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測試Quantitative Investment Database

The most trusted financial solutions in Asia. Research-grade Taiwan market data covering fundamentals, financials, events, and market prices.

What is Product Introduction

TEJ products bring research-grade Taiwan market data into your daily workflow, from Excel add-ins to company-centric dashboards, so analysts can retrieve, screen, and analyze data without leaving familiar environments.

Why You Need TEJ Products

Taiwan's financial markets move fast. You need data that moves faster. Our datasets deliver the depth and speed institutional traders, analysts, and portfolio managers require to stay ahead of market shifts.

Work Where You Are

Excel add-ins and web dashboards deliver TEJ data inside the tools you already use.

Retrieve Data Flexibly

Query by company, industry, or custom screens and export exactly the fields you need.

One Consistent Source

Every product draws from the same research-grade databases, so numbers always agree.

Product and Services

Connect with market leaders and explore Asian financial insights

測試TEJ Taiwan DB

Comprehensive Taiwan securities database covering listed, OTC and emerging market companies with historical data since 1988.

TCRI™ Watchdog

Credit Risk Market Model (CRMM)

PRIS Financial Asset Valuation Tool

CCRQM_China Corporate Credit Quantitative Model

Market Risk Analysis (Censrisk™)

BIS Capital Requirements Management System

TCRI™_Taiwan Corporate Credit Risk Index

Directors & Supervisors Responsibilities and Specialization Dataset

Valuation Services

Institution Buy and Sell-Taiwan

SBL Information-Taiwan

Central Deposit- Taiwan

Treasury Stock

Corporate Actions

Director Holding

Long-term Investment

Related Articles

Discovering Investment Factors through Point-in-Time Audited Financial Database

This study employs TEJ’s Point-in-Time Audited Financial Database to construct a composite factor for stock selection in Taiwan’s equity market. By preserving financial data exactly as available at each historical moment, the framework avoids look-ahead bias and ensures empirical reliability. We find that higher-ranked portfolios deliver significant short-term excess returns, while predictive power weakens over longer horizons. The results highlight the practical value of Point-in-Time financial data for quantitative factor investing and underscore its role in building replicable, data-driven investment strategies. more

2025.10.07 Discovering Investment Factors through Point-in-Time Audited Financial Database This study employs TEJ’s Point-in-Time Audited Financial Database to construct a composite factor for stock selection in Taiwan’s equity market. By preserving financial data exactly as available at each historical moment, the framework avoids look-ahead bias and ensures empirical reliability. We find that higher-ranked portfolios deliver significant short-term excess returns, while predictive power weakens over longer horizons. The results highlight the practical value of Point-in-Time financial data for quantitative factor investing and underscore its role in building replicable, data-driven investment strategies. more

Factor Research – The SIR Short-Selling Factor: Extracting Negative Signals from Institutional Borrowing Activity – SIR Part 1

Taiwan’s short-selling signals are often misleading because the market operates under a dual-track system: retail investors short stocks through margin accounts, while institutional investors use securities borrowing and lending (SBL). Only SBL-based short selling reflects informed institutional sentiment, while margin shorting introduces noise. This study isolates SBL to construct the Short Interest Ratio (SIR) and evaluates its ability to predict cross-sectional returns and reveal size-dependent patterns in informed short-selling behavior. more

2025.12.08 Factor Research – The SIR Short-Selling Factor: Extracting Negative Signals from Institutional Borrowing Activity – SIR Part 1 Taiwan’s short-selling signals are often misleading because the market operates under a dual-track system: retail investors short stocks through margin accounts, while institutional investors use securities borrowing and lending (SBL). Only SBL-based short selling reflects informed institutional sentiment, while margin shorting introduces noise. This study isolates SBL to construct the Short Interest Ratio (SIR) and evaluates its ability to predict cross-sectional returns and reveal size-dependent patterns in informed short-selling behavior. more

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

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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