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TIP TWSE Market Capitalization Top 500 Total Return Index

Automatically update every minute. The official end-of-day index value is provided on the "Historical date."
The TIP TWSE Market Capitalization Top 500 Total Return Index (TIP Cap Top 500 Total Return Index) selects 500 stocks which possess top market capitalization according to the quarterly liquidity criteria. The index is a bellwether for the performance of the whole Taiwan stock market. Based on the backtesting of TIP Cap. Top 500 TR Index, it accounts for over 95% of market capitalization in the Taiwan stock market from 2014 to 2018. It facilitates asset allocation and hedging for index investing.

Overview

Index Universe Listed companies of Taiwan Stock Exchange
Weighting Method Market Capitalization
Base Date 2019.01.11
Launch Date 2019.01.14
Base Value 5,000
Calculation Frequency Every 5 sec
Number of Constituents 500
Index Type TR
Periodic Review March, June, September, December

Index Performance

Returns
1 Month-3.49%
3 Months-5.33%
6 Months0.02%
1 Year35.74%
3 Years-
5 Years-
Annualized Returns
1 Year40.49%
3 Years-
5 Years-
Annualized Standard Deviation
1 Year14.47%
3 Years-
5 Years-
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.

Download

TitleFile DateLink
ETN Information: KGI TW500 TR ETN - Link

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