Direct Answer
The Nikkei Stock Average Volatility Index is a rule-based measurement of japanese equity volatility benchmark, maintained by JPX/Nikkei. Like every index it owns nothing: it is a number produced by applying a published weighting formula to a selected list of companies, revised on a schedule the provider sets.
What this index covers
The Nikkei Stock Average Volatility Index covers japanese equity volatility benchmark, within the Japan market. JPX/Nikkei defines which securities are eligible, how they are selected from that pool, and how much each one contributes to the published number.
The index name does not state a fixed company count, so the number of constituents follows the eligibility rules rather than a target.
How constituents are weighted
Swoopr has not verified the weighting method for this index against JPX/Nikkei's current methodology document, so none is stated here rather than guessed. The provider link below is authoritative.
Current Nikkei Stock Average Volatility Index constituents
JPX/Nikkei publishes and licenses the Nikkei Stock Average Volatility Index constituent list. Swoopr does not republish it here. The provider's own page is the authoritative source for current membership and weights.
JPX/Nikkei: official Nikkei Stock Average Volatility Index page
Related reading
- All stock market indexes: how indexes are built, weighted and revised.
- Asia-Pacific indexes: others covering the same region.
- Index concentration: measuring how much of an index sits in its largest holdings.
- Index rebalancing and inclusion effects: what happens to a stock when index membership changes.
Frequently Asked Questions
Who maintains the Nikkei Stock Average Volatility Index?
JPX/Nikkei maintains the Nikkei Stock Average Volatility Index and publishes the methodology document that defines its eligibility and weighting rules.
What does the Nikkei Stock Average Volatility Index measure?
It measures japanese equity volatility benchmark. The index is a calculated number applying a weighting formula to a selected list of companies, and it holds nothing itself.
Where can I see the current Nikkei Stock Average Volatility Index constituents?
JPX/Nikkei publishes the current constituent list. Swoopr does not republish it, because index providers license constituent data and Swoopr holds no such licence.