FactSet
Index Methodology Guide for FactSet Japan Global Leaders Top 10 Index
Pages
9
Time to read
10 mins
Publication
Language
English
Pages
9
Time to read
10 mins
Publication
Language
English
This document is an Index Methodology Guide for the FactSet Japan Global Leaders Top 10 Index. It outlines the structure and operational processes for the index, which is designed to track the performance of the top 10 Japanese companies with significant global revenue exposure. The index is equal-weighted and is based on comprehensive datasets. It details the index construction, including the selection criteria for constituents, which require a minimum market capitalization and revenue from international operations. The guide also explains the reconstitution and rebalance schedule, which occurs annually and semi-annually, respectively. Additionally, it describes the index calculation methods, including adjustments for corporate actions such as mergers, acquisitions, and spin-offs. The document provides specific formulas for calculating index returns and adjustments to ensure accurate representation of the index value. Overall, it serves as a comprehensive reference for understanding the methodology behind the index's operation.