SmartBeta Investment
TIP Customized Taiwan Pristine Premium Yield Index
Overview
TIP Customized Taiwan Pristine Premium Yield Index. From TWSE- and TPEx-listed stocks, after liquidity screening, stocks are filtered by market capitalization, quality indicators, and latent value indicators. Subsequently, the top 50 constituents are selected based on a composite score of indicators including dividend performance, return on equity, quarter-over-quarter growth rate of net income after tax, and stock price momentum. Constituent weights are determined based on equal weighting, with adjustments according to the composite scores. The index aims to represent the performance of a stock portfolio with liquidity, latent value discovery, and premium yield characteristics.
Index Performance
| Accumulated Return | |
|---|---|
| 1 Month | - |
| 3 Months | - |
| 6 Months | - |
| 1 Year | - |
| 3 Years | - |
| 5 Years | - |
| Annualized Return | |
|---|---|
| 1 Year | - |
| 3 Years | - |
| 5 Years | - |
| Annualized Standard Deviation | |
|---|---|
| 1 Year | - |
| 3 Years | - |
| 5 Years | - |
※The index performance is calculated through its total return index values.