(EDMJ) iShares MSCI Japan ESG - Ratings and Ratios
Equities, Japan, ESG, USD
Dividends
Currently no dividends paid| Risk via 5d forecast | |
|---|---|
| Volatility | 19.4% |
| Value at Risk 5%th | 28.5% |
| Relative Tail Risk | -10.57% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.64 |
| Alpha | 12.57 |
| CAGR/Max DD | 0.80 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.521 |
| Beta | 0.188 |
| Beta Downside | 0.435 |
| Drawdowns 3y | |
|---|---|
| Max DD | 16.82% |
| Mean DD | 4.06% |
| Median DD | 3.41% |
Description: EDMJ iShares MSCI Japan ESG November 30, 2025
The iShares MSCI Japan ESG Enhanced UCITS ETF (ticker EDMJ) is a Germany-domiciled exchange-traded fund that tracks the Morningstar Japan TME NR JPY index, offering exposure to large-cap Japanese equities with an ESG-screened tilt.
Key characteristics: the fund holds roughly 150-200 constituents, weighted toward technology, consumer discretionary and industrials-sectors that together account for about 55 % of assets under management. Its expense ratio stands at 0.25 % (annual), and as of the latest reporting date the ETF’s net assets total approximately €2.1 bn, reflecting solid investor demand for ESG-focused Japan exposure.
From a macro perspective, Japan’s equity market is currently driven by a combination of modest GDP growth (≈1.2 % YoY in Q2 2024), a weakening yen that boosts export-oriented earnings, and the Bank of Japan’s shift toward a more normalized monetary policy, which together support higher corporate profit expectations.
Because ESG integration can affect both risk and return profiles, monitoring the fund’s ESG score drift relative to the underlying index is essential; a deviation of more than 5 % in the MSCI ESG rating could signal a material change in the fund’s risk-adjusted outlook.
For a deeper quantitative breakdown, you might explore ValueRay’s platform to compare EDMJ’s performance metrics against peer ETFs.
What is the price of EDMJ shares?
Over the past week, the price has changed by +2.55%, over one month by +5.57%, over three months by +9.69% and over the past year by +19.49%.
Is EDMJ a buy, sell or hold?
What are the forecasts/targets for the EDMJ price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 8.5 | 10.8% |
EDMJ Fundamental Data Overview January 12, 2026
Beta = 0.0
Revenue TTM = 0.0 EUR
EBIT TTM = 0.0 EUR
EBITDA TTM = 0.0 EUR
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 1.41b EUR (1.41b + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
EV/FCF = unknown (FCF TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 1.41b)
FCF Margin = unknown (Revenue TTM is 0 or missing)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 1.41b / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 25.0% (EU avg default 25%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 25.00%))
Current Ratio = unknown (Total Current Assets none / Total Current Liabilities none)
Debt / Equity = unknown (Debt none)
Debt / EBITDA = unknown (Net Debt none / EBITDA 0.0)
Debt / FCF = unknown (Net Debt none / FCF TTM 0.0)
Total Stockholder Equity = 0.0 (from calculated bookValueOfEquity)
RoA = unknown (Net Income 0.0 / Total Assets none)
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity 0.0)
RoCE = unknown (EBIT 0.0 / Capital Employed )
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, EBIT 0.0)
WACC = 6.61% (E(1.41b)/V(1.41b) * Re(6.61%) + (debt-free company))
Discount Rate = 6.61% (= CAPM, Blume Beta Adj.) -> floored to rf + 0.7*ERP = 7.95%
Fair Price DCF = unknown (Cash Flow 0.0)