MSCI Japan Quality Index

The MSCI Japan Quality Index is based on the MSCI Japan Index, its parent index, which includes large and mid cap stocks in the Japanese equity market. The index aims to capture the performance of quality growth stocks by identifying stocks with high quality scores based on three main fundamental variables: high return on equity (ROE), stable year-over-year earnings growth and low financial leverage. The MSCI Quality Indexes complement existing MSCI Factor Indexes and can provide an effective diversification role in a portfolio of factor strategies.
Index code
145817
Inception date
Aug. 19, 2020
Div Yld (%)
1.61
P/E
22.50
P/E Fwd
19.83
P/BV
3.37
Number of constituents
49
Index Market Cap
$1.31 T
Largest constituent Market Cap
$83.90 B
Smallest constituent Market Cap
$3.50 B
Average constituent Market Cap
$26.73 B
Median constituent Market Cap
$14.25 B
Data as of Sept. 30, 2024 

ESG metrics

Summary

MSCI Japan Quality Index

Implied Temperature Rise
> 1.5°C - < 2°C
100.00% coverage

MSCI ACWI IMI

Implied Temperature Rise
> 2.0°C - < 3.2°C
94.69% coverage
MSCI Japan Quality Index
Score
Coverage
ESG Score
7.86
100.00%
UN Global Compact Violations % (*)
0.00%
100.00%
Red Flag ESG Controversies % (*)
0.00%
100.00%
MSCI ACWI IMI
Score
Coverage
ESG Score
6.72
88.49%
UN Global Compact Violations % (*)
0.15%
97.03%
Red Flag ESG Controversies % (*)
0.16%
97.03%

(*) Additional ESG factor not mentioned in the regulation but provided for transparency purposes.

Data available as of Sept. 30, 2024. 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.

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