ratings, research and data are produced by MSCI ESG Research LLC, a subsidiary of MSCI Inc. MSCI ESG Indexes, Analytics, Real Assets, and Private Capital Solutions are products of MSCI Inc. that utilize information from MSCI ESG Research LLC. MSCI Indexes are administered by MSCI Limited and MSCI Deutschland GmbH.