Table of Contents
Share Distribution data is a dataset published by the Taiwan Depository & Clearing Corporation that classifies investors into 15 groups based on the number of shares held. This information reveals the shareholding ratios and number of shareholders for each group to observe investor behavior. By analyzing these distributions, the data can be transformed into quantitative factors to predict the relationship between investor trading behavior and expected stock returns.
| Item | Information |
| Frequency | weekly |
| Source | TDCC(Taiwan Depository & clearing corporation) |
| Scale | Listed and delisted companies in Taiwan. The number of listed companies is around 1700. |
| Historical Period | From 2016/01/01 |
| Fields Included | –Company Code –Company Name –Date -No. under TDCC (Total Shareholders) -Shares under Custody (Total Shares) Share Distribution Statistics (for 15 Groups): –Shareholder Tiers (e.g., 1-5, 5-10, 100-200, 1000+ shares) -Number of Shareholders (No.) –Number of Shares (KShares) –Ownership Percentage (%) |
Share distribution data helps investors monitor market position structures and equity concentration to identify the movements of major shareholders and retail investors. By tracking indicators like blockholder ownership breadth and retail speculation, investors can assess whether a stock is overheated. By monitoring weekly changes in large shareholder positions, investors can identify optimal entry points. After calculation, individual stock risk and entry indicators are provided, offering valuable insights for informed decision-making.
