台湾TEJ台湾上市柜公司月营收资料
收藏资源简介:
TEJ 收集整理所有上市柜公司公告之月营收资料,内容涵盖当月营收金额、去年同期金额、月增率(MoM)、年增率(YoY)及累计营收等字段,并完整保留原始公告日期,便于进行事件研究与策略回测。此数据可作为财报前的重要观察指标,帮助使用者提前掌握企业成长趋势。实证研究亦证实,月营收成长具有可量化的选股效果,常被应用于主动选股、多因子模型及量化交易策略之中,是台股基本面因子中极具代表性的数据来源。
TEJ collects and organizes monthly revenue data released by all listed and over-the-counter (OTC) companies. The dataset includes fields such as the current month's revenue amount, revenue amount in the same period of the previous year, month-on-month (MoM) growth rate, year-on-year (YoY) growth rate, and cumulative revenue, while fully retaining the original announcement dates to support event studies and strategy backtesting. This data serves as a critical leading indicator ahead of financial report disclosures, enabling users to proactively grasp enterprise growth trends. Empirical studies have verified that monthly revenue growth exhibits a quantifiable stock selection effect, and it is widely applied in active stock selection, multi-factor models, and quantitative trading strategies, making it a highly representative data source among fundamental factors for the Taiwan stock market.




