MSCI Japan IMI Custom Liquidity and Yield Low Volatility

The MSCI Japan IMI Custom Liquidity and Yield Low Volatility Index is designed to measure the performance of the large, mid and small cap segments of the Japanese market. The index is a custom index constructed by applying an optimization process to achieve total risk minimization for a set of companies with high yield and liquidity within the MSCI Japan IMI Index.
Index code
708404
Inception date
Aug. 3, 2020
Div Yld (%)
3.50
P/E
12.36
P/E Fwd
11.15
P/BV
0.95
Number of constituents
136
Index Market Cap
$1.43 T
Largest constituent Market Cap
$16.36 B
Smallest constituent Market Cap
$746.81 M
Average constituent Market Cap
$10.56 B
Median constituent Market Cap
$12.01 B
Data as of Sept. 30, 2024 

ESG metrics

Summary

MSCI Japan IMI Custom Liquidity and Yield Low Volatility

Implied Temperature Rise
> 2.0°C - < 3.2°C
100.00% coverage

MSCI ACWI IMI

Implied Temperature Rise
> 2.0°C - < 3.2°C
94.69% coverage
MSCI Japan IMI Custom Liquidity and Yield Low Volatility
Score
Coverage
ESG Score
6.97
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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