Detail Breakdown Trading Data comprises the daily trading value and volume (for regular trading sessions on the TSE market) of each TSE-listed issue, complied and fragmented into the cash transaction, margin transaction, and short selling categories. Investors enter such attribute information when placing orders, and thus, JPX Market Innovation & Research aggregates the flags and provides data on trading values and trading volumes.

Generally, the outstanding margin trading volume of each issue is announced weekly except for the issues subject to daily publication. However, using Detail Breakdown Trading Data allows for estimating the daily outstanding margin trading volumes for all issues.

QUICK Equity Risk Premium is a service that provides the cost of shareholder’s equity calculated by QUICK (QUICK Cost of Shareholders’ Equity), as well as various parameters necessary for calculating factor models.
The QUICK Cost of Shareholders’ Equity is calculated backward from the market stock prices by combining a stock valuation model (discounted residual income model) and the factor models (the Fama-French 3-factor model, and the QUICK 4-factor model with the addition of an insolvency risk factor). This data can be used to confirm the level of shareholder’s equity costs of listed companies, calculate WACC, and evaluate whether stock prices are overvalued or undervalued.

QUICK converts the complimentary gifts for shareholders into their respective monetary values based on the following criteria. Discount coupons for which the upper limit has not been set, and not-for-sale articles such as calendars and original goods are not included.
・The face value of the gifts such as QUO cards, gift certificates, and book coupons
・The maximum amount of the discount coupons for which an upper limit has been set, and the fixed price of the complimentary gifts
・An amount indicated as "Equivalent to JPYxx"
・An amount committed by the company as an answer to a query
・In the case of rice for the gift, the "Rice coupon" amount based on the weight of the rice
・In the case of multiple gift items, the total amount of those items that can be monetized
・If it is possible to select the complimentary gifts, then the lowest amount

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.

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.

QUICK independently picks timely themes and calculates its own average advance/decline ratio of related stocks. This allows the user to follow the trends of each theme from a short-term and long-term perspective and to confirm the stocks that are being selectively bought. Themes include a wide variety of timely topics, such as "Fintech", "Plastic-free" and so on.

This file service includes the following items;
Exchange code, Collection on the same day classification, Buying at the market forbidden classification, Buying at broker’s own account forbidden classification, Proprietary trading forbidden classification, Daily price limit classification, Base price for daily priced limit/Upper limit/Lower limit, Disclosure issue classification, Liquidation / supervision post classification, Assignment schedule classification, Assignment scheduled date, Daily disclosure / stock under restriction / stock under observance, Loans for margin transaction restriction classification, Selling short classification (restriction of stock loan applications), Physical settlement classification (restriction of stock loan applications), Effective date/notification date of restriction of loans for margin transaction, Margin requirement ratio change classification, Margin requirement ratio, Margin requirement-to-cash ratio, Margin requirement ratio change effective date, Buying on margin and selling shorts forbidden etc.

This file service includes the following items;
New listing, Delisting, Name change, Change in number of trading unit, Additional Assignment to Loan Transaction Stocks, Exception from Loan Transaction Stocks, Additional Assignment to Standardized Margin Transaction Stocks, Exception from Standardized Margin Transaction Stocks, Assignment to Securities under Supervision, Lifted Assignment to Securities under Supervision, Assignment to Securities to be Delisted, Lifted Assignment to Securities to be Delisted, delisting postponement period etc.