"TIP Taiwan Market CSR Small/Mid-Cap Index" (hereafter "TIP Taiwan CSR SMC Index") is developed by Taiwan Index Plus Corporation (TIP), Rayliant Global Advisors Limited Taiwan Branch (RGA) and Business Council for Sustainable Development of Taiwan (BCSD). The index uses sustainability reports, annual reports, government information and financial figures to design the evaluation model for producing ESG evaluation scores. The index combine a multi-factor strategy with strategy and use qualitative and quantitative methodologies to select Small/Mid-Cap TWSE-listed companies and TPEx companies. "TIP Taiwan CSR SMC Index" is designed to represent the portfolio performance of Small/Mid-Cap stocks which implement the CSR in Taiwan.
Overview
| Index Universe |
Listed companies of Taiwan Stock Exchange and Taipei Exchange |
| Weighting Method |
Factor-weighted |
| Base Date |
2020.06.19 |
| Launch Date |
2020.06.22 |
| Base Value |
5,000 |
| Calculation Frequency |
Every 5 sec |
| Number of Constituents |
varies after each review |
| Index Type |
PR/TR |
| Periodic Review |
June |
Index Performance
| Returns |
|---|
| 1 Month | -3.79% |
| 3 Months | -5.37% |
| 6 Months | -2.74% |
| 1 Year | 18.06% |
| 3 Years | - |
| 5 Years | - |
| Annualized Returns |
|---|
| 1 Year | 15.09% |
| 3 Years | - |
| 5 Years | - |
| Annualized Standard Deviation |
|---|
| 1 Year | 14.33% |
| 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.
