================================================================================================= Daiwa Stock Indices - Available Download Data - as of Oct 3,2008 Daiwa Institute of Research, Ltd. Information Management Dept. ================================================================================================= The Daiwa Stock Indices(DSI) is the performance index for Japanese stocks developed by Daiwa SMBC(Daiwa Securities SMBC Co.Ltd.) and DIR(Daiwa Institute of Research, Ltd.). DSI consist of DSI-1(based on free-float shares) and DSI-2(based on all listed shares). DSI has various types of indices such as total index, style indices and sector indices. 1. Introduction The following data files are available for downloading: 1. Monthly index price data 2. Monthly index return data 3. Monthly stock weights 4. Details on individual issues 5. Daily index price data 6. Daily index return data These are ASCII files with CSV format. Two securities universes are used to calculate DSI indices. One includes all securities listed on the Tokyo, Osaka and Nagoya stock exchanges and those registered on the JASDAQ. The other consists of all securities listed on the TSE-1. The file names are; No. Description all stocks TSE1 stocks Update Freq. ------------------------------------------------------------------------------------ 1. Monthly index price allidxe1.csv tse1idxe1.csv Monthly 2. Monthly index return allrete1.csv tse1rete1.csv Monthly 3. Monthly stock weights wgte1.csv Monthly 4. Details on individual issues infoe1.csv Semiannually 5. Daily index price dallidxe1.csv dtse1idxe1.csv Monthly 6. Daily index return dallrete1.csv dtse1rete1.csv Monthly *The file names are used for DSI-1. As for DSI-2, delete the "1" at the end of file names. 2. File contents 2-1. Monthly Index Price File name :allidxe1.csv(for all stocks), tse1idxe1.csv(for TSE-1 stocks) Contents :These files contain the monthly prices of DSI, including dividends. These indices are: Total index, Value index, Growth index, Large index, Large Value index, Large Growth index, TOP index, TOP Value index, TOP Growth index, NEXT index, NEXT Value index, NEXT Growth index, Small index, Small Value index, Small Growth index, TSE 33 sectors, DAIWA 7 sectors, Large industrial, Large financial, Non-financial total index Period :From December 1983 to last month, except for Total, Large, and Small Indices of DSI-2 from December 1979. 2-2. Monthly Index Return File name :allrete1.csv(for all stocks), se1rete1.csv(for TSE-1 stocks) Contents :These files contain the monthly returns of DSI, including dividends. The indices in these files are; Total index, Value index, Growth index, Large index, Large Value index, Large Growth index, TOP index, TOP Value index, TOP Growth index, NEXT index, NEXT Value index, NEXT Growth index, Small index, Small Value index, Small Growth index, TSE 33 sectors, DAIWA 7 sectors, Large industrial, Large financial, Non-financial total index Period :From December 1983 to last month, except for Total, Large, and Small Indices of DSI-2 from December 1979. 2-3. Monthly Stock Weights File name :wgte1.csv where is a 6-digit date. Contents :This file lists the weights of individual stocks. Monthly data for the latest six months are available. For June and December, weights are the new ones following the re-balancing that takes place in those months. The indices in this file are: Total index, Value index, Growth index, Large index, Large Value index, Large Growth index TOP index, TOP Value index, TOP Growth index NEXT index, NEXT Value index, NEXT Growth index Small index, Small Value index, Small Growth index Data :For last six months Columns :Please see following table. No. Columns Description -------------------------------------------------------------------------- 1. Code 4-digit securities code 2. Company Name Company name 3. Main Market Most liquid market. 4. Sector no. Official Tokyo Stock Exchange sector number 5. Sector name Official Tokyo Stock Exchange sector name 6. Size flag 1:TOP, 2;NEXT, 3:Small (1 and 2 are Large.) 7. Weight* Weight in index. * Please refer the header of the file for column layout. 2-4. Details on individual issues File name :infoe1.csv where is a 6-digit date. Contents :This file contains details of constituent stocks. The details are in the areas of: Value/Growth classification score Value/Growth weighting Size classification Period :End of June and December Columns :Please see following table. No. Columns Description -------------------------------------------------------------------------- 1. Code 4-digit securities code 2. Company Name Company name 3. Main Market Most liquid market 4. Sector no. Official Tokyo Stock Exchange sector number 5. Sector name Official Tokyo Stock Exchange sector name 6. Weight 7. V/G SCORE Value/Growth classification score 8. Size flags 1:TOP, 2;NEXT, 3:Small (1 and 2 are Large.) 9. Value weight 10. Growth weight For more details, please see http://www.dir.co.jp/dsi2/about/e100about.html 2-5. Daily Index Price File name :dallidxe1.csv(for all stocks), dtse1idxe1.csv(for TSE1 stocks) Contents :These files contain the daily prices of DSI, including dividends. The indices in these files are; Total index, Value index, Growth index, Large index, Large Value index, Large Growth index, TOP index, TOP Value index, TOP Growth index, NEXT index, NEXT Value index, NEXT Growth index, Small index, Small Value index, Small Growth index, TSE 33 sectors, DAIWA 7 sectors, Large industrial, Large-financial, Non-financial total index Period :Latest 36 months 2-6. Daily Index Return File name :dallrete1.csv(for all stocks), dtse1rete1.csv(for TSE1 stocks) Contents :These files contain the daily returns of DSI, including dividends. The indices in these files are; Total index, Value index, Growth index, Large index, Large Value index, Large Growth index, TOP index, TOP Value index, TOP Growth index, NEXT index, NEXT Value index, NEXT Growth index, Small index, Small Value index, Small Growth index, TSE 33 sectors, DAIWA 7 sectors, Large industrial, Large financial, Non-financial total index Period :Latest 36 months