Asset Management One Co., Ltd.

AMO Insight 'Upside Potential for Japanese Equities'

28th June 2023

Foreign investors have driven the surge in Japanese equities, with the cumulative net purchase amount since the inauguration of the first Kishida Government showing a positive shift. At this stage, we should contemplate if this trend will continue.

In this report, we examine the upside potential in the Japanese equity market based on the forward PE (price-to-earnings) ratio and trailing PB (price-to-book value) ratio from a historical perspective, putting aside fundamental factors. Our study shows that if share prices rise to 1x PB for all constituents of the TOPIX with a PB ratio below 1x, which accounts for about 50% of companies in the index, there would be significant upside potential.

Return on capital, which the Tokyo Stock Exchange (TSE) has requested listed companies to improve, won't inherently increase in the short term, although investors will need to carefully assess how companies respond to this agenda.

  pdf AMO Insight Upside Potential for Japanese Equities

Written by Hitoshi Asaoka, Senior Strategist, Asset Management One Co., Ltd.

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