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Jul 06 2018

S&P/JPX JGB VIX Update - June 2018

The S&P/JPX JGB VIX continued to break new ground on the downside in June and finished the month at an all-time low level (June 29, 2018, close of 1.13), a leading indicator that the Bank of Japan’s (BoJ) quest to stamp out volatility has so far been successful.

Jul 05 2018

S&P GIVI® Japan and Major Single Factors Q2 2018

The S&P GIVI (Global Intrinsic Value Index) Japan outperformed its benchmark index, the S&P Japan BMI, by 86 bps in Q2 2018. Since its launch in March 2012, the S&P GIVI Japan has outperformed its benchmark index by 0.78% per year, with a tracking error of 2.34%.

Apr 18 2018

S&P GIVI® Japan and Major Single Factors Q1 2018

The S&P GIVI (Global Intrinsic Value Index) Japan outperformed its benchmark index, the S&P Japan BMI, by 2 bps in Q1 2018.1 Since its launch in March 2012, the S&P GIVI Japan has outperformed its benchmark index by 0.65% per year, with a tracking error of 2.32%.

Feb 02 2018

S&P/JPX JGB VIX Update - January 2018

The S&P/JPX JGB VIX jumped higher during the month on the back of a surprise reduction by the Bank of Japan (BoJ) in its regular long-dated JGB buying operations.

Jan 15 2018

S&P GIVI® Japan and Major Single Factors 2017 Review

The S&P GIVI (Global Intrinsic Value Index) Japan underperformed its benchmark index, the S&P Japan BMI, by 1.21% in Q4 2017 and 2.99% for the entire year.1 Since its launch in March 2012, the S&P GIVI Japan has outperformed its benchmark index by 0.68% per year, with a tracking error of 2.34%.

Jan 05 2018

S&P/JPX JGB VIX Update - December 2017

The S&P/JPX JGB VIX came off an intra-month low of 1.38 to jump almost 20% over three trading sessions, while 10-year JGB futures plummeted ahead of the Bank of Japan’s (BoJ’s) regularly scheduled monetary policy announcement on Dec. 21, 2017.

Dec 06 2017

S&P/JPX JGB VIX Update - November 2017

The S&P/JPX JGB VIX came off the highs of the month (Oct. 3, 2017, close of 2.03) to finish at 1.40, as uncertainty around a possible change in Japan’s overall political landscape and near-term lower house election results were resolved.

Nov 15 2017

S&P/JPX JGB VIX Update - October 2017

The S&P/JPX JGB VIX came off the highs of the month (Oct. 3, 2017, close of 2.03) to finish at 1.40, as uncertainty around a possible change in Japan’s overall political landscape and near-term lower house election results were resolved.

Oct 24 2017

S&P GIVI®ジャパン及び主要な単一ファクター 2017年10月のレビュー

S&P GIVI(グローバル・イントリンシック・バリュー指数)ジャパンは2017年7-9月期にベンチマークであるS&P 日本総合指数を0.46%アウトパフォームしました。1 S&P GIVI ジャパンは2012年3月に指数算出を開始して以降、ベンチマークを年率0.94%アウトパフォームしており、トラッキング・エラーは2.36%となっています。

Oct 18 2017

S&P GIVI® Japan and Major Single Factors October 2017

The S&P GIVI (Global Intrinsic Value Index) Japan outperformed its benchmark index, the S&P Japan BMI, by 0.46% in the third quarter of 2017.1 Since its launch in March 2012, the S&P GIVI Japan has outperformed its benchmark index by 0.94% per year, with a tracking error of 2.36%.

Feb 13 2017

S&P GIVI® Japan and Major Single Factors Year-End 2016

S&P GIVI Japan Performance

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