Taiwan Labor Rights Index

Automatically update every minute.
On the basis of CSR reports, working conditions, performances of occupational safety and health, financial data and public information of labor rights, Taiwan Labor Rights Index uses a multi-factor strategy and a labor rights valuation model that combine qualitative and quantitative methodologies to construct a portfolio which can effectively select companies with enhanced productivity, value and working environment.


UniverseListed companies of Taiwan Stock Exchange
Weighting MethodFactor-weighted
Base Date2019.05.24
Launch Date 2019.05.27
Base Value5,000
Calculation FrequencyEvery 5 sec
Number of Constituentsvaries after each review

Index Performance

1 Month0.72%
3 Months-2.28%
6 Months-3.61%
1 Year8.85%
3 Years-
5 Years-
Annualized Returns
1 Year7.31%
3 Years-
5 Years-
Annualized Standard Deviation
1 Year20.5%
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.


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