Market-Value Investment
TIP TAIEX+ Small/Mid-Cap Alpha Momentum 50 Index
※ Automatically update every minute.The official end-of-day index value is provided on the "Historical date."
Overview
According to financial theories, Alpha can be regarded as excess return from individual stocks. Therefore, high-alpha stocks tend to capture the upward momentum and are excellent investment targets for investors who prefer technical analysis. TIP is going to launch the "TIP TAIEX+ Small/Mid-Cap Alpha Momentum 50 Index" (called "TIP SAM 50 Index" or "SAM50" for short) on March 13th, 2017. The screening method of index constituents emphasizes stocks that have high upward momentum and similar price trend with the market.
Index Performance
| Accumulated Return | |
|---|---|
| 1 Month | -3.57% |
| 3 Months | 2.95% |
| 6 Months | 18.28% |
| 1 Year | 74.46% |
| 3 Years | 101.21% |
| 5 Years | 386.95% |
| Annualized Return | |
|---|---|
| 1 Year | 74.46% |
| 3 Years | 26.24% |
| 5 Years | 37.25% |
| Annualized Standard Deviation | |
|---|---|
| 1 Year | 24.45% |
| 3 Years | 25.78% |
| 5 Years | 25.77% |
※The index performance is calculated through its total return index values.