Market-Value Investment

TIP TAIEX+ Small/Mid-Cap Alpha Momentum 50 Index

Overview
Historical Data
※ 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 an excess return of individual stocks. Therefore, high-alpha stocks tend to capture the upward momentum; Followed by sampling from the TWSE-listed small and medium-sized companies that profits, Taiwan Index Plus Corporation(TIP) utilizes this characteristic to construct the high-alpha portfolio with similar price trends to the market index and compiles the TIP TAIEX+ Small/Mid-Cap Alpha Momentum 50 Index

Resources

Index Universe Listed companies of Taiwan Stock Exchange
Weighting Method Free float adjusted Market Capitalization
Base Date 2017.03.10
Launch Date 2017.03.13
Base Value 5,000
Calculation Frequency Every 5 sec
Number of Constituents 50
Index Type PR/TR
Periodic Review January, April, July, October

Index Performance

Accumulated Return
1 Month -1.32%
3 Months 13.18%
6 Months 26.5%
1 Year -11.51%
3 Years 81.41%
5 Years 179.54%
Annualized Return
1 Year -11.51%
3 Years 21.96%
5 Years 22.83%
Annualized Standard Deviation
1 Year 29.95%
3 Years 26.22%
5 Years 27.3%
※The index performance is calculated through its total return index values.

Download

Title Index Rules for TIP TAIEX+ Small/Mid-Cap Alpha Momentum 50 Index
File Date 2024/07/16
Link Download
Title ETF Information: Fubon TAIEX+ Small/Mid-Cap Alpha Momentum 50 ETF
File Date -
Link Link
Title File Date Link
Index Rules for TIP TAIEX+ Small/Mid-Cap Alpha Momentum 50 Index 2024/07/16 Download
ETF Information: Fubon TAIEX+ Small/Mid-Cap Alpha Momentum 50 ETF - Link