Market-Value Investment
TIP Customized Taiwan Multi-factor 30 Index
※ Automatically update every minute.The official end-of-day index value is provided on the "Historical date."
Overview
TIP Customized Taiwan Multi-factor 30 Index is designed based upon common stocks traded in TWSE / TPEx as universe. Eligible stocks that pass liquidity screening, size, financial quality, profitability, downside risk are finalized to a selection of 30 constituents through their composite scores. Composite scores are calculated by size, value-growth and low volatility factor. The index is free-float market capitalization weighted, reflecting multifactor portfolio performance of TWSE / TPEx listed stocks with representative market capitalization and profitability.
Index Performance
| Accumulated Return | |
|---|---|
| 1 Month | -0.35% |
| 3 Months | 2.07% |
| 6 Months | 0.66% |
| 1 Year | 39.83% |
| 3 Years | - |
| 5 Years | - |
| Annualized Return | |
|---|---|
| 1 Year | 39.83% |
| 3 Years | - |
| 5 Years | - |
| Annualized Standard Deviation | |
|---|---|
| 1 Year | 18.8% |
| 3 Years | - |
| 5 Years | - |
※The index performance is calculated through its total return index values.