Insights
In-depth research and data-driven insights on quantitative finance, factor investing, risk, and ESG from the TEJ research team.
Trending
Editor's picks from our research desk.
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.
Insights
Browse all articles by topic.
Market Knowledge & Data Guides
Advancing Business Resilience: Mastering Credit Risk Management Models
In today’s dynamic and fast-changing business environment, effective corporate credit risk management is paramount for both investment institutions and bank lending units. The ability to assess credit risk effectively is crucial to making sound financial decisions, whether evaluating potential investments or business partners. TEJ leads this field by providing innovative solutions and expertise, supporting over 95% of Taiwan’s banks and investment institutions. As an indispensable credit risk indicator, TCRI (Taiwan Corporate Credit Risk Index) serves as a common language across the financial sector, ensuring that institutions have the insights needed to make informed and secure decisions.
Market Knowledge & Data Guides
Advancing Business Resilience: Mastering Credit Risk Management Models
In today’s dynamic and fast-changing business environment, effective corporate credit risk management is paramount for both investment institutions and bank lending units. As an indispensable credit risk indicator, TCRI serves as a common language across the financial sector, ensuring that institutions have the insights needed to make informed and secure decisions!
Quant Research
Understanding Default Risk and Credit Risk in Bond Investing
Bonds are a vital part of any effective investment portfolio, providing stable cash flow. Despite their generally secure returns, bonds come with risks, primarily default and credit risks. Even sovereign bonds can face bankruptcy risks, making it crucial to assess these risks before investing. Understanding these risks helps investors make informed decisions and manage their portfolios effectively.
Industry Insights
What are AT1 bonds? The Risks Behind its High Yield
In 2023 bank collapsed, with UBS’s acquisition causing Credit Suisse’s AT1 bond cancellation. As investors, do we know the intricacies of AT1 bonds and savvy strategies to navigate their potential risks?