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.
|Universe||Listed companies of Taiwan Stock Exchange|
|Weighting Method||Market Capitalization|
|Base Date||1966 Annual Average|
|Calculation Frequency||Every 5 Sec|
|Number of Constituents||Not fixed|
|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.
|Methodology of TAIEX and Industrial Sub-Indices Series