Data Set
Company Disclosure Materials (TDnet, EDINET)
FrequencyConstantly
Update TimingDepends on companies' announcements on TDnet and EDINET
Delivery MethodQUICK APIs
SourceTDnet, EDINET
                   
Description

Summary
All Japanese corporate action data

Point
1. Automatic analysis of the disclosures posted on TDnet and EDINET
2. Immediate deliver in text format
3. Cover all corporate actions in Japan

Data Items (Example)
・ Earnings forecast revision
・ Stock split

Data Collection & Process Method
QUICK analyzes PDF and XBRL files posted on "TDnet", the Tokyo Stock Exchange's service providing timely disclosure releases and "EDINET", the Financial Services Agency's electronic disclosure system for disclosure materials and convert into a text format.

Case Study

Focusing on dividend revision news from Company Disclosure Bulletin, we modeled the probability of a stock price increase toward the last cum-rights date, and assigned a “high impact” label to the news stories with a high probability of such an increase. The results show that desirable performance can be expected when investments are made based on the labeling results.
For details: Evaluate Investment Performance with Dividend Revision News

Figure 1: Stock Prices and Dividend Yields after News Release on August 7, 2020, Regarding House Freedom’s Dividend Increase
  • News

  • Corporate Earnings

  • Corporate Disclosure

Coverage
All listed companies in Japan
Historical Data
From Feb 2017
Sales Territory
Global
Subscription Plan
Annual subscription,
monthly charge

Recomendation

Share Buybacks Data
Summary
Specialized data only in share buybacks of listed companies in Japan

Point
1. Provide well-maintained share buybacks data
2. Include original items in addition to public information
3. Monitor the progress and predict the timing based on our share buybacks data

Data Items (Example)
・Announcement date
・Purchase method
・Share buyback progress

Data Collection & Process Method
QUICK extracts share buybacks data from corporate disclosure information, and calculates original items.
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Results Forecast
Comment
The Results Forecast Comment summarizes the result forecasts, commentaries, and other materials disclosed by the companies, and uses the following two comments.
(1) Automatically-generated comments: Comments that are automatically generated by using language analysis technology to read the materials disclosed on TDnet (timely disclosure information service) of the Tokyo Stock Exchange; and
(2) Excerpted comments on company plans: Excerpted comments on company plans from the Main Points Report and the IPO Follow-up Report (*1) published by the QUICK Corporate Valuation Research Center.
*1. A report summarizing the materials/commentaries by the companies and factual reporting from a neutral perspective.
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Update on
Shareholder Benefits
This dataset offers the shareholder benefits update by analyzing the information disclosed on TDnet. According to the title of the documents, we classify 4 categories; Adoption, Change, Suspension, Other.
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