Information on newly established mutual funds can be found in“Newly Listed Assets” under the“Notes” section of the system. A“Mutual Fund Code Name Index” is also available for quick reference.
Backtesting: Historical VaRs and gains/losses are calculated based on a fixed portfolio.
Daily backtesting: Historical VaRs and gains/losses are calculated based on actual historical portfolios.
The purpose of backtesting portfolios is to validate the model.
Single VaR: The value-at-risk of a single investment target without consideration of the risk diversification effects present in the portfolio.
Incremental VaR: Additional value-at-risk attributable to the inclusion of a new investment target.
Component VaR: The value-at-risk of the entire portfolio attributable to a certain investment target while accounting for risk diversification effects.
We offer two options: reference stock and pre-IPO treatment. The system automatically screens for stocks and mutual funds with insufficient data points in the portfolio during calculation and automatically memorizes the settings for the next round of calculations to save your time. Subsequent modifications are still possible.
🚩Database path: TEJ Equity → Summary of Major Brokers Trading Statistics
TEJ further collects and organizes the buy and sell data from all securities firms.
Additionally, you can set up securities codes for the eight major banks to further observe and analyze the buying and selling activities of the four major funds.
🟡 Four government funds : Civil Service Pension Fund, Labor Insurance Fund, Labor Pension Fund (The New Fund), and Postal Savings.
❗Please note: The actual time is mainly announced by the competent authority every quarter. If you would like to know when TEJ establishes its financial information, please keep in touch with TEJ by following us on Facebook/Instagram/LinkedIn, or contact TEJ.
📎 Install TEJ Smart Wizard on your Excel add-in： Tutorial video
After logging in, you must select a database in the main menu.
Double click to open the subcategory, and then you can use table tools.
If a company makes an alteration of share capital (such as securities conversion or capital increase), such activity would not be declared immediately. In general, the information of altering share capital is updated quarterly.
However, TEJ’s database calculates alteration of share capital immediately after a company’s ex-dividend date is announced. Therefore, differences might be found in the data released by Market Observation Post System (MOPS) and TEJ at a time.
The monthly revenue in TEJ’s database originated from the financial status in the company’s announcement that month, meanwhile, the data of monthly revenue for the same period in the previous year should be updated.
The above mentioned data is mainly based on what the company has announced. In order not to confuse the users, TEJ would not adjust the data of monthly revenue, meaning that the monthly revenue in TEJ’s database would be the data the company first released that month. Therefore, comparison between the past and the current data is feasible.