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."
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 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

1 Month4.5%
3 Months-8%
6 Months-11.48%
1 Year-19.39%
3 Years131.99%
5 Years161.21%
Annualized Returns
1 Year-19.96%
3 Years30.59%
5 Years21.79%
Annualized Standard Deviation
1 Year18.26%
3 Years31.5%
5 Years28.21%
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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ETF Information: Fubon TAIEX+ Small/Mid-Cap Alpha Momentum 50 ETF - Link

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