The "Taiwan Stock Exchange Capitalization Weighted Stock Index" (TAIEX) belongs to TWSE and measures the performance of all listed stocks on Taiwan Stock Exchange (TWSE). TAIEX is the first TWSE self-compiled index and is the most prominent benchmark of the Taiwan securities market.
Overview
| Index Universe |
Listed companies of Taiwan Stock Exchange |
| Weighting Method |
Market Capitalization |
| Base Date |
1966 Annual Average |
| Launch Date |
1970.11.02 |
| Base Value |
100 |
| Calculation Frequency |
Every 5 Sec |
| Number of Constituents |
Not fixed |
| Index Type |
PR/TR |
| Periodic Review |
－ |
Index Performance
| Returns |
|---|
| 1 Month | -4.05% |
| 3 Months | -9.3% |
| 6 Months | -7.69% |
| 1 Year | -1.34% |
| 3 Years | 72.37% |
| 5 Years | 90.7% |
| Annualized Returns |
|---|
| 1 Year | -2.88% |
| 3 Years | 19.03% |
| 5 Years | 15.18% |
| Annualized Standard Deviation |
|---|
| 1 Year | 11.42% |
| 3 Years | 17.67% |
| 5 Years | 15.5% |
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.
Download
| Title | File Date | Link |
|---|
| The TAIEX Methodology |
2021/12/06 |
download |
| FACTSHEET(2022Q1) |
2022/03/31 |
download |
| ETF Information: Sinopac TAIEX ETF |
- |
Link |
| Futures Information: TAIEX Futures |
- |
Link |
| Futures Information: Mini-TAIEX Futures |
- |
Link |
| Options Information: TAIEX Options |
- |
Link |
