Also known as: 臺灣優選AI 50指數 · IX0217 (TIP code)
Tracked by: 00952 (ETF)
At a glance
- Weighting schemeEqual
- Review frequencySemi-annual
| Field | Value | Source text | Reading (model) |
|---|---|---|---|
| M1 Identity, objective, classification · 12 fields | |||
| Target constituent count | 50 | 優選50 檔成分股，採用自由流通市值分群等權重方法分配權重Open p.1 ↗ |
The index selects 50 constituent stocks. |
| Index name | Taiwan Indexing Corporation Select Taiwan Listed and Emerging FactSet Premium AI 50 Index | 臺灣指數公司特選臺灣上市上櫃FactSet 優選AI 50 指數(簡稱「臺灣優選AI 50 指數」)Open p.1 ↗ |
The document gives the FactSet-branded official name as the Taiwan Indexing Corporation Select Taiwan Listed/TPEx Premium AI 50 Index. |
| Local index name | 臺灣指數公司特選臺灣上市上櫃FactSet 優選AI 50 指數 | 臺灣指數公司特選臺灣上市上櫃FactSet 優選AI 50 指數(簡稱「臺灣優選AI 50 指數」)Open p.1 ↗ |
The official local-language index name is the Taiwan Indexing Corporation Select Taiwan Listed and TPEx FactSet Premium AI 50 Index. |
| Administrator | 臺灣指數公司 | 臺灣指數公司特選臺灣上市上櫃FactSet 優選AI 50 指數(簡稱「臺灣優選AI 50 指數」)Open p.1 ↗ |
The index administrator is Taiwan Indexing Corporation. |
| Index family | 臺灣指數公司特選系列／FactSet 優選AI 50 | 係運用FactSet 的RBICS 產業分類，自AI 相關產業鏈篩選符合流動性條件與市值規模股票Open p.1 ↗ |
The index is a FactSet-classified select AI industry-chain index provided by Taiwan Indexing Corporation. |
| Currency | TWD | 採樣範圍：指數母體中非屬創新板且發行市值達新臺幣50 億元之股票。Open p.1 ↗ |
The size threshold is expressed in New Taiwan dollars, indicating the index market is denominated in TWD. |
| Benchmark type | Not stated | — (not found verbatim in the PDF) |
The provided text does not classify the benchmark as regulated, significant, or non-significant. |
| Objective | 以表彰臺灣上市上櫃AI 產業鏈股票之績效表現。 | 以表彰臺灣上市上櫃AI 產業鏈股票之績效表現。Open p.1 ↗ |
The index is designed to represent the performance of AI industry-chain stocks listed on Taiwan's listed and TPEx markets. |
| 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 TPEx stock markets. |
| Size segment | Custom | 採樣範圍：指數母體中非屬創新板且發行市值達新臺幣50 億元之股票。Open p.1 ↗ |
The index targets AI-chain constituents meeting a TWD 5 billion issued market capitalisation threshold rather than a standard size segment. |
| Index family type | Multi factor | 再以股息殖利率、動能因子以及企業價值成長三大指標計算綜合分數，優選50 檔成分股Open p.1 ↗ |
The index is a thematic AI index that selects stocks using a multi-factor composite score. |
| Factor exposures | Yield, Momentum, Growth | 再以股息殖利率、動能因子以及企業價值成長三大指標計算綜合分數Open p.1 ↗ |
The composite score uses dividend yield, momentum, and enterprise-value growth factors. |
| M2 Universe · 6 fields | |||
| Suspension exception for new share certificates | 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 ↗ |
Stocks whose trading is halted solely because new share certificates are exchanged due to capital reduction, holding-company conversion, newly established company status, or par-value change may remain in the universe. |
| Markets | Taiwan listed market, Taiwan TPEx market | 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 consists of stocks listed on the Taiwan Stock Exchange and stocks listed on the TPEx market. |
| 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 ↗ |
The exchanges are the Taiwan Stock Exchange and the Taipei Exchange/TPEx. |
| Boards | TPEx Innovation Board excluded | 採樣範圍：指數母體中非屬創新板且發行市值達新臺幣50 億元之股票。Open p.1 ↗ |
The sampling scope excludes stocks on the TPEx Innovation Board. |
| 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 universe contains common shares listed on the Taiwan Stock Exchange or TPEx. |
| Exclusions | managed stocks, emerging-market/TPEx emerging stocks, stocks publicly announced as having changed trading methods, stocks publicly announced as suspended from trading, Innovation Board stocks, stocks below the TWD 5 billion issued market capitalisation threshold | 非屬管理股票、興櫃股票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-board stocks, stocks with changed trading methods or trading suspension, Innovation Board stocks, and stocks below the size threshold are excluded. |
| M3 Eligibility screens · 12 fields | |||
| Downside risk screen | Exclude stocks ranked in the top 5% by the downside-risk indicator. | 下行風險指標：剔除下行風險指標3由大到小排序屬前5%。Open p.3 ↗ |
The index removes the 5% of stocks with the highest downside-risk indicator. |
| Downside risk calculation | Return series: daily adjusted-share-price natural-log returns over the latest 252 trading days; Minimum observations: 64; Annualization: 252; Zero upside volatility treatment: Yes | 採用最近252 個交易日的日還原股價自然對數報酬序列，若該日漲幅大於序列報酬平均值，則該日波動以零取代，至少需要有64 筆資料方才計算Open p.3 ↗ |
Downside risk uses 252 trading days of daily adjusted log returns, requires at least 64 observations, and replaces positive-return volatility with zero before annualizing. |
| Ai revenue threshold fallback | Starting threshold (%): 30; Minimum threshold (%): 5; Decrement (%): 5; Trigger fewer than: 60 | 若流動性檢驗與指標篩選通過股票之交集檔數未達60 檔，則以5%為單位逐次遞減門檻值(30%)，直至門檻達5%。Open p.3 ↗ |
If fewer than 60 stocks pass liquidity and indicator screens, the 30% AI revenue threshold is reduced in 5-percentage-point steps to as low as 5%. |
| Rbics subindustry review | Annual | 所列RBICS Level 6 Sub-industry 名單每年檢視評估，因應RBICS 分類的修改或AI 產業的發展而調整。Open p.3 ↗ |
The listed RBICS Level 6 subindustry universe is reviewed annually and adjusted for RBICS changes or AI-industry developments. |
| Selection score factor weights | May review: Dividend yield rank score: 80; Momentum rank score: 10; Enterprise value growth rank score: 10; November review: Dividend yield rank score: 10; Momentum rank score: 45; Enterprise value growth rank score: 45 | 5 月定期審核，股息殖利率排序分數、動能排序分數及企業價值成長指標排序分數分別以80%、10%、10%為比例；11 月定期審核，則以10%、45%、45%為比例，加權計算之。Open p.3 ↗ |
The May review weights yield, momentum, and enterprise-value growth rank scores at 80%, 10%, and 10%, while the November review weights them at 10%, 45%, and 45%. |
| Dividend yield formula | sum of cash dividends over the latest four quarters divided by the closing price on the data cutoff date | 最近四季現金股利總和股息殖利率 =資料截止日收盤價Open p.3 ↗ |
Dividend yield is calculated as the sum of cash dividends over the latest four quarters divided by the data-cutoff-date closing price. |
| Momentum indicator | latest one-week adjusted closing price divided by the maximum of the 52-week adjusted high-price series | 最近1 週還原收盤價動能指標 = 52 週還原最高價序列之最大值Open p.3 ↗ |
The momentum indicator uses the latest one-week adjusted closing price relative to the maximum value in the 52-week adjusted high-price series. |
| Liquidity screen | Metric: Liquidity ratio; Window: 12 calendar months for condition 1; 3 calendar months for condition 2; Threshold: Pass either top 20% by total trading value over the latest 12 calendar months or at least 8 of the latest 12 calendar months with free-float turnover of at least 3%; also must not be in the bottom 10% by trading value over the latest 3 calendar months | 流動性檢驗：以下兩項條件皆需符合方通過流動性檢驗。 a. 兩者擇一符合則通過條件一：Open p.3 ↗ |
A stock must pass one of two 12-month activity tests and must not rank in the bottom 10% by three-month trading value. |
| Minimum size | Metric: Full market cap; Threshold: 5,000,000,000 | 採樣範圍：指數母體中非屬創新板且發行市值達新臺幣50 億元之股票。Open p.1 ↗ |
Stocks in the sampling scope must have issued market capitalisation of at least NT$5 billion. |
| Financial screens | Exclude stocks in the bottom 5% by average return on equity over the latest four quarters., Require a cash dividend in the most recent year and cash dividends in at least two of the latest three years., At the May periodic review, exclude annual-dividend stocks whose board has decided not to pay, has not decided on a cash dividend before the data cutoff, or have gone ex-dividend before the effective date. | 品質指標：剔除近4 季股東權益報酬率平均值由大到小排序屬後5%。Open p.3 ↗ |
Financial quality screening removes low-ROE stocks and requires specified cash-dividend payment history and dividend status. |
| Business or ESG exclusions | Only companies in specified FactSet RBICS Level 6 AI subindustries qualify., AI-related revenue must account for at least 30% of the listed company's operating revenue, subject to a step-down fallback. | AI 產業指標：依FactSet 的Revere Business Industry Classification System(RBICS)產業分類，屬附錄一所列RBICS Level 6 Subindustry 者1，且其營業收入占該上市上櫃公司比達30%2。Open p.3 ↗ |
The business screen limits eligibility to specified FactSet RBICS Level 6 AI subindustries with sufficient AI-related revenue exposure. |
| Suspension rule | Stocks announced as suspended from trading are excluded from the index universe, except new-share-certificate exchange halts caused by capital reduction, holding-company conversion, newly established company status, or par-value changes. | 非屬管理股票、興櫃股票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 ↗ |
Suspended stocks are generally excluded, with an exception for temporary halts tied to exchanging new share certificates for specified corporate changes. |
| M4 Selection and constituent count · 1 field | |||
| Rbics subindustry universe | RBICS Level 6 Sub-industry names listed in Appendix 1 are used for constituent selection. | 附錄一、本指數選用之RBICS Level 6 Sub-industry(L6)名稱RBICS L6 Autonomous Drone Manufacturers Communication and Collaboration Content SitesOpen p.5 ↗ |
The index uses the listed RBICS Level 6 Sub-industry classifications as the thematic selection universe. |
| M5 Weighting and capping · 7 fields | |||
| Group equal weighting | Groups: Group: 1; Rank range: 1-10; Per stock weight (%): 4, Group: 2; Rank range: 11-25; Per stock weight (%): 2, Group: 3; Rank range: 26 and after; Per stock weight (%): 1.2 | 分群等權重加權；依照自由流通市值由大到小排序，前10 名為第1 群、第11 名-第25 名為第2 群、第26 名以後為第3 群，分別依照4%、2%、 1.2%分配各群之個別成分股權重。Open p.3 ↗ |
Constituents are grouped and equally weighted within each group after ranking by free-float market capitalization: ranks 1–10 receive 4% each, ranks 11–25 receive 2% each, and rank 26 onward receive 1.2% each. |
| Minimum free float factor | 10% | 1. 自由流通量係數若低於10%，則不納入成分股採樣。Open p.5 ↗ |
Securities whose free-float factor is below 10% are not included in the constituent sample. |
| Free float factor update timing | Updated on the effective date of the periodic constituent review. | 2. 配合成分股定期審核生效日，更新自由流通量係數。Open p.5 ↗ |
The free-float factor is updated to coincide with the effective date of scheduled constituent reviews. |
| Free float factor data source | Most recent data produced under Taiwan Index Corporation's Free-Float Factor Compilation Rules. | 3. 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.5 ↗ |
The free-float factor uses the latest data produced according to Taiwan Index Corporation's rules for compiling free-float factors. |
| Weighting scheme | Equal | 分群等權重加權；依照自由流通市值由大到小排序，前10 名為第1 群、第11 名-第25 名為第2 群、第26 名以後為第3 群Open p.3 ↗ |
The index assigns equal weights to constituents within rank-based groups, although groups are formed by free-float market capitalization. |
| 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.5 ↗ |
Free-float factors are applied using the provider's free-float factor data, with a 10% minimum for eligibility; no factor bands are stated. |
| 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 · 9 fields | |||
| Target constituent count after review | 50 constituents | 每次定期審核後選取固定的成分股檔數50 檔。Open p.4 ↗ |
Each regular review selects a fixed constituent file of 50 securities. |
| Weight adjustment transition | Review-related weight changes are spread over the five-trading-day transition period. | 於指數定期審核生效日(含)起設有5 個交易日的指數調整過渡期，將定期審核異動之權重分配在5 個交易日內調整。Open p.4 ↗ |
Weight changes from the regular review are distributed across five trading days. |
| Divisor maintenance for review | The divisor uses closing data from the trading day before each day of the transition period and calculates the market-capitalization difference between the new and old constituent portfolios. | 指數除數維護方式，採成分股定期審核之指數調整過渡期各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 prior-day closing data during the transition period to measure the market-capitalization difference caused by constituent changes. |
| Insufficient history company data rule | For holding companies or newly established companies with insufficient review data history, data from a representative company or stock may be combined if that representative 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.5 ↗ |
A holding or newly established company with insufficient data history may combine data from a qualifying representative company or stock. |
| Review frequency | Semi-annual | 每年進行2 次成分股定期審核，以5 月第7 個交易日、11 月第19個交易日為審核基準日，審核資料6截至4 月最後一個交易日、11Open p.4 ↗ |
Constituents undergo two regular reviews each year. |
| Review types | Scheduled review, Ad hoc | 每年進行2 次成分股定期審核，以5 月第7 個交易日、11 月第19個交易日為審核基準日Open p.4 ↗ |
The rules cover regular constituent reviews and ad hoc constituent adjustments. |
| Review months | May, November | 每年進行2 次成分股定期審核，以5 月第7 個交易日、11 月第19個交易日為審核基準日Open p.4 ↗ |
The regular reviews use review reference dates in May and November. |
| Data cutoff rule | First review cutoff: last trading day of April; Second review cutoff: 12th trading day of November; Review reference dates: 7th trading day of May, 19th trading day of November | 每年進行2 次成分股定期審核，以5 月第7 個交易日、11 月第19個交易日為審核基準日，審核資料6截至4 月最後一個交易日、11
6 如有另行訂定者，則依另訂之規則。
月第12 個交易日。Open p.4 ↗ |
Review reference dates are the seventh trading day of May and the nineteenth trading day of November, with review data through the last trading day of April and the twelfth trading day of November, respectively. |
| Effective date rule | Lag after reference date: 5 trading days; Transition period: 5 trading days; Transition period unit: Trading days | 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；於指數定期審核生效日(含)起設有5 個交易日的指數調整過渡期，將定期審核異動之權重分配在5 個交易日內調整。Open p.4 ↗ |
Regular review changes become effective five trading days after the review reference date, followed by a five-trading-day index adjustment transition period. |
| M7 Buffers and turnover control · 1 field | |||
| Maximum turnover per review | 24 constituents | 成分股之檔數替換限制：定期審核需滿足至多替換24 檔之限制。Open p.4 ↗ |
A regular review may replace at most 24 constituents. |
| M8 Corporate actions, IPOs, ad-hoc changes · 4 fields | |||
| Replacement policy | None | 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.5 ↗ |
Constituents deleted because of corporate-action maintenance are not replaced. |
| Corporate actions guide ref | TIP 指數系列企業活動處理通則 | 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.5 ↗ |
Ad hoc constituent adjustments, coefficient products, issued shares, and index divisor maintenance follow the TIP Index Series Corporate Action Processing 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. | |
| Merger spinoff rules | Merger acquisition: Treatment depends on whether the acquirer is a constituent and whether consideration is cash, newly issued shares, or mixed cash and shares; acquired constituents are deleted at termination, retained market value is used during suspension, and acquirer shares or coefficients are adjusted as specified; Spin off: Spin-offs are treated according to whether the spun-off new or existing company belongs to the index universe and sampling universe; if it qualifies, it may be added, otherwise the split constituent is deleted or retained with reduced shares and divisor adjustment | 合併公司全數以現金收購合併成分股公司或非成分股公司From TIP Corporate Actions and Events Methodology ↗ |
Mergers and acquisitions are handled according to the acquirer's constituent status and the form of consideration, with acquired constituents deleted, retained values carried through suspension, and shares, coefficients and divisors adjusted by the applicable branch. A constituent spin-off may result in deletion, retention with a reduced share count, or inclusion of the spun-off company depending on index-universe and sampling-universe eligibility. |
| M9 Calculation and return variants · 11 fields | |||
| Base date | 2024-05-29 | 註1：基期設定為2024 年5 月29 日，基準指數設定為5000 點。Open p.4 ↗ |
The base date is 29 May 2024. |
| Base level | 5,000 points | 註1：基期設定為2024 年5 月29 日，基準指數設定為5000 點。Open p.4 ↗ |
The base index level is set at 5,000 points. |
| Real time start date | 2024-07-01 | 臺灣優選AI 50 指數自2024 年7 月1 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.3 ↗ |
Real-time calculation begins on 1 July 2024. |
| Formula type | Divisor | 指數= 指數市值 × 基準指數指數除數Open p.4 ↗ |
The index is calculated using a divisor formula, with a base index level of 5,000. |
| Price source | latest transaction price during trading hours; constituent price in the formula | 每隔五秒以成分股最新成交價格計算及公布即時指數一次，並於每日收盤後計算一次收盤指數。Open p.3 ↗ |
Real-time index values use the latest transaction prices of constituent stocks. |
| Calculation frequency | Real time interval seconds: 5; Closing: once per day after close; Total return: once per day after close | 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，每隔五秒以成分股最新成交價格計算及公布即時指數一次，並於每日收盤後計算一次收盤指數。Open p.3 ↗ |
The price index is calculated and published every five seconds during market hours and once after the close; the total return index is calculated and published once after the close. |
| Return variants | PR, GTR | 臺灣優選AI 50 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 is published as 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. | 臺灣優選AI 50 報酬指數，就臺灣優選AI 50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 for cash dividend factors. |
| Divisor adjustment | post-close constituent changes, changes in index market capitalization | 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Open p.4 ↗ |
After the close, the divisor is adjusted for constituent changes and changes in index market capitalization 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 · 9 fields | |||
| Record retention | Taiwan Index Company keeps closing market capitalization 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 ↗ |
Taiwan Index Company maintains closing market capitalization records for all constituent stocks. |
| General index principles reference | Index compilation, maintenance and management principles refer to the Taiwan Index Company General Rules for Securities Indexes. | 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 compiling, maintaining and managing the index follow the Taiwan Index Company General Rules for Securities Indexes. |
| Corporate actions reference | Coefficients and divisor adjustments follow the TIP Index Series Corporate Action Guidelines for market-capitalization investable indexes. | 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 ↗ |
The coefficients and post-close divisor treatment are governed by the TIP Index Series Corporate Action Guidelines for market-capitalization investable indexes. |
| Oversight body | Taiwan Index Company compiles the index; Taiwan Stock Exchange calculates it and transmits real-time information. | 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 is responsible for index compilation, while the Taiwan Stock Exchange is entrusted with calculation and real-time information transmission. |
| Methodology review frequency | periodic constituent reviews are conducted under the index compilation rules; methodology review frequency is not specified. | 臺灣指數公司依指數編製規則進行成分股定期審核。Open p.1 ↗ |
Taiwan Index Company conducts periodic constituent reviews according to the index compilation rules. |
| Change announcement | Taiwan Stock Exchange, Taipei Exchange | 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，每隔五秒以成分股最新成交價格計算及公布即時指數一次Open p.3 ↗ |
Real-time index values are published during trading hours on the Taiwan Stock Exchange and Taipei Exchange, and closing and total return values are published after the close. |
| 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. |
| 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 · 30Model-written, for reference
- 1Index vendor code, ISIN, and third-party tickers were not provided.
- 2Launch date, base date, base value, methodology version, and methodology date were not provided.
- 3Calculation agent, intended use, stated limitations, and benchmark regulatory status were not provided.
- 4No explicit minimum listing history was stated.
- 5No minimum free-float percentage, foreign room, voting-rights, minimum-price, or abnormal-price-rise screen was stated.
- 6Company nationality or country-classification rule was not stated because the universe is defined directly by Taiwan listing venues.
- 7The document does not state a domestic inclusion factor.
- 8The document does not state foreign ownership limits or foreign-room treatment.
- 9The document does not state separate single-constituent, sector, country, or aggregate group caps.
- 10The document does not state cap application timing.
- 11The document does not state the shares-outstanding source or update schedule.
- 12The document does not state a divisor adjustment rule.
- 13No announcement publication channel or announcement lead time is stated.
- 14No separate weight-rebalancing or weight-reset frequency outside the regular review transition period is stated.
- 15No rank buffer or size-segment buffer is stated.
- 16No relaxed liquidity threshold for existing constituents is stated.
- 17No fast-entry rule for large new listings is stated.
- 18No specific ad hoc deletion triggers such as delisting, suspension, risk warning, acquisition, bankruptcy, free-float drop, or extreme price are stated beyond reference to the corporate-action rules.
- 19No merger or spin-off treatment details are provided beyond the referenced TIP corporate-action guide.
- 20No deletion price is stated.
- 21No share or free-float change implementation threshold is stated.
- 22Number of decimal places for published index levels is not stated.
- 23Withholding tax basis for a net total return variant is not stated; only price and total return indexes are identified.
- 24Whether the total return index is gross or net is not explicitly stated.
- 25Detailed cash dividend reinvestment mechanics beyond consideration of cash dividends are not stated.
- 26Market closure, trading suspension, or market disruption calculation rules are not stated.
- 27Policy for recalculating or correcting published index levels is not stated.
- 28Specific oversight committee, discretion rules, external review, material-change definition, consultation procedure, notice period, cessation policy, and error correction policy are not stated.
- 29Frequency and channel for publishing constituent lists are not stated.
- 30Frequency for reviewing the methodology itself is not stated; the document only states periodic constituent reviews.
Read by a language model (doubao-seed-2.1-pro) on 2026-10-04 · prompt 1.3 · schema 1 · 71 of 71 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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