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Index Series

  • Taiwan Stock Exchange (TWSE) established the 100% owned subsidiary, Taiwan Index Plus Corporation (TIP), and entrusted a few index business related functions to TIP.
  • All rights in the “Self-compiled & Co-compiled Indices” vest in TWSE and /or its index partners (FTSE, Rayliant). Any unauthorized use of the indices is strictly prohibited. All information provided is for information purposes only and no warranty is made as to its fitness for purpose, satisfactory quality or otherwise. Every effort has been made to ensure that all information given is accurate, but no responsibility or liability (including in negligence) can be accepted by TWSE and/ or its index partners for errors or omissions or for any losses arising from the use of this information.
  • Self-compiled & Co-compiled Indices
Type Index Name Base Date Base Value Launch Date Profile
Self-compiled Indices
（44）		 Taiwan Cross-market Index Formosa Stock Index 2013/12/31 10,000 2014/5/5
  • The Formosa Stock Index is created by converting the existing TAIEX and TPEX into one new benchmark index, which can measure the aggregate performance of two local stock markets of Taiwan Stock Exchange (TWSE) and Taipei Exchange (TPEx).
  • Methodology
Broad-based Indices Taiwan Stock Exchange Capitalization Weighted Stock Index 1966 Annual Average 100 1970/11
  • The Taiwan Stock Exchange Capitalization Weighted Stock Index (TAIEX) measures the performance of aggregate 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.
  • Methodology
  • Methodology(effective on May 2nd 2023)
    		•
    TAIEX Non-Finance
    Sub-Index    		 1966 Annual Average 100 1987/11
    • After the launch of TAIEX in 1970, the TWSE started to compile the TAIEX Index Series from 1979.
    • Methodology
    TAIEX Non-Electronics Sub-Index 1999/12/28 8,448.84 2000/11/16
    TAIEX Non Finance Non Electronics Sub-Index 2003/12/31 5,890.69 2005/3/1
    Food 1986/12/29 100 1987/1/6
    Textiles
    Paper and Pulp
    Building Materials and Construction
    Finance and Insurance
    Cement and Ceramic
    Plastic and Chemical
    Electrical
    Electronics 1994/12/31 100 1995/8/1
    Cement
    Plastic
    Electric Machinery
    Electrical and Cable
    Chemical/ Biotechnology and Medical Care
    Glass and Ceramic
    Iron and Steel
    Rubber
    Automobile
    Shipping and Transportation
    Tourism
    Trading and Consumer Goods
    Other
    Semiconductors 2007/6/29 100 2007/7/2
    Computer and Peripheral Equipment
    Optoelectronics
    Communications Technology and Internet
    Electronic Parts/Components
    Electronic Products Distribution
    Information Service
    Other Electronics
    Chemical
    Biotechnology and Medical Care
    Oil/ Gas and Electricity
    Narrow-based Indices TWSE CG 100 Index 2015/6/15 5,000 2015/6/29 Corporate governance is integral to corporate sustainability and the sound development of capital markets. In support of the government’s policy to encourage corporations to comply with good governance practices, TWSE launched the TWSE Corporate Governance 100 Index (CG 100). The main criterion for eligibility into the 100 index constituents is to score in the top 20% of the Corporate Governance Evaluation.
    In addition, liquidity and financial health screens are also used to determine index constituents.
    TWSE SC 300 Index 2015/12/14 5,000 2015/12/28 TWSE TAIEX Small-Cap 300 Sub-Index (TWSE SC 300 Index), which is the benchmark of small-cap stocks, allowing investors to easily grasp the overall performance of small-cap stocks.
    Leveraged/ Inverse Indices TAIEX Leveraged 2X Index 2015/8/31 10,000 2015/9/14
    • TAIEX Leveraged 2X Index is developed based on TAIEX.
    • Methodology
    TAIEX Inverse -1X Index
    • TAIEX Inverse -1X Index is developed based on TAIEX.
    • Methodology
    Electronics Leveraged 2X Index 2015/6/1 10,000 2015/6/15
    • Electronics Leveraged 2X Index is developed based on Electronics index.
    • Methodology
    Electronics Inverse -1X Index
    • Electronics Inverse -1X Index is developed based on Electronics index.
    • Methodology
    Indices Compiled by TWSE & FTSE
    （9）    		 FTSE TWSE Taiwan 50 Index 2002/4/30 5,000 2002/10/29
    • The FTSE TWSE Taiwan 50 Index consists of the largest 50 companies by full market value, and is also the first narrow-based index published in Taiwan.
    • Methodology
    		 ◊FTSE TWSE Taiwan Index Series Website
    ◊Free Float Restrictions
    FTSE TWSE Taiwan 50 30% Capped Index 2002/4/30 5,000 2019/11/25
    • The FTSE TWSE Taiwan 50 30% Capped Index will contain the same constituents as the FTSE TWSE Taiwan 50 Index, but each constituent company weight is capped at 30% at the quarterly review.
    • Methodology
    FTSE TWSE Taiwan Mid-Cap 100 Index 2003/6/30 5,000 2004/11/29
    • The FTSE TWSE Taiwan Mid-Cap 100 Index consists of the next 100 companies ranked by full market value, outside the FTSE TWSE Taiwan 50 Index.
    • Methodology
    FTSE TWSE Taiwan Technology Index
    • The FTSE TWSE Taiwan Technology Index consists of all the constituents from the FTSE TWSE Taiwan 50 Index and the FTSE TWSE Taiwan Mid-Cap 100 Index with Classification of Industry Group “Technology (9000)” under the ICB System.
    • Methodology
    FTSE TWSE Taiwan Dividend+ Index 2006/7/31 5,000 2007/1/15
    • The FTSE TWSE Taiwan Dividend+ Index is a yield weighted index designed to select and measure the performance of higher yielding stocks within the universe of the FTSE TWSE Taiwan 50 Index and the FTSE TWSE Taiwan Mid-Cap 100 Index. The FTSE TWSE Taiwan Dividend+ Index selects the top 30 stocks by one-year forecast dividend yield. The constituents’ weightings within the index are determined by their dividend yield as opposed to market capitalization.
    • Methodology
    FTSE TWSE Taiwan Eight Industries Index
    • The FTSE TWSE Taiwan Eight Industries Index consists of all the constituents from FTSE TWSE Taiwan 50 Index and FTSE TWSE Taiwan Mid-Cap 100 Index with the following Industry Group under the ICB:
      A.Oil & Gas (0001)
      B.Basic Materials (1000)
      C.Industrials (2000)
      D.Consumer Goods (3000)
      E.Health Care (4000)
      F.Consumer Services (5000)
      G.Telecommunications (6000)
      H.Utilities (7000)
    • Methodology
    FTSE TWSE RAFI Taiwan 50 Index 2008/3/26 5,000 2008/10/27
    • FTSE TWSE RAFI Taiwan 50 Index will consist of the Top 50 Taiwan companies with the largest RAFI fundamental values, selected from the FTSE Global Equity Index Series excluding the stocks that are listed on TPEx (Taipei Exchange).
    • Methodology
    FTSE TWSE RAFI Taiwan 100 Index
    • FTSE TWSE RAFI Taiwan 100 Index will capture the performance of the next 100 Taiwan companies, outside the FTSE TWSE Taiwan 50 Index with the largest RAFI fundamental values, selected from Global Equity Index Series excluding the stocks that are listed on TPEx (Taipei Exchange).
    • Methodology
    FTSE TWSE Taiwan Shariah Index 2003/9/22 5,000 2008/11/13
    • The FTSE TWSE Taiwan Shariah Index is designed to represent the performance of Taiwan companies selected from the FTSE Global Equity Index Series that are listed on TWSE (Taiwan Stock Exchange) and are compliant according to Yasaar and the Shariah screening methodology. The stocks that are listed on TPEx (Taipei Exchange) will not be eligible for inclusion.
    • Methodology
    Indices Compiled by TWSE and Rayliant
    （2）    		 Taiwan RAFI® EMP 99 Index 2010/12/23 5,000 2010/12/30 In tandem with government efforts to boost the employment rate, TWSE launched the TWSE RA Taiwan Employment Creation 99 Index（EMP 99）in cooperation with Research Affiliates LLC（RA）in 2010. EMP 99 adopts RA fundamental index methodology and using “numbers of employees” for constituent selection and weighting. RA has assigned contractual rights and obligations to Rayliant Global Advisors Limited (Rayliant) since 2016.
    Taiwan HC 100 Index 2014/8/11 5,000 2014/8/25
    • TWSE launched the TWSE RAFI® Taiwan High Compensation 100 Index (HC 100) in cooperation with Research Affiliates LLC (RA) in 2014. The HC100 index adopts RA fundamental index methodology, and its 100 index constituents are selected and weighted according to employee compensation.
    • Methodology
    • Methodology(effective on May 2nd 2023)
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