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Nikkei 225 vs TOPIX Divergence Simulator

Nikkei Top 3 Weight 28.4% Fast Retailing, TEL, Advantest
TOPIX Top 3 Weight 8.1% Toyota, MUFG, TEL
Index Divergence 14.20 pts Price vs Cap-Weighted gap
KOSPI Tech Beta High Sensitivity Corr: 0.82 with Chip Exports

Constituent Weighting Skew (Nikkei 225 vs TOPIX)

Comparing Price-Weighted (Nikkei) vs Market-Cap Weighted (TOPIX) percentage allocation

Multi-Index Tech Correlation Matrix (Nikkei vs KOSPI vs TOPIX)

Simulating 30-day index return trajectories during tech earnings cycle shocks

REASONING PROOF & MODEL DYNAMICS

Why Nikkei 225 Tracks KOSPI While TOPIX Reflects Domestic Value

The Nikkei 225 uses a price-weighted index formula where single high-priced tech stocks (like Tokyo Electron and Advantest) command massive effective weights (~28.4% in top 3). Consequently, global semiconductor demand shocks cause Nikkei 225 to move in lockstep with Korea's semiconductor-heavy KOSPI index. Conversely, TOPIX uses market-capitalization weighting (~8.1% top 3 concentration), rendering it resilient to single-stock price swings and tightly aligned with broad Japanese domestic corporate earnings and dip-buying flows.

28.4% 8.1% 14.20 High sensitivity in Nikkei 225 price movement vs balanced TOPIX
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