Market-Value Investment
TIP Customized Taiwan Momentum Trend Index
Overview
TIP Customized Taiwan Momentum Trend Index (abbr., " TIP Taiwan Momentum Trend Index ") is developed by selecting the stocks of advanced technology industries that pass the liquidity screening, profitability for three consecutive years, and value investment indicators. Subsequently, 30 constituents are chosen based on a comprehensive assessment of momentum and market representativeness. The index constituents are weighted by free-float market capitalization, representing the performance of a portfolio that combines value, momentum, and Significance among Taiwan’sadvanced technology companies.
Index Performance
| Accumulated Return | |
|---|---|
| 1 Month | 2.55% |
| 3 Months | 6.74% |
| 6 Months | 10.89% |
| 1 Year | 35.81% |
| 3 Years | - |
| 5 Years | - |
| Annualized Return | |
|---|---|
| 1 Year | 35.81% |
| 3 Years | - |
| 5 Years | - |
| Annualized Standard Deviation | |
|---|---|
| 1 Year | 25.87% |
| 3 Years | - |
| 5 Years | - |
※The index performance is calculated through its total return index values.