TIP Preferred Stock Mix High Dividend 20 Total Return Index selects preferred stocks and common stocks to construct stable and high dividend yield portfolio. The stock screening rules include market capitalization, liquidity and dividend criteria. Market capitalization and free-floated market capitalization weighting are implemented respectively on preferred stocks and common stocks.
|Universe||Listed companies of Taiwan Stock Exchange|
|Weighting Method||Market Capitalization & Free float adjusted Market Capitalization|
|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.