TIP Enhanced Low Volatility High Dividend Total Return Index targets on twenty companies which have demonstrate high dividend and low volatility. The methodology includes liquidity, market capitalization, profit ability and dividend quality criteria, along with 2-factor indicator ranking. Market capitalization will be considered in the final step of selection process. Free-floated market capitalization weighting is implemented on all constituent at each annually rebalance.
|Universe||Listed companies of Taiwan Stock Exchange|
|Weighting Method||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.