Index Methodology

JP→Nasdaq IndexPROV. Index levels are provisional until the live price feed is connected.

The JP→Nasdaq Index is an equal-weighted index measuring the share-price performance of Japan-domiciled companies listed on US markets (Nasdaq, NYSE, and others) that this database tracks. This page defines the rules governing its construction, calculation, and maintenance.

1. Constituent universe

Constituents are Japan-domiciled companies with a status of “Listed” for which a US-dollar closing price is available. Filed (not-yet-trading), pipeline, and delisted names are excluded.

2. Weighting

Equal-weighted. Each constituent receives an identical weight, so the index reflects the performance of the Japan-to-US listing cohort as a whole rather than being dominated by a few large names.

3. Calculation

The index is rebased to 100 at inception. The level on trading day t is given by:

Indext = 100 × (1 / N) × Σi ( Pi,t / Pi,0 )

where N is the number of constituents, P(i,t) is the closing price of constituent i on day t, and P(i,0) is its price on the base date.

4. Price data

US-dollar closing prices are used for each trading day, sourced from a market-data provider (e.g., Finnhub) and synced on a regular schedule. For ADRs, the ADR closing price is used.

5. Maintenance & rebalancing

Newly listed names are added on their listing date (or first available close), which becomes their base date; delisted names are removed on their delisting date. Weights are reset to equal each calendar quarter.

6. Comparison series

For context the chart also plots a peer series (a comparable micro-cap cohort) and an external benchmark (e.g., the Nasdaq Composite). These are reference series only and do not affect the index’s construction.

Data is provided for informational purposes only and does not constitute investment solicitation.