The Most Comprehensive Taiwan Market Data Analysis for Investors

Fundamental Factor Research: Monthly Revenue Information – part1

The Taiwan equity market possesses a rare institutional advantage globally: under the Securities and Exchange Act, listed companies are required to announce and report their operational results for the preceding month by the 10th of each month (Exception: starting from FY2026, insurance companies and entities with insurance subsidiaries may extend their disclosure deadline to the 15th of each month). This is commonly referred to in the market as "Monthly Revenue".

Factor Strategy – Integrating Broker Consensus to Enhance Foreign Concentration Strategies – QFII Part 2

Boost your quantitative strategy with QFII concentration & broker consensus! Discover how the conc_qfii fusion strategy delivers a 30.12% annualized return in the Taiwan large-cap market.

Factor Research –  Tracking Smart Money Footprints via Foreign Institutional Concentration – QFII Part 1

Track QFII ‘smart money’ footprints in Taiwan large-cap stocks! Learn how the Foreign-Institutional Trading Concentration (conc_qfii) factor predicts returns.

James O’Shaughnessy’s Cornerstone Value Strategy: Unearthing High-Quality Gold Mines in Large Cap Revenue Stocks

James P. O’Shaughnessy demonstrated in his book What Works on Wall Street that market returns do not fully conform to the Efficient Market Theory, showing that selecting stocks with low P/B, low P/CF, and low P/S ratios significantly enhances long-term returns. Among his methodologies, the “Cornerstone Value Strategy” targets high-revenue, cash-rich large-cap stocks. It screens equities across four dimensions—size, cash flow quality, revenue scale, and relative valuation—and uses dividend yield ranking for final selection. Applying this strategy to the Taiwan stock market (excluding financial sector) with six quantitative filters and an annual July rebalancing protocol validates its capacity to deliver sustained alpha by balancing deep value with high shareholder yield.

Empirical Research on Behavioral Factors in the Taiwan Stock Market: A Case Study of the Share Distribution

In an AI-driven Taiwan stock market, mastering chip distribution (ownership structure) is the key to profitability. This study delves into the Share Distribution data from the TDCC, transforming 15 tiers of shareholding data into behavioral finance factors such as investor attention, opinion dispersion, and retail speculation. By utilizing Fama–MacBeth two-stage regression and the alphalens-tej quantitative tool, we precisely validate the predictive power of psychological biases on stock returns, providing investors with actionable Alpha strategies and robust risk management solutions.

Empirical Study on TESG Rating: The Relationship between Corporate ESG Performance and Bank Lending Decisions

This article examines how corporate ESG performance affects bank lending decisions in Taiwan. Using TEJ’s TESG Ratings, the study finds that companies with stronger ESG performance generally receive more favorable lending conditions, including lower loan spreads, larger loan amounts, longer maturities, and a lower likelihood of collateral requirements. The findings also highlight the importance of balancing ESG initiatives with financial performance, as excessively high or low ESG performance may lead to less favorable lending terms.