Nikkei ESG-REIT Index

Overview

The Nikkei ESG-REIT Index is a REIT index comprised of the REITs listed on the Tokyo Stock Exchange weighted by “Market Capitalization Weight adjusted by ESG Factor Methodoloy”. The ESG factor is based on the ESG evaluation rating by GRESB.

• Chart
• Constituents
  All REITs listed on the Tokyo Stock Exchange (However, The REITs with low liquidity are excluded)
• Periodic review
  Annually (November)
• Number of constituents
  No fixed number
• Weighting
  Market value multiplied by ESG Factor Weight
• Calculation Method
  • The index is calculated by summing up the constituent share prices multiplied by the Weight Factors, and dividing the summation by the Divisor.
  • The Weight Factor is determined by the number of issued shares and ESG factor.
  • The number of shares issued shall be revised in February, May, August and November, and the ESG factor shall be revised in November.
• Calculation frequency
  Real time (every 15 seconds)
• Commencement date
  July/20/2020
• Inception date
  November/30/2016
• Calculation base date
  November/30/2016 ＝ 1,000