Outline
Calculation Method
Update : Jun. 06, 2013
Calculation Method
TSE indices are calculated by the following formula:
Base Market value and base point varies depending on the index. The number of shares for index calculation is the number of listed shares multiplied by FFW.
Number of shares for index calculation = Number of listed shares for index calculation × FFW
FFW (Free-Float Weight) is a weight independently calculated by TSE that is assigned to each listed stock. FFW is used in index calculation and measures a stock's investability (distribution in the market). The FFW of two companies A and B are different if their share distribution is different.
| FFW (Free-Float Weight) Leafret (Published on Jul. 23, 2004) |
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Index Guidebook
The details of each index reference to Index guidebook.
| Tokyo Stock Exchange Index Guidebook (Published on February 9, 2012) |
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| TOPIX Risk Control Index Guidebook (Published on February 7, 2012) |
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| Tokyo Stock Exchange Currency Hedged Index Guidebook (Published on May 15, 2013) |
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| Tokyo Stock Exchange Leveraged and Inverse Index Guidebook(Published on December 26, 2011) |
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| Tokyo Stock Exchange Dividend Index Guidebook (Published on October 18, 2010) |
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Methodology Post-Cash Equity Market Merger
| Market Sector Index Guidebook (Published on June 6, 2013) |
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| JASDAQ Top-20 Index Guidebook (Published on June 6, 2013) |
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| J-Stock Index Guidebook (Published on June 6, 2013) |
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| Free-Float Weight Calculation Methodology (Published on June 6, 2013) |
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High-Speed Index Dissemination Service
| Tokyo Stock Exchange High-Speed Index Guidebook (Published on January. 14, 2011) |
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