TIP Taiwan TPEx CSR Index (hereafter TIP TPEx CSR Index) uses public information, including corporate social responsibility 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.
|Universe||Listed companies of Taiwan Stock Exchange and Taipei Exchange|
|Weighting Method||Modified free float adjusted Market Capitalization|
|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.