Also known as: 臺灣晶圓製造指數 · IX0169 Index (Bloomberg) · IX0169 (TIP code)
Tracked by: 00913 (ETF)
At a glance
- Weighting schemeFree float market cap
- Review frequencySemi-annual
- Single cap25
| Field | Value | Source text | Reading (model) |
|---|---|---|---|
| M1 Identity, objective, classification · 9 fields | |||
| Constituent count | 30 securities | 依自由流通市值選取30 檔成分股並加權，編製臺灣指數公司特選臺灣晶圓製造指數Open p.1 ↗ |
The index selects and weights 30 constituent stocks. |
| Index name | Taiwan Index Service Selected Taiwan Wafer Manufacturing Index | 編製臺灣指數公司特選臺灣晶圓製造指數(簡稱「臺灣晶圓製造指數」)，以表彰具臺灣晶圓製造代表性，兼顧公司治理、獲利能力之股票績效表現。Open p.1 ↗ |
The official index name in the document is the Taiwan Index Service Selected Taiwan Wafer Manufacturing Index. |
| Index short name | 臺灣晶圓製造指數 | 臺灣指數公司特選臺灣晶圓製造指數(簡稱「臺灣晶圓製造指數」)Open p.1 ↗ |
The document gives the short name as Taiwan Wafer Manufacturing Index. |
| Local index name | 臺灣指數公司特選臺灣晶圓製造指數 | 編製臺灣指數公司特選臺灣晶圓製造指數(簡稱「臺灣晶圓製造指數」)Open p.1 ↗ |
The local-language index name is 臺灣指數公司特選臺灣晶圓製造指數. |
| Administrator | 臺灣指數公司 | 臺灣指數公司依照產業價值鏈資訊平台與上市、上櫃公司產業類別，篩選屬半導體產業鏈的股票Open p.1 ↗ |
The index provider and administrator is Taiwan Index Service. |
| Objective | 表彰具臺灣晶圓製造代表性，兼顧公司治理、獲利能力之股票績效表現 | 以表彰具臺灣晶圓製造代表性，兼顧公司治理、獲利能力之股票績效表現。Open p.1 ↗ |
The index measures the performance of stocks representative of Taiwan wafer manufacturing while considering corporate governance and profitability. |
| Market classification | Domestic | 指數母體：臺灣證券交易所上市與中華民國證券櫃檯買賣中心上櫃普通股股票Open p.1 ↗ |
The index covers the domestic Taiwan listed and emerging stock market universe. |
| Size segment | Custom | 依自由流通市值選取30 檔成分股並加權，編製臺灣指數公司特選臺灣晶圓製造指數Open p.1 ↗ |
The index targets a custom selection of 30 semiconductor value-chain stocks rather than a standard broad market-cap segment. |
| Index family type | Thematic | 為凸顯臺灣之晶圓製造優勢，臺灣指數公司依照產業價值鏈資訊平台與上市、上櫃公司產業類別，篩選屬半導體產業鏈的股票Open p.1 ↗ |
The index is a thematic semiconductor wafer-manufacturing index. |
| M2 Universe · 7 fields | |||
| Eligible universe | Eligible universe | 指數母體：臺灣證券交易所上市與中華民國證券櫃檯買賣中心上櫃普通股股票；非屬管理股票、興櫃股票及經公告為變更交易方法或停止買賣股票者Open p.1 ↗ |
The sampling universe is TWSE-listed and TPEx common stocks, excluding managed, emerging, altered-trading-method, suspended, and primary overseas-company listings. |
| Industry scope | semiconductor upstream and classified as semiconductor industry, semiconductor midstream, semiconductor downstream IC packaging and testing, semiconductor downstream production-process and inspection equipment, semiconductor downstream substrates and classified as semiconductor industry | 產業價值鏈資訊平台屬「半導體」下之「上游」且於上市或上櫃公司產業類別中屬「半導體業」者。Open p.1 ↗ |
Candidates must satisfy specified semiconductor value-chain categories, with some categories also requiring the listed-company industry classification to be semiconductor. |
| Suspension exception | Stocks whose trading is suspended because new shares are exchanged due to capital reduction, conversion to a holding company, newly established company, or par-value change may remain in the universe. | 但因減資或轉換為控股公司、新設公司或變更面額等原因換發新股票而停止買賣者仍可列入母體。Open p.1 ↗ |
Suspended stocks may remain in the universe when the suspension results from exchanging new shares for specified corporate restructuring or capital changes. |
| Markets | Taiwan | 指數母體：臺灣證券交易所上市與中華民國證券櫃檯買賣中心上櫃普通股股票Open p.1 ↗ |
The eligible universe covers listed and over-the-counter common stocks in Taiwan. |
| Exchanges | 臺灣證券交易所, 中華民國證券櫃檯買賣中心 | 臺灣證券交易所上市與中華民國證券櫃檯買賣中心上櫃普通股股票Open p.1 ↗ |
Securities must be listed on TWSE or traded on TPEx. |
| Security types | Common | 臺灣證券交易所上市與中華民國證券櫃檯買賣中心上櫃普通股股票Open p.1 ↗ |
The index universe consists of common stocks. |
| Exclusions | managed stocks, emerging stocks, stocks publicly announced as having altered trading methods, suspended stocks, primary secondary listings, primary TPEx foreign listings | 非屬管理股票、興櫃股票及經公告為變更交易方法或停止買賣股票者；但因減資或轉換為控股公司、新設公司或變更面額等原因換發新股票而停止買賣者仍可列入母體。Open p.1 ↗ |
Managed stocks, emerging stocks, stocks with altered trading methods or suspended trading, and primary overseas-company listings are excluded, subject to a share-exchange exception. |
| M3 Eligibility screens · 4 fields | |||
| Selection ranking | Metric: average free-float-adjusted market capitalization; Window: latest one month; Order: Descending; Selection count: 30 | 排序方式：依近一個月平均自由流通市值遞減排序，選取排名前30 名之股票。Open p.2 ↗ |
Eligible stocks are ranked by average free-float market capitalization over the latest month in descending order, and the top 30 are selected. |
| Liquidity screen | Metric: Liquidity ratio; Window: 12 months; Threshold: Either top 20% by total trading value over the latest 12 months, or free-float turnover of at least 3% in at least 8 of the latest 12 months | 流動性檢驗：滿足以下任一條件視為通過流動性篩選： a. 最近12 個月成交金額總額前20%。 b. 最近12 個月中，至少有8 個月自由流通週轉率達3%。Open p.2 ↗ |
A security passes the liquidity test if it ranks in the top 20% by total trading value over the latest 12 months or has free-float turnover of at least 3% in at least 8 of those months. |
| Minimum size | Metric: Full market cap; Threshold: 3,000,000,000 | 市值指標：發行市值大於30 億元。Open p.2 ↗ |
Issued market capitalization must be greater than NT$3 billion. |
| Financial screens | Cash dividend per share for the most recent year must be greater than zero., The sum of after-tax ROE over the most recent three years must be greater than zero., The latest corporate governance evaluation result must rank in the top 50%. | 現金股利指標：最近一年每股現金股利大於0。 c. 稅後ROE 指標：最近三年稅後ROE 總和大於0。 d. 公司治理評鑑指標：最近一期公司治理評鑑達前50%。Open p.2 ↗ |
Candidates must have positive latest-year cash dividends, positive cumulative after-tax ROE over three years, and a top-50% corporate governance evaluation. |
| M5 Weighting and capping · 10 fields | |||
| Minimum individual weight (%) | 0.1% | 個別成分股權重不得低於0.1%或超過𝑚𝑖𝑛{25%, 5 × 自由流通市值占比+ 近 3 個月平均成交金額占比 } 2Open p.2 ↗ |
An individual constituent’s weight may not be below 0.1%. |
| Formula based individual weight cap | min(25%, (5 × free-float market capitalisation share + trailing-three-month average trading value share) / 2) | 個別成分股權重不得低於0.1%或超過𝑚𝑖𝑛{25%, 5 × 自由流通市值占比+ 近 3 個月平均成交金額占比 } 2Open p.2 ↗ |
Each constituent’s weight is capped by the lesser of 25% and one-half of five times its free-float market-cap share plus its trailing-three-month average trading-value share. |
| Semiconductor ic foundry subgroup target | min(65%, sum of individual constituent weight caps in the semiconductor midstream IC/wafer manufacturing category) | c. 產業價值鏈資訊平台屬「半導體」下之「中游-IC/晶圓製造」權重總和，需達min(65%, 「半導體」之「中游-IC/晶圓製造」個股權重上限總和)。Open p.2 ↗ |
The semiconductor midstream IC/wafer manufacturing category must reach the lesser of 65% or the sum of its constituents’ individual weight caps. |
| Free float factor update timing | On the effective date of periodic constituent reviews. | 2. 配合成分股定期審核生效日，更新自由流通量係數。Open p.4 ↗ |
The free-float factor is updated to coincide with the effective date of periodic constituent reviews. |
| Weighting scheme | Free float market cap | 1. 自由流通市值加權。Open p.2 ↗ |
The index is weighted by free-float market capitalisation. |
| Free float factor | Method: Free float | 1. 自由流通量係數若低於10%，則不納入成分股採樣。Open p.4 ↗ |
The free-float factor is based on the most recent data produced under the vendor’s free-float factor compilation rules; securities with a factor below 10% are not sampled. |
| Weight cap | 25% | 個別成分股權重不得低於0.1%或超過𝑚𝑖𝑛{25%, 5 × 自由流通市值占比+ 近 3 個月平均成交金額占比 } 2Open p.2 ↗ |
An individual constituent’s weight may not exceed 25%, subject also to a formula-based upper limit. |
| Group cap | Top n: 5; Aggregate (%): 65 | 且前五大成分股權重總和不得超過65%。Open p.2 ↗ |
The aggregate weight of the top five constituents may not exceed 65%. |
| Sector cap (%) | 80% | b. 產業價值鏈資訊平台屬「半導體」下之「上游」、「中游」權重總和需達80%。Open p.2 ↗ |
The combined weight of the upstream and midstream semiconductor categories must reach 80%. |
| Divisor adjustment rule | Market-capitalization reference indices adjust the divisor while leaving coefficient products unchanged; investable and Smart Beta indices may adjust coefficient products or the divisor according to indexing-investment needs. | 「市值參考型指數」係傳統的市場參考指標，主要反映指數成分股價格波動所造成的發行市值消長，為避免僅因企業活動改變指數市值而導致指數斷層的不連續現象，採調整指數除數但係數乘積不變的方式，以維持指數的連續性From TIP Corporate Actions and Events Methodology ↗ |
To maintain index continuity, market-capitalization reference indices adjust the divisor without changing coefficient products, while market-capitalization investable and Smart Beta indices assess practical indexing needs and adjust coefficient products or the divisor. |
| M6 Review and rebalance schedule · 11 fields | |||
| Target constituent count | 30 | 每次定期審核後選取固定的成分股檔數30 檔。Open p.4 ↗ |
Each scheduled review selects a fixed constituent count of 30 stocks. |
| Divisor maintenance data rule | Use closing data on the trading day immediately preceding the scheduled review effective date to calculate the market-capitalisation difference between the new and old constituent portfolios as the changed index market capitalisation. | 指數除數維護方式，採成分股定期審核生效日前一交易日收盤資料，計算新成分股組合與原成分股組合之指數市値差異作為異動指數市值。Open p.4 ↗ |
The divisor is maintained using the previous trading day's closing data before the scheduled review effective date to measure the market-cap difference between the new and old portfolios. |
| Short history data substitution | For holding companies or newly established companies with insufficient screening-data history at a scheduled review, data for a representative company or stock may be combined if the converted-share representative company qualifies for the sampling universe. | 控股公司或新設公司定期審核使用之成分股篩選資料期間不足者，如轉換股份之代表公司符合採樣母體資格，得合併採用該代表公司或股票之資料。Open p.4 ↗ |
When a holding or newly established company lacks sufficient review history, data from a qualifying converted-share representative company or stock may be combined. |
| Review frequency | Semi-annual | 每年2 次進行成分股定期審核，以5、11 月的第7 個交易日為審核基準日，審核資料截至前一個月最後一個交易日。Open p.4 ↗ |
Constituent reviews are conducted twice per year. |
| Review types | Semi annual review, Ad hoc | 每年2 次進行成分股定期審核，以5、11 月的第7 個交易日為審核基準日，審核資料截至前一個月最後一個交易日。Open p.4 ↗ |
The index uses semiannual scheduled constituent reviews and may make ad hoc constituent adjustments. |
| Review months | May, November | 每年2 次進行成分股定期審核，以5、11 月的第7 個交易日為審核基準日，審核資料截至前一個月最後一個交易日。Open p.4 ↗ |
Scheduled reviews use review reference dates in May and November. |
| Data cutoff rule | Reference date: seventh_trading_day_of_May_and_November; Review data cutoff: Last trading day of preceding month | 每年2 次進行成分股定期審核，以5、11 月的第7 個交易日為審核基準日，審核資料截至前一個月最後一個交易日。Open p.4 ↗ |
The review reference date is the seventh trading day of May and November, while review data run through the last trading day of the preceding month. |
| Announcement rule | — | — (not found verbatim in the PDF) |
|
| Effective date rule | Delay: 5 trading days; Trigger: After the review reference date | 成分股定期審核結果，於審核基準日之後，間隔5 個交易日後生效。Open p.4 ↗ |
Scheduled review results become effective five trading days after the review reference date. |
| Rebalance frequency | — | — (not found verbatim in the PDF) |
|
| Weight reset frequency | — | — (not found verbatim in the PDF) |
|
| M8 Corporate actions, IPOs, ad-hoc changes · 4 fields | |||
| Replacement policy | None | 成分股若因此刪除，則不予遞補。Open p.4 ↗ |
If a constituent is removed because of an ad hoc corporate-action adjustment, it is not replaced. |
| Merger spinoff rules | Ad hoc constituent adjustments, coefficient products, issued shares, and the index divisor follow the TIP Index Series Corporate Actions General Rules; deleted constituents are not replaced. | 成分股不定期調整、係數乘積、發行股數、指數除數等維護，依本公司「TIP 指數系列企業活動處理通則」辦理；成分股若因此刪除，則不予遞補。Open p.4 ↗ |
Corporate-event maintenance, including ad hoc constituent changes, coefficient products, shares outstanding, and the divisor, follows the TIP Index Series corporate-action rules, with no replacement for deleted constituents. |
| Corporate actions guide ref | TIP 指數系列企業活動處理通則 | 依本公司「TIP 指數系列企業活動處理通則」辦理Open p.4 ↗ |
The referenced corporate-action guide is the TIP Index Series Corporate Actions General Rules. |
| Ad-hoc deletion | Delisting, Risk warning, Acquisition, Other | Constituents may be deleted ad hoc on delisting or cessation that removes index-universe eligibility, persistent changed trading methods, and merger-related termination; the document also includes an other-event category. | |
| M9 Calculation and return variants · 11 fields | |||
| Base date | 2022-04-22 | 註1：基期設定為2022 年4 月22 日，基準指數設定為5000 點。Open p.4 ↗ |
The base date is set as 22 April 2022. |
| Base index level | 5,000 points | 註1：基期設定為2022 年4 月22 日，基準指數設定為5000 點。Open p.4 ↗ |
The base index level is set at 5,000 points. |
| Corporate actions reference | TIP 指數系列企業活動處理通則 | 使用之係數依本公司「TIP 指數系列企業活動處理通則」市值投資型指數所定Open p.4 ↗ |
Coefficients and divisor adjustments for market-capitalisation investable indexes follow the TIP Index Series Corporate Action Handling Rules. |
| Formula type | Divisor | 𝑛 ∑ 𝑐𝑝𝑖,𝑡× 𝑠𝑖,𝑡× 𝑝𝑖,𝑡 𝑖=1 × 5000 𝐼𝑛𝑑𝑒𝑥𝑡= 𝐷𝑖𝑣𝑖𝑠𝑜𝑟𝑡Open p.4 ↗ |
The index is calculated using an index divisor and a base index value. |
| Calculation frequency | End of day | 臺灣晶圓製造指數於每日收盤後計算一次收盤指數。Open p.3 ↗ |
The price index and total return index are each calculated once after the daily market close. |
| Return variants | PR, GTR | 臺灣晶圓製造指數分「價格指數」 (Price Index)、「報酬指數」 (Total Return Index)，由臺灣指數公司負責編製。Open p.1 ↗ |
The index family includes a price index and a total return index. |
| Dividend treatment | The total return index is adjusted for cash dividends to reflect returns including cash dividends. | 臺灣指數公司另編製臺灣晶圓製造報酬指數，就臺灣晶圓製造指數考量現金股利因素後加以調整，用以反映包含現金股利之報酬Open p.3 ↗ |
The total return index incorporates cash dividends by adjusting the price-index return for cash dividend factors. |
| Divisor adjustment | post-close constituent changes, changes in index market capitalisation | 收盤後成分股依本公司「TIP 指數系列企業活動處理通則」市值投資型指數調整指數除數以維持指數連續性，調整方式如下：指數除數= 前1 日指數除數前1 日收盤之指數市值± 異動指數市值) × (前1 日收盤之指數市值Open p.4 ↗ |
After the close, the divisor is adjusted for constituent changes and changes in index market capitalisation to maintain index continuity. |
| Price source | Real-time prices are generated by the Taiwan Stock Exchange trading system; non-real-time closing prices are provided directly by the Taiwan Stock Exchange and Taipei Exchange. | 本公司之即時指數，委由證交所進行計算，其計算價格係由證交所之交易系統產製；非屬即時指數則由本公司系統產製每日收盤指數值，其價格係直接由證交所及櫃買中心提供。From TIP General Principles for TIP Securities Indices ↗ |
Real-time index prices come from the Taiwan Stock Exchange trading system, while daily closing-index prices are provided directly by the Taiwan Stock Exchange and Taipei Exchange. |
| Market disruption rule | If the TWSE centralised market cannot open normally or is closed, index calculation and publication stop. | 若證交所有價證券集中交易市場（以下稱：集中市場）因故無法正常開市或休市，指數將停止計算發布。From TIP General Principles for TIP Securities Indices ↗ |
Index calculation and publication are stopped when the Taiwan Stock Exchange centralised market is unable to open normally or is closed. |
| Recalculation policy | Missed intraday real-time indices are not recalculated after a real-time calculation or publication system failure., Affected daily closing indices after a major-emergency suspension are recalculated within five trading days after operations resume. | 若指數發生3.3.2 之情事，將不會回溯計算發布遺漏的盤中即時指數。From TIP General Principles for TIP Securities Indices ↗ |
Missed intraday real-time values are not back-calculated, whereas closing values affected by a major-emergency suspension are retrospectively calculated and corrected. |
| M10 Governance, change policy, disclosure · 8 fields | |||
| Recordkeeping | Taiwan Index Company keeps closing market capitalisation records for all constituent stocks. | 臺灣指數公司將保存所有成分股的收盤市值紀錄。Open p.1 ↗ |
The administrator maintains closing market-capitalisation records for all constituent stocks. |
| General rules reference | 臺灣指數公司有價證券指數通則 | 指數編製、維護及管理等原則，參閱「臺灣指數公司有價證券指數通則」。Open p.1 ↗ |
Principles for index compilation, maintenance and management are governed by the Taiwan Index Company General Rules for Securities Indexes. |
| Oversight body | 臺灣指數公司 | 臺灣晶圓製造指數分「價格指數」 (Price Index)、「報酬指數」 (Total Return Index)，由臺灣指數公司負責編製。Open p.1 ↗ |
Taiwan Index Company compiles the indexes and conducts periodic constituent reviews under the index compilation rules. |
| Discretion points | handling urgent situations not covered or not clearly governed by the rules, deciding whether to terminate an index, final decision on changes to individual index compilation rules, adjusting weight-cap parameters when weights total less than 100%, shortening the announcement period for methodology changes in specified circumstances | 又必須及時處理時，其處理方式的任何決定，本公司將基於指數能符合公正、公平、公開的原則下進行決策。From TIP General Principles for TIP Securities Indices ↗ |
The company may decide treatment of unforeseen urgent matters, determine whether to terminate indices, make final decisions on methodology changes, and adjust weight-cap parameters or notice periods in specified situations. |
| Methodology review frequency | The general rules are reviewed from time to time; the committee normally meets twice per year. | 本指數通則由本公司不定期審視，以期能持續實現指數之編製目標From TIP General Principles for TIP Securities Indices ↗ |
The general rules are reviewed irregularly, while the Index Compilation Committee is normally convened twice per year. |
| External review | The Index Compilation Committee is consulted on content formulation and major changes to the general rules. | 內容制定或任何重大變更將向指數編製委員會徵詢意見，作為擬訂或增修之參考。From TIP General Principles for TIP Securities Indices ↗ |
Opinions are sought from the Index Compilation Committee when formulating the rules or making any material changes. |
| Change announcement | Taiwan Index Company website, technical notices, press releases, notifications to authorised clients | 授權發行金融商品之指數，編製規則修改將於新編製規則生效前於本公司網站公告技術通知。From TIP General Principles for TIP Securities Indices ↗ |
Results, rules, changes and emergency responses are disclosed on the company website, through technical notices or press releases, and by notifications to authorised clients. |
| Cessation policy | insufficient number of constituents, incomplete or unreliable data required for periodic review, changes in market environment, regulations or potential constituents making the objective difficult to achieve, a customised index's original purpose no longer exists or there is no practical application demand | 指數終止編製發布之啟動事由，包含但不限於下列情事；本公司經審慎評估後，決定指數是否終止編製發布。指數成分數量不足From TIP General Principles for TIP Securities Indices ↗ |
An index may be terminated after careful assessment when constituents are insufficient, review data are incomplete or unreliable, market or regulatory changes prevent achievement of its objective, or a customised index has no purpose or demand. |
Open points · 37Model-written, for reference
- 1Index code, ISIN, and third-party vendor tickers were not stated.
- 2Calculation agent, launch date, base date, base value, calculation currency, methodology version, and methodology date were not stated.
- 3Benchmark regulatory status and intended use as an investable product or benchmark were not stated.
- 4No separate minimum listing-history requirement was stated.
- 5No numerical minimum free-float percentage, minimum foreign room, minimum voting rights, or minimum price screen was stated.
- 6No explicit ESG or business-controversy exclusion beyond corporate governance evaluation and semiconductor industry scope was stated.
- 7No buffer rule for existing constituents was stated.
- 8No abnormal or extreme price increase screen was stated.
- 9No explicit domestic inclusion factor was stated.
- 10No treatment of foreign ownership limits or foreign ownership room was stated.
- 11No country cap was stated.
- 12The timing for applying weight caps was not explicitly stated.
- 13The source or update schedule for shares outstanding was not stated; only free-float factor data and update timing were stated.
- 14No divisor adjustment or base-value continuity rule was stated.
- 15No announcement timing or publication channel for scheduled review results was stated.
- 16No separate weight-rebalancing or capped/factor-weight reset frequency was stated.
- 17No rank buffer, size-segment buffer, liquidity buffer for existing constituents, or maximum turnover per review was stated.
- 18No fast-entry rule for large new listings was stated.
- 19No specific ad hoc deletion triggers or deletion price were stated; the document refers to the separate TIP corporate-action rules.
- 20No share-count or free-float change implementation threshold was stated.
- 21Price source: no explicit rule identifying last trade, closing auction or reference price source.
- 22Calculation returns.precision: published index decimal places are not stated.
- 23Withholding tax basis: no withholding-tax basis is stated; only a total return index is identified, not a net total return variant.
- 24Market disruption rule: no market closure or disruption calculation rule is provided.
- 25Recalculation policy: no policy for correcting or restating published index levels is provided.
- 26Discretion points: no discretionary situations are stated.
- 27Methodology review frequency: frequency of reviewing the methodology is not stated.
- 28External review: external review arrangements are not stated.
- 29Material change definition: material methodology change definition is not stated.
- 30Consultation procedure: consultation procedure is not stated.
- 31Notice period: advance notice period for changes is not stated.
- 32Error correction policy: error correction or restatement policy is not stated.
- 33Change announcement: publication channels beyond daily publication of the total return index are not specified.
- 34Constituents published: whether and how often constituent lists are published is not stated.
- 35Cessation policy: index discontinuation policy is not stated.
- 36Not coveredM4 Selection and constituent count: not covered by this edition
- 37Not coveredM7 Buffers and turnover control: not covered by this edition
Read by a language model (doubao-seed-2.1-pro) on 2026-10-04 · prompt 1.3 · schema 1 · 61 of 61 quotes found word for word in the PDF · includes general rules: General Principles for TIP Securities Indices v1.1.2, TIP Corporate Actions and Events Methodology v2.3.7
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