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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Market Knowledge & Data Guides
“Unlocking Market Insights: Comparing Three Strategies Based on Directors’ Shareholding Data”
In the stock market, the shareholding ratio of directors has always been a key indicator for investors. Changes in insider holdings often signal their confidence in the company’s future development and have potential impacts on stock prices. However, identifying meaningful changes in shareholding ratios from vast data can be challenging for investors.
Market Knowledge & Data Guides
What is the Directors’ Holdings ? TEJ will help you get to know each other from scratch
In corporate governance and corporate operations, the proportion of shares held by directors and supervisors (Directors’ Holdings) is considered an important indicator that not only reflects the confidence of the company’s management in the future development of the company but may also affect investors’ expectations of the company’s future performance. In Taiwan, the level of Directors’ Holdings has long been a focus of market participants’ attention because it involves the adjustment of interests within the company, the distribution of control, and the trust of external investors. However, effectively interpreting and utilizing such information may be a significant challenge for the average investor. TEJ Taiwan Economic News will introduce Directors’ Holdings in detail, explain their impact on a company, and how to find relevant shareholding information through various channels. This will help readers better understand the meaning of Directors’ Holdings and use it as an important basis for corporate analyses.