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 ~2003

Month-by-month market statistics: average return, share of up-years, and volume distribution.

From ~2003

Delistings per year

Quarterly

Delisted-company counts by year across the market. Reason breakdown and listing tenure are not sourced yet, so they are omitted.

Quarterly

Dividend fill rate

From 2004

The share of ex-dividend events that close the price gap within N days, in five dividend-yield layers.

From 2004

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.

From 2004 (detected)

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.

From 2012 (~14y)

Institutional buying breadth by year

From 2012

How widely the three institutional groups were buying each year, measured in companies rather than dollars.

From 2012

Margin and short balances by year

From 2001

Market-wide margin financing and short-selling balances, averaged and peaked by year.

From 2001

Monthly revenue YoY distribution

Share of the sample that has a value

How company-months spread across year-on-year revenue growth bands — the baseline a single company's number should be read against.

Share of the sample that has a value

Foreign ownership by year

From 2004

Average, median and 90th-percentile foreign ownership, plus how many companies were more than half foreign-held.

From 2004

Valuation percentiles

Coverage stated per metric

Where Taiwan valuation metrics actually sit, P10 to P90, with each metric's own coverage stated.

Coverage stated per metric

Disposition measures by year

From 2001

How often the exchange placed a stock under disposition each year, and how many distinct companies were affected.

From 2001

Block trades by month

From 2020, monthly

Block-trade count, volume and value by month — the negotiated market beside the order book.

From 2020, monthly

Annual price change distribution

From 1994

Average, median and share-up per year, by market. Price change only — unadjusted, dividends excluded.

From 1994

Market weight concentration

From 2006

What share of the whole market the top 1, 5, 10 and 50 companies account for — the concentration risk in any index position.

From 2006

Large trader open interest

From 2011

How much of futures open interest the five largest buyers held, year by year.

From 2011

Institutional net buying by year

From 2012, in lots

What foreign investors, trusts and dealers net bought or sold across the market each year, counted in lots.

From 2012, in lots

Day trading share of turnover

From 2014

How much of each year's traded value was same-day round trips rather than positions held overnight.

From 2014

Cash dividend yield distribution

From 2005; payers only

The median and quartile yield across every company that paid a cash dividend — the baseline for judging whether a yield is high.

From 2005; payers only

Taiwan market P/E and P/B by year

From 2006; constituent median

The 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.

From 2006; constituent median

Securities lending balance by year

From 2007, in shares

Stock out on loan and not yet returned at each year end, and across how many companies. Not the same as margin short selling.

From 2007, in shares

New listings by year

From 1962; equities only

How many companies joined the market each year, by board — the counterpart to the delistings page.

From 1962; equities only

Institutional futures open interest by month

From 2023-07, month-end

Where foreign investors, trusts and dealers stood in TAIEX futures at each month end — long minus short, in contracts.

From 2023-07, month-end

Options put/call ratio distribution

Short sample — 46 trading days

Where the put/call ratio sits against its recent sample, so a reading can be compared rather than guessed at.

Short sample — 46 trading days

USD/TWD by year

From 1993

The annual average and year-end rate for the New Taiwan dollar against the US dollar.

From 1993

Material information filings by year

From 1993; 1993–94 flagged sparse

How 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.

From 1993; 1993–94 flagged sparse

These statistics are auto-generated from the same data behind the TWMD API. Explore the full dataset catalog