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

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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 (SAM50) on March 13th, 2017. The screening method of index constituents emphasizes stocks that have high upward momentum and similar price trend with the market.

Overview

UniverseListed companies of Taiwan Stock Exchange
Weighting MethodFree float adjusted Market Capitalization
Base Date2017.03.10
Launch Date 2017.03.13
Base Value5,000
Calculation FrequencyEvery 5 sec
Number of Constituents50

Index Performance

Returns
1 Month0.04%
3 Months8.1%
6 Months16.25%
1 Year34.3%
3 Years-
5 Years-
Annualized Returns
1 Year42.01%
3 Years-
5 Years-
Annualized Standard Deviation
1 Year13.17%
3 Years-
5 Years-
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.

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