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TOP > Latest data,etc. > Special treatment rule
 | Japanese |
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Special treatment rule for newly listed securities
when a Stock-For-Stock Exchange method is utilized on the establishment
of holding companies.
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Newly listed securities are added to the universe on the
day of De-listing, if a Stock-For-Stock Exchange method is used when a
few formerly listed securities are merged into a new holding company
, and if they are categorized as "Large" based on the following
standard.
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 Style
calculation |
| *Data : As of the last rebalancing date (end of June or December)
is used. |
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Newly listed securities are classified
as either Large(TOP) or Large(NEXT), based on the combined market
capitalization of pre-merged securities. |
| Large(TOP) |
:top 100 in terms of market capitalization |
| Large(NEXT) |
:from 101 to 500 in terms of market capitalization |
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[Value and Growth] |
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Newly listed securities are
classified as value, growth, or some mixture of both, based on the
following standard. |
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Average each listed security's Normalized Value-Growth
Score(VGS) weighted by each market capitalization. |
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Decide on the Value-Growth Classification
Score(VGCS) of newly listed securities based on the logarithm of
combined market capitalization of each listed subsidiary and the
above Normalized VGS. (Using the same Regression Line at the last
rebalancing date). |
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Use the same Buffer zone as at the last rebalancing
date. |
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| Implemented Index Additions |
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Date
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Comapny
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2011/10/3
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2010/4/1
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2010/4/1
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Last Revised: Sep 16, 2011 |
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| Copyright 2001-2011 Daiwa Institute of Research Ltd. |