Chapter 1


Brief Description of the Listed Stocks' Rates of Return Statistical Databank

This databank consists of daily, weekly, monthly, quarterly and annual rates of return for each individual stock listed on Taiwan Stock Exchange. Historical data can be traced back to 1972.

The rates of return have been calculated with adjustments for Ex-Cash Dividend and Ex-Right. Chapter 2 presents the formulas for the calculations.

Data updated monthly (at the time when Taiwan Stock Exchange provides us with Ex-Cash Dividend and Ex-Right statistics).

1.2 Composition of Retrieval Codes

Each individual stock has 5 rates of return: daily, weekly, monthly, quarterly, and annual. The retrieval codes are composed as:

S + Company Code No. + @ + Modifier

S is the standard beginning letter for all series (standing for Stock). The company code no. is a 4-digit number specified by the Taiwan Stock Exchange and used in actual trading to represent the company. The 5 modifiers are: DRR, WRR, MRR, QRR, ARR (with the first letter indicating the frequency).

For example, 1101 is the company code no. for "Taiwan Cement Co.", then the retrieval codes of the 5 series for "Taiwan Cement Co." are:

S1101@DRR-- daily rate of return
S1101@WRR-- weekly rate of return
S1101@MRR-- monthly rate of return
S1101@QRR-- quarterly rate of return
S1101@ARR-- annual rate of return

Likewise, you can construct retrieval codes for other companies as soon as you know the company code no. In Chapter 3, we will have a complete list of all company code no.