Also known as: 特選臺灣優利高填息30指數 · IX0172 Index (Bloomberg) · IX0172 (TIP code)
Tracked by: 00918 (ETF)
At a glance
- Weighting schemeDividend yield
- Review frequencySemi-annual
- Single cap8
| Field | Value | Source text | Reading (model) |
|---|---|---|---|
| M1 Identity, objective, classification · 9 fields | |||
| Constituent count | 30 | 依完成填息的次數比率遞減排序，選取前30 檔為成分股。Open p.2 ↗ |
The index selects 30 constituent stocks. |
| Index name | Taiwan Index Corporation Select Taiwan Listed and Emerging Market Premium Dividend High Ex-Dividend Gap Filling 30 Index | 臺灣指數公司特選臺灣上市上櫃優選股利高填息30 指數Open p.1 ↗ |
The official index name is the Taiwan Index Corporation Select Taiwan Listed and Emerging Market Premium Dividend High Ex-Dividend Gap Filling 30 Index. |
| Index short name | 特選臺灣優利高填息30 指數 | 簡稱「特選臺灣優利高填息30 指數」Open p.1 ↗ |
The index is abbreviated as the Select Taiwan Premium Dividend High Gap-Filling 30 Index. |
| Local index name | 臺灣指數公司特選臺灣上市上櫃優選股利高填息30 指數 | 臺灣指數公司特選臺灣上市上櫃優選股利高填息30 指數Open p.1 ↗ |
The local-language index name is 臺灣指數公司特選臺灣上市上櫃優選股利高填息30 指數. |
| Index family | 臺灣指數公司 | 臺灣指數公司特選臺灣上市上櫃優選股利高填息30 指數Open p.1 ↗ |
The index belongs to the Taiwan Index Corporation index series. |
| Objective | 表彰兼具配息、填息及獲利能力的股票投資組合績效表現。 | 表彰兼具配息、填息及獲利能力的股票投資組合績效表現。Open p.1 ↗ |
The index measures the performance of a stock portfolio combining dividends, ex-dividend gap filling, and profitability. |
| Size segment | Custom | 採樣範圍：指數母體中發行市值前150 大之股票。Open p.1 ↗ |
The methodology targets 30 stocks selected from the 150 largest securities rather than a standard size segment. |
| Index family type | Dividend yield | 依股利率篩選合格股票，再以完成填息的次數比率擇優篩選30 檔股票Open p.1 ↗ |
The index is a dividend-yield strategy index that screens by dividend yield and dividend gap-filling rates. |
| Factor exposures | Yield, Quality | 最近4 季營業利益總和為正數。Open p.2 ↗ |
The index has dividend-yield and profitability-related quality exposure. |
| M2 Universe · 7 fields | |||
| Eligible universe rank scope | Metric: Issued market cap; Rank threshold: 150 | 採樣範圍：指數母體中發行市值前150 大之股票。Open p.1 ↗ |
The sampling scope is the 150 largest stocks by issued market value in the index universe. |
| Suspended new share exception | Yes | 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 ↗ |
New shares suspended because of capital reduction, conversion to a holding or newly established company, or par-value change may remain in the universe. |
| 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 universe covers Taiwan listed and OTC stocks. |
| 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 the Taiwan Stock Exchange or traded OTC on the Taipei Exchange. |
| Security types | Common | 上櫃普通股股票Open p.1 ↗ |
The index universe consists of common stocks. |
| Parent universe index | — | 採樣範圍：指數母體中發行市值前150 大之股票。Open p.1 ↗ |
The document defines the pool directly as the 150 largest stocks by issued market value, but does not identify a parent index. |
| Exclusions | Managed stocks, Emerging stocks, Securities with changed trading method, Suspended securities | 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, securities designated for changed trading methods, and suspended securities are excluded, subject to a capital-reduction or conversion exception. |
| M3 Eligibility screens · 4 fields | |||
| Dividend yield screen | Metric: Dividend yield; Selection: top 33%; Formula: sum of EPS over the latest four quarters multiplied by the average cash dividend payout ratio over the past three years, divided by the share price on the review-data cutoff date | 依照「股利率」遞減排序，前33%股票為合格股票。「股利率」計算如下：最近4 季每股盈餘總和× 過去3 年現金股利平均發放率審核資料截止日股價Open p.2 ↗ |
Stocks are ranked by dividend yield in descending order, and the top 33% become qualifying stocks. |
| Gap filling ratio selection | Metric: ratio of completed ex-dividend gap filling; Data points: up to the latest 15 ex-dividend records; Selection: top 30 | 檢視合格股票最近至多15 次除息資料，依完成填息的次數比率遞減排序，選取前30 檔為成分股。Open p.2 ↗ |
Qualifying stocks are ranked by the ratio of completed gap filling across up to the latest 15 ex-dividend events, and the top 30 are selected. |
| Liquidity screen | Metric: Liquidity ratio; Window: latest 12 calendar months; Threshold: rank in top 20% by total trading value, or free-float turnover of at least 3% in at least 8 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 個日曆月成交金額總額前20%股票。 b. 最近12 個日曆月中，至少有8 個月自由流通週轉率達3%。Open p.2 ↗ |
A security passes liquidity if it ranks in the top 20% by total trading value over the latest 12 calendar months, or has free-float turnover of at least 3% in at least 8 of those months. |
| Financial screens | Sum of operating profit over the latest four quarters must be positive. | 最近4 季營業利益總和為正數。Open p.2 ↗ |
Securities must have positive total operating profit over the latest four quarters. |
| M5 Weighting and capping · 9 fields | |||
| Dividend yield weight adjustment | Factor intensity (%): 100; Factor weight (%): 20; Adjustment ratio basis: Free float market capitalization relative strength | 基準權重之決定方式：基準權重i = 股利率權重i + 自由流通市值調整權重i = 股利率權重i + 因子強度× 因子權重× 調整比例i其中，因子強度：100%；因子權重：20%；調整比例i：依成分股i 之自由流通市值相對強弱設算。Open p.2 ↗ |
The base weight is the dividend-yield weight plus a free-float market-capitalization adjustment with factor intensity of 100%, factor weight of 20%, and an adjustment ratio based on each constituent's relative free-float market capitalization. |
| Free float relative weight limit | Multiple: 5; Relaxation: may gradually relax the multiple if weight allocation cannot be completed, subject to the 8% hard cap | 個別成分股權重不得超過自由流通市值占比之5 倍；若無法完成權重分配時，得逐步放寬倍數限制進行調整，但仍不得超過8%。Open p.2 ↗ |
A constituent's weight may not exceed five times its free-float market-capitalization share; if allocation cannot be completed, the multiple may be relaxed step by step, but the weight still may not exceed 8%. |
| Minimum free float factor | 10% | 自由流通量係數若低於10%，則不納入成分股採樣。Open p.4 ↗ |
Securities with a free-float factor below 10% are not included in the constituent sample. |
| Free float factor update timing | Updated to coincide with the effective date of periodic constituent reviews, unless separate rules provide otherwise. | 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 on the effective date of periodic constituent reviews, unless separate rules specify otherwise. |
| Free float factor data source | Taiwan Index Corporation free-float factor compilation rules, most recent data | 自由流通量係數依據臺灣指數公司「自由流通量係數編製規則」產製之最近期數據更新。Open p.4 ↗ |
The free-float factor is updated using the most recent data produced under Taiwan Index Corporation's free-float factor compilation rules. |
| Weighting scheme | Dividend yield | 以股利率為基礎，再依自由流通市值調整權重，為基準權重。Open p.2 ↗ |
Weights are based on dividend yield and then adjusted by free-float market capitalization. |
| Free float factor | Method: Free float | 以股利率為基礎，再依自由流通市值調整權重，為基準權重。Open p.2 ↗ |
A free-float factor is used to adjust weights, with the methodology source and update timing specified separately. |
| Weight cap | 8% | 依基準權重為計算標準，個別成分股權重上限為8%。Open p.2 ↗ |
Each constituent has a maximum weight of 8%. |
| 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 | |||
| Fixed constituent count after review | 30 constituents | 每次定期審核後選取固定的成分股檔數30 檔。Open p.4 ↗ |
Each periodic review selects a fixed portfolio of 30 constituent stocks. |
| Divisor maintenance basis | The divisor is maintained using closing data on the trading day immediately before the review effective date, measuring the market-capitalization difference between the new and old constituent portfolios. | 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 index divisor is maintained using closing data from the trading day before the review effective date, with the market-cap difference between the new and old portfolios treated as the changed market value. |
| Short history data aggregation | For holding companies or newly established companies with insufficient constituent-screening data for a periodic review, data from a representative company or its stock may be combined if the representative company qualifies in the eligible 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 ↗ |
If a holding company or newly established company lacks enough screening-data history, data from a qualifying representative company or stock may be combined for the periodic review. |
| Review frequency | Semi-annual | 每年2 次進行成分股定期審核，以6、12 月的第17 個交易日為審核基準日，審核資料截至6、12 月的第10 個交易日2。Open p.4 ↗ |
The index reviews constituents twice per year. |
| Review types | Semi annual review, Ad hoc | 每年2 次進行成分股定期審核，以6、12 月的第17 個交易日為審核基準日，審核資料截至6、12 月的第10 個交易日2。Open p.4 ↗ |
The index undergoes semiannual constituent reviews and may also be adjusted on an ad hoc basis for corporate events. |
| Review months | 6, 12 | 每年2 次進行成分股定期審核，以6、12 月的第17 個交易日為審核基準日，審核資料截至6、12 月的第10 個交易日2。Open p.4 ↗ |
The semiannual reviews use reference dates in June and December. |
| Data cutoff rule | Reference date: 17th trading day of June and December; Data cutoff: 10th trading day of June and December | 每年2 次進行成分股定期審核，以6、12 月的第17 個交易日為審核基準日，審核資料截至6、12 月的第10 個交易日2。Open p.4 ↗ |
The review reference date is the 17th trading day of June and December, and review data are cut off at the 10th trading day of those months. |
| Announcement rule | — | — (not found verbatim in the PDF) |
The document does not specify when or how review results are announced. |
| Effective date rule | 5 trading days 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 ↗ |
Periodic review results take effect five trading days after the review reference date. |
| Rebalance frequency | — | — (not found verbatim in the PDF) |
The document does not separately state a rebalancing frequency distinct from the semiannual constituent review. |
| Weight reset frequency | — | — (not found verbatim in the PDF) |
The document does not state a reset frequency for capped or factor weights. |
| M8 Corporate actions, IPOs, ad-hoc changes · 5 fields | |||
| Adhoc maintenance items | Constituent adjustments, Coefficient products, Shares outstanding, Index divisor | 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Open p.4 ↗ |
Ad hoc maintenance covers constituent adjustments, coefficient products, outstanding shares, and the index divisor under the corporate-actions rules. |
| Replacement policy | None | 成分股若因此刪除，則不予遞補。Open p.4 ↗ |
Constituents removed because of ad hoc corporate-event adjustments are not replaced. |
| Merger spinoff rules | Ad hoc constituent adjustments and maintenance related to corporate events are handled under the TIP Index Series Corporate Actions General Rules. | 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Open p.4 ↗ |
Corporate-event-driven constituent adjustments, coefficient products, outstanding shares, and index divisor maintenance follow the TIP Index Series Corporate Actions General Rules. |
| 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 separate corporate-actions 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 | |||
| Total return calculation frequency | Frequency: Daily; Timing: after market close | 該指數於每日收盤後計算並公布一次。Open p.3 ↗ |
The total return index is calculated and published once after each daily market close. |
| Base date and value | Base date: 2022-06-02; Base value: 5,000 | 基期設定為2022 年6 月2 日，基準指數設定為5000 點。Open p.3 ↗ |
The base date is 2 June 2022 and the base index level is 5,000 points. |
| Realtime start date | 2022-07-04 | 特選臺灣優利高填息30 指數自2022 年7 月4 日起，於臺灣證券交易所與中華民國證券櫃檯買賣中心交易時間內Open p.2 ↗ |
Real-time index calculation began on 4 July 2022. |
| Formula type | Divisor | 指數= 指數市值 × 基準指數指數除數Open p.3 ↗ |
The index is calculated using an index divisor and a base index level. |
| Price source | Latest trade price | 每隔五秒以成分股Open p.2 ↗ |
The real-time index is calculated from constituents' latest trade prices. |
| Calculation frequency | Real time interval: 5 seconds; Closing: Yes | 特選臺灣優利高填息30 指數自2022 年7 月4 日起，於臺灣證券交易所與中華民國證券櫃檯買賣中心交易時間內，每隔五秒以成分股Open p.2 ↗ |
During exchange trading hours, the index is calculated and published every five seconds, with one closing calculation after market close. |
| Return variants | PR, GTR | 特選臺灣優利高填息30 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 | Total return index is adjusted for cash dividends to reflect returns including cash dividends. | 臺灣指數公司另編製特選臺灣優利高填息30 報酬指數，就特選臺灣優利高填息30 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 is adjusted for cash dividends so that it reflects total return including cash dividends. |
| Divisor adjustment | Post close constituent changes, Corporate actions | 收盤後成分股依本公司「TIP 指數系列企業活動處理通則」SmartBeta 投資型指數調整指數除數以維持指數連續性Open p.3 ↗ |
After market close, the divisor is adjusted for constituent changes under the corporate-action rules to maintain index continuity. |
| 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 · 10 fields | |||
| Calculation agent | 臺灣證券交易所 | 由臺灣指數公司負責編製，委請臺灣證券交易所計算及即時資訊傳輸。Open p.1 ↗ |
Taiwan Stock Exchange is entrusted with calculation and real-time information transmission. |
| 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 ↗ |
Index compilation, maintenance and management principles refer to Taiwan Index Company's general rules for securities indices. |
| Corporate actions reference | TIP 指數系列企業活動處理通則 SmartBeta 投資型指數 | 使用之係數依本公司「TIP 指數系列企業活動處理通則」SmartBeta 投資型指數所定Open p.3 ↗ |
Coefficients and divisor adjustments follow Taiwan Index Company's SmartBeta investment-index corporate-action handling rules. |
| Closing market capitalization records | Yes | 臺灣指數公司將保存所有成分股的收盤市值紀錄。Open p.1 ↗ |
Taiwan Index Company maintains closing market-capitalization records for all constituent stocks. |
| Oversight body | 臺灣指數公司 | 由臺灣指數公司負責編製，委請臺灣證券交易所計算及即時資訊傳輸。Open p.1 ↗ |
Taiwan Index Company compiles the index and conducts periodic constituent reviews. |
| Change announcement | Taiwan Stock Exchange real-time information transmission | 委請臺灣證券交易所計算及即時資訊傳輸。Open p.1 ↗ |
Taiwan Stock Exchange is entrusted with index calculation and real-time information transmission. |
| 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. |
| 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 · 29Model-written, for reference
- 1Index code, ISIN, vendor tickers, launch date, base date, base value, calculation currency, methodology version, and methodology date were not stated.
- 2Administrator and calculation agent were not explicitly identified beyond the Taiwan Index Corporation name embedded in the index title.
- 3Benchmark regulatory status and intended use were not stated.
- 4No explicit minimum listing-period or trading-history rule was provided.
- 5No separate minimum free-float percentage, foreign-room threshold, voting-rights threshold, minimum price, or abnormal-price screen was provided.
- 6No ESG or business-controversy exclusion rule was provided beyond managed, emerging, changed-trading-method, and suspended-stock universe exclusions.
- 7No buffer rule for existing constituents was provided.
- 8No explicit free-float factor bands were provided.
- 9No treatment of foreign ownership limits or foreign room was stated.
- 10No group, sector, or country weight cap was stated.
- 11The timing for applying the 8% constituent cap beyond weight calculation was not explicitly stated.
- 12The source and update schedule for shares outstanding were not stated.
- 13No divisor adjustment rule for maintaining index continuity was stated.
- 14No announcement timing or publication channel for periodic review results was stated.
- 15No rank buffer, size-segment buffer, liquidity buffer for existing constituents, or maximum turnover per review was stated.
- 16No fast-entry rule for large new listings was stated.
- 17No explicit ad hoc deletion triggers or deletion price were stated.
- 18No threshold for implementing share or free-float changes between reviews was stated.
- 19No separate rebalancing or weight-reset frequency distinct from the semiannual review was stated.
- 20No explicit published-index precision or number of decimal places was stated.
- 21No withholding-tax basis for a net total return variant was stated; the document identifies only a price index and a total return index.
- 22No market-disruption or market-closure calculation rule was stated.
- 23No recalculation or error-correction policy for published index levels was stated.
- 24No explicit list of all divisor-adjustment event types was provided beyond post-close constituent/corporate-action adjustments.
- 25No methodology review frequency, material-change definition, consultation procedure, external review, or notice period was stated.
- 26No constituent-list publication frequency or cessation policy was stated.
- 27No specific discretionary authority was stated.
- 28Not coveredM4 Selection and constituent count: not covered by this edition
- 29Not coveredM7 Buffers and turnover control: not covered by this edition
Read by a language model (doubao-seed-2.1-pro) on 2026-10-03 · prompt 1.2 · schema 1 · 63 of 63 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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