TIP Taiwan TPEx ESG Index (hereafter TIP TPEx ESG Index) uses public information, including corporate social responsibility reports, corporate sustainability reports, annual reports, government information, financial figures and more to be added, collecting from the Taiwan Index Plus Corporation (TIP), the Taipei Exchange (TPEx), and the Business Council for Sustainable Development of Taiwan (BCSD) to design the evaluation model for producing corporate social responsibility evaluation scores to select the TPEx companies. TIP TPEx CSR Index is designed to represent the investment portfolio performance of the TPEx companies which implement the CSR in Taiwan.
Overview
| Index Universe |
Listed companies of Taipei Exchange |
| Weighting Method |
Modified free float adjusted Market Capitalization |
| 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 | 3.48% |
| 3 Months | -0.03% |
| 6 Months | 4.8% |
| 1 Year | 34.98% |
| 3 Years | - |
| 5 Years | - |
| Annualized Returns |
|---|
| 1 Year | 36.2% |
| 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.
