TIP Highlight 20 Equal Weight Total Return Index targets on twenty companies which have adequate industry representation and demonstrate high dividend and growth potential. The methodology includes market capitalization, liquidity and stock price screening, along with multi-factor indicator ranking. Maintaining adequate industry representation is considered in the final step of selection process. Each company is allocated the same weight at each annually rebalance.
|Universe||Listed companies of Taiwan Stock Exchange|
|Weighting Method||Equal Weight|
|Calculation Frequency||Every 5 sec|
|Number of Constituents||20|
|Annualized Standard Deviation|
The index performance is calculated through its total return index values; the price index values will be used in calculation only when there is no total return index.