Insights
In-depth research and data-driven insights on quantitative finance, factor investing, risk, and ESG from the TEJ research team.
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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.
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Event & Alternative Signals
Treasury Stock: A Strategic Tool for Corporate Flexibility and Value Management
Treasury stock refers to shares a company repurchases with its own cash. These shares may be held for future issuance or permanently retired from circulation. Companies usually set a maximum buyback volume, but the actual repurchased amount determines the execution rate—the ratio of completed buybacks to the planned volume. A high execution rate suggests aggressive buybacks, while a low rate may indicate caution amid market conditions.
Market Knowledge & Data Guides
Do Seasoned Equity Offerings Affect Taiwan Stock Prices? Evidence from Event Study Analysis
Seasoned Equity Offerings Are Not Just Fundraising —They May Also Affect Market Confidence Seasoned equity offerings are a common way for listed companies to raise capital. When companies need funding, they may issue new shares to the market instead of relying only on bank loans or corporate bonds. The proceeds can be used for capacity […]