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TIP Taiwan Market CSR Small/Mid-Cap Index

Automatically update every minute. The official end-of-day index value is provided on the "Historical date."
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 corporate social responsibility (CSR) reports, annual reports, government information and financial figures to design the evaluation model for producing corporate social responsibility 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 Month2.4%
3 Months2.48%
6 Months32.91%
1 Year74.06%
3 Years-
5 Years-
Annualized Returns
1 Year67.77%
3 Years-
5 Years-
Annualized Standard Deviation
1 Year20.56%
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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