Product Services

Alternative Data

What is Alternative Data

Alternative data refers to non-traditional data sources that fall outside standard financial statements, quarterly accounting reports, and basic price-volume metrics. It encompasses qualitative, unstructured, and event-driven information—such as official corporate disclosures, news sentiment, executive commentary, governance events, and sustainability indicators.

By converting qualitative information and market announcements into structured, measurable data, alternative metrics enable investors and risk managers to evaluate market behavior, corporate developments, and potential valuation shifts from a broader, more dynamic perspective.

Why You Need Alternative Data

Capture Early Investment Signals

Uncover market alpha by analyzing correlations between corporate disclosures, textual sentiment, and stock price volatility long before trends appear in standard financial statements.

Proactive Risk Management

Identify early warning indicators—such as governance changes, credit watchlist updates, or regulatory events—enabling institutions to mitigate downside risk before material losses occur.

Enhance Valuation & AI Models

Integrate non-financial indicators, sustainability metrics, and unstructured inputs into traditional fundamental research, quantitative backtesting, and systematic trading workflows.

Product and Services

Connect with market leaders and explore Asian financial insights

Factor Library – Taiwan’s Factor Dataset for Quantitative Investing

Earning Call Transcripts

TEJ Earnings Call Transcript Data transforms unstructured Taiwanese corporate audio into highly accurate, structured data.

Related Articles

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Introduction: News as an Event-Based Market Signal In today’s highly real-time and information-saturated markets, news media no longer merely serve as post-hoc explanations of price movements. Instead, they have become a critical channel through which market expectations are formed and sentiment spreads. Compared with structured disclosures such as regulatory penalties or official disclosures via the […] more

2026.01.16 From News to Markets: Investment Signals from Media Coverage (Part I) — An Empirical Analysis of TCRI Watchdog “N News Media” Events Introduction: News as an Event-Based Market Signal In today’s highly real-time and information-saturated markets, news media no longer merely serve as post-hoc explanations of price movements. Instead, they have become a critical channel through which market expectations are formed and sentiment spreads. Compared with structured disclosures such as regulatory penalties or official disclosures via the […] more

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2026.05.06 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. more