Market facts
Statistics generated from the database itself — seasonality, delistings, limit hits.
25 pages
- Monthly seasonalityMonth-by-month market statistics: average return, share of up-years, and volume distribution.
- Delistings per yearDelisted-company counts by year across the market. Reason breakdown and listing tenure are not sourced yet, so they are omitted.
- Dividend fill rateThe share of ex-dividend events that close the price gap within N days, in five dividend-yield layers.
- Limit-up / limit-down eventsHow 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 seasonalityBy 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 yearHow widely the three institutional groups were buying each year, measured in companies rather than dollars.
- Margin and short balances by yearMarket-wide margin financing and short-selling balances, averaged and peaked by year.
- Monthly revenue YoY distributionHow company-months spread across year-on-year revenue growth bands — the baseline a single company's number should be read against.
- Foreign ownership by yearAverage, median and 90th-percentile foreign ownership, plus how many companies were more than half foreign-held.
- Valuation percentilesWhere Taiwan valuation metrics actually sit, P10 to P90, with each metric's own coverage stated.
- Disposition measures by yearHow often the exchange placed a stock under disposition each year, and how many distinct companies were affected.
- Block trades by monthBlock-trade count, volume and value by month — the negotiated market beside the order book.
- Annual price change distributionAverage, median and share-up per year, by market. Price change only — unadjusted, dividends excluded.
- Market weight concentrationWhat 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 interestHow much of futures open interest the five largest buyers held, year by year.
- Institutional net buying by yearWhat foreign investors, trusts and dealers net bought or sold across the market each year, counted in lots.
- Day trading share of turnoverHow much of each year's traded value was same-day round trips rather than positions held overnight.
- Cash dividend yield distributionThe 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 yearThe 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 yearStock 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 yearHow many companies joined the market each year, by board — the counterpart to the delistings page.
- Institutional futures open interest by monthWhere foreign investors, trusts and dealers stood in TAIEX futures at each month end — long minus short, in contracts.
- Options put/call ratio distributionWhere the put/call ratio sits against its recent sample, so a reading can be compared rather than guessed at.
- USD/TWD by yearThe annual average and year-end rate for the New Taiwan dollar against the US dollar.
- Material information filings by yearHow 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.