Value investing targets on buying and holding undervalued stocks. TIP designed TIP Value Investing Index (VI30). TIP Value Investing Index selects constituents with information regarding company profitability and P/E ratios. Additionally, it assigns constituent weights according to value and size factors.
|Universe||Listed companies of Taiwan Stock Exchange|
|Weighting Method|| Factor-weighted|
|Calculation Frequency||Every 5 sec|
|Number of Constituents||30|
|Annualized Standard Deviation|
The index performance is calculated through its total return index values; the price index values will be used in calculation only when there is no total return index.