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.
|Universe||Listed companies of Taiwan Stock Exchange|
|Calculation Frequency||Every 5 sec|
|Number of Constituents||varies after each review|
|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.