Taiwan Equity Factor Library

<br/>The TEJ Taiwan Factor Library is a structured, point-in-time (PIT) database built to help investors understand asset risks and returns through well-defined factor characteristics. The library currently spans 11 key factor categories:

1. Momentum
2. Dividend Yield
3. Value
4. Growth
5. Quality
6. Liquidity
7. Volatility
8. Size, and
9. Sentiment.
10. Credit Risk
11. Machine Learning

(Status: Soft Launched)

**Development milestones**

- 2025/6: Reached 60 factors (academic theory support)
- 2025/12: Reached 116 factors (Taiwan-specific factors and ML factors)

[https://www.tejwin.com/en/news/factor-library/](https://www.tejwin.com/en/news/factor-library/)

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Frequency: Updated Daily

Scale: Included listed and delisted companies in Taiwan. The number of listed companies is around 2000.

原始信息汇总

Taiwan equity factor library

数据集概述

• 数据集名称: Taiwan equity factor library
• 副标题: Factor Library of Taiwan Listed Company
• 提供商: Taiwan Economic Journal (TEJ)
• 访问模式: Free to try
• 试用信息: Trial: 1 day trial

数据集详情

• 描述: The TEJ Taiwan Factor Library is a structured, point-in-time (PIT) database built to help investors understand asset risks and returns through well-defined factor characteristics. The library currently spans nine key factor categories:
  1. Momentum
  2. Dividend yield
  3. Value
  4. Growth
  5. Quality
  6. Liquidity
  7. Volatility
  8. Size, and
  9. Sentiment.
• 状态: (Status: Soft Launched)
• 开发里程碑:
  • 2025/6: Reached 60 factors (academic theory support)
  • 2025/12: Reached 116 factors (Taiwan-specific factors and ML factors)
• 相关信息链接: https://www.tejwin.com/en/news/factor-library/
• 更新频率: Updated Daily
• 数据规模: Included listed and delisted companies in Taiwan. The number of listed companies is around 2000.

业务需求

Quantitative Analysis

• 提供超过10年的历史数据用于回测以及持续数据。
• 数据特点:
  • Record the time series of the market status of listed and delisted companies to avoid survivorship bias.
  • For financial data, we retain the announcement date and the version of the financial statement and announcement date to avoid look-ahead bias.
  • We consider the ex-dividend effect and derived adjusted price.

数据字典

• 主表名称: TW_FACTORLIBRARY_116FACTOR_2026

使用示例

查询示例

• 问题: What are the first 5 records of factor library data for TCC (stock ID:1101) in the 2026?
• SQL查询:

SELECT zdate, stk_id, stk_sname_eng, BOOK_TO_MARKET___BM__ FROM "TW_FACTORLIBRARY"."TW_FACTORLIBRARY_116FACTOR_2026" WHERE stk_id = 1101 LIMIT 5;

分类

• Financial
• Quantitative Analysis

联系方式

• 销售: [e-mail]
• 支持: [e-mail]

数据更新与覆盖

• 更新频率: Daily
• 时间覆盖范围: After January 1, 2013
• 时间粒度: By day
• 地理覆盖范围: China
• 地理粒度: By country

云区域可用性

AWS

• Africa (Cape Town)
• Asia Pacific (Jakarta)
• Asia Pacific (Mumbai)
• Asia Pacific (Osaka)
• 49 More

法律条款

• Standard

关于提供商

• 提供商名称: Taiwan Economic Journal (TEJ)
• 提供商描述: Taiwan Economic Journal (TEJ) provides fundamental databases that cover the financial market, macroeconomics and securities markets of the Greater China region. Focusing on six solutions, TEJ provides database and consulting services, including domestic and foreign institutional investors, corporations, academic research institutions, and government agencies. The solutions include credit rating, compliance technology, ESG sustainability, corporate business intelligence, evaluation analysis, and investment analysis.