Market Facts
Public statistics on the Taiwan market, generated straight from the TWMD database — not articles. There is no author and no publish date; each figure instead carries the data's as_of cut-off and a plain-language methodology, and every table is downloadable as CSV and queryable via the API. Pages are published as their data sources are verified.
Monthly seasonality
From ~2003Month-by-month market statistics: average return, share of up-years, and volume distribution.
Delistings per year
QuarterlyDelisted-company counts by year across the market. Reason breakdown and listing tenure are not sourced yet, so they are omitted.
Dividend fill rate
From 2004The share of ex-dividend events that close the price gap within N days, in five dividend-yield layers.
Limit-up / limit-down events
From 2004 (detected)How many stocks closed locked at their daily price limit each year, up vs down, since 2004. Detected via era price-limit bands — approximate, not officially confirmed.
Institutional-flow breadth seasonality
From 2012 (~14y)By calendar month, the share of stocks the three institutional groups were net buyers of — a breadth signal, since 2012. The signal is mild (~2pp): only December's net-buy share edges above net-sell.
Institutional buying breadth by year
From 2012How widely the three institutional groups were buying each year, measured in companies rather than dollars.
Margin and short balances by year
From 2001Market-wide margin financing and short-selling balances, averaged and peaked by year.
Monthly revenue YoY distribution
Share of the sample that has a valueHow company-months spread across year-on-year revenue growth bands — the baseline a single company's number should be read against.
Foreign ownership by year
From 2004Average, median and 90th-percentile foreign ownership, plus how many companies were more than half foreign-held.
Valuation percentiles
Coverage stated per metricWhere Taiwan valuation metrics actually sit, P10 to P90, with each metric's own coverage stated.
Disposition measures by year
From 2001How often the exchange placed a stock under disposition each year, and how many distinct companies were affected.
Block trades by month
From 2020, monthlyBlock-trade count, volume and value by month — the negotiated market beside the order book.
Annual price change distribution
From 1994Average, median and share-up per year, by market. Price change only — unadjusted, dividends excluded.
Market weight concentration
From 2006What share of the whole market the top 1, 5, 10 and 50 companies account for — the concentration risk in any index position.
Large trader open interest
From 2011How much of futures open interest the five largest buyers held, year by year.
Institutional net buying by year
From 2012, in lotsWhat foreign investors, trusts and dealers net bought or sold across the market each year, counted in lots.
Day trading share of turnover
From 2014How much of each year's traded value was same-day round trips rather than positions held overnight.
Cash dividend yield distribution
From 2005; payers onlyThe median and quartile yield across every company that paid a cash dividend — the baseline for judging whether a yield is high.
Taiwan market P/E and P/B by year
From 2006; constituent medianThe median P/E and P/B across constituents at each year end — what a typical listed company cost, not the exchange's cap-weighted index figure.
Securities lending balance by year
From 2007, in sharesStock out on loan and not yet returned at each year end, and across how many companies. Not the same as margin short selling.
New listings by year
From 1962; equities onlyHow many companies joined the market each year, by board — the counterpart to the delistings page.
Institutional futures open interest by month
From 2023-07, month-endWhere foreign investors, trusts and dealers stood in TAIEX futures at each month end — long minus short, in contracts.
Options put/call ratio distribution
Short sample — 46 trading daysWhere the put/call ratio sits against its recent sample, so a reading can be compared rather than guessed at.
USD/TWD by year
From 1993The annual average and year-end rate for the New Taiwan dollar against the US dollar.
Material information filings by year
From 1993; 1993–94 flagged sparseHow many material-information filings companies published each year, and the mix — in nine classes plus a fold-up, classified by us rather than by the exchange.
These statistics are auto-generated from the same data behind the TWMD API. Explore the full dataset catalog