30/03/2007

New Equity Index May Overcome Problems of Capitalization-Weighted Indexing

Financial Research Department  Chief financial engineer Shingo Ide 

LINEで送る

Font size

  • S
  • M
  • L

We apply a new indexing method developed in the U.S. to Japanese equities. Backtesting of the new index indicates a significant improvement in risk-return efficiency over the TOPIX index. While TOPIX is now the prevailing benchmark for equity investment, the new method offers an opportunity to consider alternatives.

66_ext_01_en_0.jpg

Financial Research Department    Chief financial engineer

Shingo Ide

Research field

03-3512-1852

LINEで送る

レポート