TIP Customized TPEx ESG Market Leader Total Return Index

Overview

TIP leverages the "Taiwan Sustainability Ratings" which utilizes sustainability reports, annual reports, government information, and other publicly available information, to design “TIP Customized TPEx ESG Market Leader Total Return Index” through the collaboration with the Taipei Exchange (TPEx). TPEx-listed stocks that pass liquidity are further screened with earning, volatility and ESG scoring. Stocks with the highest free-float adjusted market capitalization are selected as constituents. Finally, constituents are weighted based on ESG and free-float adjusted market capitalization. The Index aims to represent the dividend reinvested performance of the TPEx-listed stocks which value sustainability and possess profitability and large market capitalization.