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 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.
Empirical Research on Behavioral Factors in the Taiwan Stock Market: A Case Study of the Share Distribution
In an AI-driven Taiwan stock market, mastering chip distribution (ownership structure) is the key to profitability. This study delves into the Share Distribution data from the TDCC, transforming 15 tiers of shareholding data into behavioral finance factors such as investor attention, opinion dispersion, and retail speculation. By utilizing Fama–MacBeth two-stage regression and the alphalens-tej quantitative tool, we precisely validate the predictive power of psychological biases on stock returns, providing investors with actionable Alpha strategies and robust risk management solutions.
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Industry Insights
2023 Taiwan’s Top 100 Group Corporations Performance
According to TEJ Group Observer data, in 2022, Taiwan’s technology group corporations continued to grow, while traditional industries ones declined the most.
Industry Insights
NVIDIA Sparks AI Revolution, Do AI Server Supply Chain Keep Up?
As people increasingly embraces AI, NVIDIA’s AI server shipments have soared! However, are Taiwanese manufacturers in the AI server supply chain also witnessing a boost in revenue and profits?
Industry Insights
Hota (1536.TW): Transferring Power and Driving Force Across Subsidiaries
As a leading manufacturer of automotive gears in Taiwan, how did Hota Group expand its business footprint and lead group members to become a world-class factory?
Industry Insights
Chung Fu’s Delisting Crisis Ⅰ: Repeated Financial Reporting Errors Bring Delisting Closer!
Chung Fu’s operations in peril: critical financial reports repeatedly delayed since last year, what lays behind the reporting delays?
Industry Insights
Will Chinese Car Manufacturers Price War Reverse Demand for Automotive Component Factories?
After the subsidy policies, what impact could the price war waged by Chinese automakers have on Taiwanese automotive component suppliers?
Industry Insights
The im.B Ponzi Schemes: How to Avoid Being Trapped in “Low-risk, High-return” Schemes?
As investors, what can we learn from such a meticulously crafted ponzi scheme by im.B fraud?
Industry Insights
Threads stealing Twitter Trade Secrets? Understanding the Importance of Trade Secrets to Businesses
Threads, the so-called “Twitter killer,” Threads, has faced accusations from Twitter’s lawyers of stealing IP and trade secrets! Why trade secret matters in companies?
Industry Insights
AboCom (2444.TW): Pioneering Transformation through Multiple Generations of Leadership
Once a dominant player in the global PCMCIA market, AboCom lost its core competitiveness due to a market misjudgment. Furthermore, it recently involved in an unconventional transaction…
Industry Insights
Analyzing the Current State and Trends of Taiwan’s Networking Communication Industry
Behind Taiwan’s Networking Communication industry’s flourishing development, what fuels this growth, and what is industry ecosystem like?
Industry Insights
Battle for Control in Taiwan: Cases of TaiShan and Shin Kong Financial
The ongoing battle for control in Taiwanese companies has been escalating. Let’s take a look at the two renowned cases!
Industry Insights
Unprecedented Inverted Yield Curve Spurs Popularity in Bond ETFs
How does an inverted yield curve cause a rise in bond ETFs? Do you know how Bond ETFs works before you put your money in?
Industry Insights
An Upcoming ESG Trend in Taiwan: Linking ESG Metrics to Executive Pay
The linkage between executive pay and ESG metric will become new criteria in Corporate Governance Evaluation System! Therefore, linking ESG metrics to executive compensation has become a key focus of ESG in Taiwanese companies.