Russell/Nomura Prime Index
Russell/Nomura Prime Index (R/N Prime) is a Japanese equity index specially designed for passively managedfunds.

As ofof end-Sepend-May 2015
As2024
Yen-dominated index

Summary- Universe: Russell/Nomura Total Market Index which contains the top 98% of all stocks listed onJapan’s stock exchanges in terms of adjusted market capitalization989

No. of cons.
Reconfiguration

Every November

Base period

December 30, 1996

(base value)(=1000)WeightingMarket capitalization

Exchange-traded productBloomberg- The index contains the top 1,000 stocks from the Total Market Index in terms of adjusted market

capitalization and taking into account “banding” and the “negative list”- Price and Total Return values are calculated on an end of day basis. Price and Total Return Index

values in US dollar terms are also calculated on an end of day basis.

Index performance
400－

Listed market－Currency－

Listing date
Fund manager(ETN issuer)

－350
300－

Contact
Nomura Fiduciary Research &Consulting Co., Ltd.

12%
Cumulative excess returns to ben chmark(Right)

10%

R/N Prime(Le ft)
TOPIX(Be nch ma rk,Left)

8%

250

6%

200

4%

150

2%

1000%Index Services Departmente-mail ：idx_mgr@nfrc.co.jp

50200012

200512

201512

201012-2%202012((above) Shows total returns of yen-denominated indexes, rebased so that end-Dec 2000 = 100.
(below) Ref Note1)

Data for Russell/Nomura Japan Equity
Indexes can be obtained via followingchannels.
Bloomberg
Jiji

RNJI
RNSI/12400,
RNSIIDV/12400

QUICK

NRIJ500~503,
NRIJ510~517

LSEG

FRCNRI01, FRCNRI02,
FRCNRI03, FRCNRI04,.JRNP, .JRNS
http://qr.nomuraholdin
gs.com/en/frcnri/index.html

Website

1m3m

FYTD

1-year2-year5-year200101～

R/N Prim e

-1.5%

-4.7%

-2.8%

16.6%

21.7%

13.8%

6.5%

TOPIX

-1.5%

-4.9%

-3.3%

16.1%

21.5%

13.6%

6.3%

R/N Prime－TOPIX

0.1%

0.2%

0.5%

0.5%

0.2%

0.2%

0.2%

---

1.75

0.56

0.31

0.27

IR

Risk return
Average return(p.a.)

Russell/Nomura Japan Equity Indexes
Data publication services

7.5%

7.0%

6.5%

6.0%
16.25%

R/N Total

16.50%

R/N PrimeTOPIX

R/N Large

16.75%17.00%
17.25%
Standard deviation(p.a.)(Yen-denominated monthly total returns are annualized. January 2001-, Ref. Note2)

R/N Prime

TOPIX

R/N Total

R/N Large

Average return

6.51%

6.34%

6.56%

6.31%

Std. deviation

16.66%

16.66%

16.61%

16.92%

Return/Std. dev.

0.39

0.38

0.39

0.37

Russell/Nomura Prime Index
Asofof end-Sep
end-May 2015
As2024

Valuation(F1 based, Priority given to consolidated results supplemented by parent, Ref. Note3)

PER

PBR

D/Y (%)ROE (%)

R/N Prime

15.25

1.33

2.41

9.02

R/N Total

15.19

1.32

2.42

8.98

R/N Large

15.43

1.38

2.39

9.22

(Note1)
1) The data less than a year shows the return in the period, and that of more than a year is annualized(total returns of yen-denominated indexes).
2)Annualized return is calculated by multiplying the average monthly return by 12 during the data period.
3)Excess return is calculated by subtracting benchmark index return from the index return.
4)IR(Information Ratio) = (monthly excess return×12) ÷ (standard deviation of monthly excess return
multiplied by square root of 12)(Note2)
1)Average return is calculated by multiplying the average monthly return by 12 during the data period.
2)Standard deviation is obtained by multiplying specimen standard deviation of monthly return by squareroot of 12.
3)Return/Standard deviation = 1) ÷ 2)
(Note3)
PER(Price Earnings Ratio)＝aggregated market capitalization ÷ aggregated profit after tax
PBR(Price Book-value Ratio)＝aggregated market capitalization ÷ aggregated shareholders’ equity
D/Y(Dividend Yield)＝aggregated dividend ÷ aggregated market capitalization
ROE(Return On Equity)＝aggregated profit after tax÷((shareholders’ equity＋shareholders’ equity of the previous FY)÷2)

More detailed data
More detailed data on index values and individual stock information can be obtained through Nomura Research Instituteservices Aurora, e-Aurora, and IDS.
For information, contact: Nomura Research Institute, Investment Information Systems Business Departmente-mail: ids-sales@nri.co.jp
Reports

Rule books
Monthly report

Russell/Nomura Japan Equity Indexes rulebook
Russell/Nomura Japan equity index performance summary

The intellectual property rights and any other rights, in Russell/Nomura Japan Equity Index belong to Nomura Fiduciary Research & Consulting Co., Ltd.
(“NFRC”) and Frank Russell Company ("Russell"). NFRC and Russell do not guarantee accuracy, completeness, reliability, usefulness, marketability,
merchantability or fitness of the Index, and do not account for business activities or services that any index user and/or its affiliates undertakes with the use ofthe Index.
Publication of the index could be delayed or canceled if a computer malfunction, natural disaster, or other unavoidable event affects the index calculation
process.
Please read “About The Index License” before using the indexes, regardless of the channel through which indexes/data is acquired (NFRC website, services
via information vendors, etc).
"About The Index License“ http://qr.nomuraholdings.com/en/indexlicense.html
The TOPIX Index Value and the TOPIX Marks are subject to the proprietary rights owned by JPX Market Innovation & Research, Inc. or affiliates of JPX Market
Innovation & Research, Inc. (hereinafter collectively referred to as "JPX") and JPX owns all rights and know-how relating to TOPIX such as calculation,
publication and use of the TOPIX Index Value and relating to the TOPIX Marks. JPX shall not be liable for the miscalculation, incorrect publication, delayed orinterrupted publication of the TOPIX Index Value.
■ This material has been prepared by NFRC for information purposes only.
■ All opinions and/or predictions contained in this material are based on the determination of NFRC at the time this material was prepared and are subject tochange without notice. We do not provide any guarantee or assurance that opinions contained in this material relating to future predictions will actually takeplace. Some part of the content of this material is based on various information available to NFRC which NFRC determined to be reliable. However, NFRC does
not guarantee the accuracy of such information, and there is a possibility that such information was summarized and imperfect. The past investment
performance is not indicative of the future results.
■ This material is not intended as an investment solicitation or an investment advice in connection with any particular security transaction.
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