Index Methodology Guide for FactSet Japan Mid & Small Cap Leaders Index

This document is an Index Methodology Guide for the FactSet Japan Mid & Small Cap Leaders Index. It outlines the structure and operational framework of the index, which is designed to track the performance of medium-to-small size Japanese companies that exhibit market share leadership. The guide details the index construction process, including constituent selection criteria based on market capitalization and trading volume, as well as the methodology for calculating index values. It explains the annual reconstitution and rebalancing schedule, along with the adjustments made for corporate actions, such as stock splits and rights issues. Additionally, the document describes the index maintenance procedures and the importance of adhering to the established guidelines for ensuring accurate index representation. The guide serves as a comprehensive resource for understanding the operational aspects of the index and the methodologies employed in its calculation and maintenance.