Index Methodology Guide for FactSet Japan Global Leaders Index

This document is an Index Methodology Guide for the FactSet Japan Global Leaders Index, which serves as an equity benchmark to track the performance of Japanese companies that exhibit global revenue leadership and higher international revenue exposure. The guide outlines the index's construction, maintenance, and calculation processes. The index is float-adjusted and modified market capitalization weighted, based on various datasets, including the FactSet TruValue Labs ESG dataset. It details the reconstitution and rebalance schedule, which occurs annually and semi-annually, respectively. The guide also explains the criteria for constituent selection, including market capitalization thresholds and revenue generation from outside Japan. Additionally, it describes the index return formulas and adjustments for corporate actions, ensuring accurate representation of the index value. The document provides essential information for understanding the operational framework of the index and its calculation methodologies.