Dataset

Pro

Return Index (daily)

Daily total-return index levels — per row: trade date, market, index id, index name, return-index value, and source tags; sourced from the TWSE.

What this data is

Each row is one index's return level for one day, carrying trade_date / market / index_id / index_name / return_index_value / source_name / source_url (trade date, market, index id, index name, return-index value, and source tags). Sourced from the TWSE, graded derived (computed from official data). The backend /v2/datasets meta exposes only grade / tier / point-in-time and no coverage window, so none is stated here.

Use cases

  • Compute true long-run returns from the total-return index.
  • Compare price vs return index to isolate the dividend contribution.
  • Use as the official return benchmark for passive-strategy performance.

Why it matters for stock analysis

A price index excludes dividends and understates long-run returns; this dataset serves the official total-return index daily, no manual dividend add-back.

Coverage / Freshness / Source Policy

Daily total-return index levels; one row per index's return level for day, fields trade_date / market / index_id / index_name / return_index_value / source_name; sourced from the TWSE (graded derived (computed from official data)). (The backend /v2/datasets meta provides no coverage window, so none is stated.)

Updated as the backend refreshes; cadence follows the source's release schedule.

Sourced from the TWSE (graded derived (computed from official data)); not investment advice.

Developer entry points

Related links