Taiwan Stock Market Daily Prices
Egshiglen
2026-10-06
1. Introduction
This assignment analyzes daily stock prices of companies listed on the Taiwan stock market during the last two years.
The dataset contains company ID, date, opening price, highest price, lowest price, and closing price.
2. Load the Data
library(readr)
library(dplyr)
library(ggplot2)
taiwan_stocks_hw3 <- read_csv(
"Downloads/Example1/taiwan_stocks_hw3.csv"
)
taiwan_stocks_hw3$Date <- as.Date(taiwan_stocks_hw3$Date)3. Basic Information
dim(taiwan_stocks_hw3)## [1] 1048575 6head(taiwan_stocks_hw3)## # A tibble: 6 × 6
## CO_ID Date Open High Low Close
## <chr> <date> <chr> <chr> <chr> <dbl>
## 1 0053 PTE 0010-04-20 95.4244 95.4244 94.4654 94.5
## 2 0050 Yuanta Taiwan Top50 0010-04-20 44.1573 44.4692 43.9173 44.1
## 3 0056 PTD 0010-04-20 31.0855 31.1824 30.8513 31.0
## 4 0051 TMT 0010-04-20 76.4016 76.4016 74.9954 75.3
## 5 0057 FB MSCI Taiwan 0010-04-20 136.2 136.95 135.7 136.
## 6 0052 FB Technology 0010-04-20 24.566 24.7366 24.3681 24.5summary(taiwan_stocks_hw3)## CO_ID Date Open
## Length :1048575 Min. :0001-02-20 Length :1048575
## N.unique : 3599 1st Qu.:0004-02-20 N.unique : 325004
## N.blank : 0 Median :0008-04-20 N.blank : 0
## Min.nchar: 7 Mean :0007-09-10 Min.nchar: 1
## Max.nchar: 38 3rd Qu.:0011-04-20 Max.nchar: 9
## Max. :0012-12-20
## NAs :630951
## High Low Close
## Length :1048575 Length :1048575 Min. : 0.79
## N.unique : 325043 N.unique : 320325 1st Qu.: 23.92
## N.blank : 0 N.blank : 0 Median : 49.01
## Min.nchar: 1 Min.nchar: 1 Mean : 945.13
## Max.nchar: 9 Max.nchar: 9 3rd Qu.: 111.88
## Max. :173067.45
## 4. Number of Companies
taiwan_stocks_hw3 %>%
summarise(
Number_of_Companies = n_distinct(CO_ID)
)## # A tibble: 1 × 1
## Number_of_Companies
## <int>
## 1 35995. Data Period
taiwan_stocks_hw3 %>%
summarise(
First_Date = min(Date, na.rm = TRUE),
Last_Date = max(Date, na.rm = TRUE)
)## # A tibble: 1 × 2
## First_Date Last_Date
## <date> <date>
## 1 0001-02-20 0012-12-206. Number of Observations for Each Company
company_summary <- taiwan_stocks_hw3 %>%
group_by(CO_ID) %>%
summarise(
Observations = n(),
First_Date = min(Date, na.rm = TRUE),
Last_Date = max(Date, na.rm = TRUE),
.groups = "drop"
) %>%
arrange(desc(Observations))## Warning: There were 22 warnings in `summarise()`.
## The first warning was:
## ℹ In argument: `First_Date = min(Date, na.rm = TRUE)`.
## ℹ In group 1501: `CO_ID = "370201 WPG-EB1"`.
## Caused by warning in `min.default()`:
## ! no non-missing arguments to min; returning Inf
## ℹ Run `dplyr::last_dplyr_warnings()` to see the 21 remaining warnings.head(company_summary, 20)## # A tibble: 20 × 4
## CO_ID Observations First_Date Last_Date
## <chr> <int> <date> <date>
## 1 IN0111 ITP NTR INDEX 325 0001-02-20 0012-12-20
## 2 KRTWIT Korea/Taiwan IT Premier Index( 325 0001-02-20 0012-12-20
## 3 KRTWITK Korea/Taiwan IT Premier Index( 325 0001-02-20 0012-12-20
## 4 KRTWITT Korea/Taiwan IT Premier Index 325 0001-02-20 0012-12-20
## 5 KTITKR Korea/Taiwan IT Premier Total 325 0001-02-20 0012-12-20
## 6 KTITR Korea/Taiwan IT Premier Total 325 0001-02-20 0012-12-20
## 7 KTITTR Korea/Taiwan IT Premier Total 325 0001-02-20 0012-12-20
## 8 0050 Yuanta Taiwan Top50 317 0001-02-20 0012-12-20
## 9 0051 TMT 317 0001-02-20 0012-12-20
## 10 0052 FB Technology 317 0001-02-20 0012-12-20
## 11 0055 PTF 317 0001-02-20 0012-12-20
## 12 0057 FB MSCI Taiwan 317 0001-02-20 0012-12-20
## 13 0061 PWC300 317 0001-02-20 0012-12-20
## 14 006201 Yuanta TW TPEx 50 317 0001-02-20 0012-12-20
## 15 006205 FB SSE180 317 0001-02-20 0012-12-20
## 16 006206 YT SSE50 317 0001-02-20 0012-12-20
## 17 00625K FB SSE180+R 317 0001-02-20 0012-12-20
## 18 00631L T50Bull2X 317 0001-02-20 0012-12-20
## 19 00632R T50Bear1X 317 0001-02-20 0012-12-20
## 20 00633L Fubon SSE180 L2X ETF 317 0001-02-20 0012-12-207. Average Closing Price by Company
average_close <- taiwan_stocks_hw3 %>%
group_by(CO_ID) %>%
summarise(
Average_Close = mean(Close, na.rm = TRUE),
.groups = "drop"
) %>%
arrange(desc(Average_Close))
head(average_close, 20)## # A tibble: 20 × 2
## CO_ID Average_Close
## <chr> <dbl>
## 1 EDRL2 Eelectronics 2X 90581.
## 2 WIT02 TW Technology (TR) 87227.
## 3 TDRL2 TAIEX 2X 66602.
## 4 TRTEJ TRTEJ 55792.
## 5 Y9997 Total Return Index 53740.
## 6 FDRL2 Fin. leveraged 2X Index 48642.
## 7 Y5556 TSE Non-Elec. TR 47981.
## 8 IR127 TIP APL TR 2X 46721.
## 9 TRI50 TW 50 INDEX (TR) 46480.
## 10 TR100 TW MID-CAP (TR) 41934.
## 11 WIT01 TW Technology Index 41464.
## 12 FRMSR Formosa Total Return Index 40635.
## 13 IR123 TW 50 30% Cap TR 39992.
## 14 Y8887 TR NonF NonE 32542.
## 15 TF002 TWDP(TR) 29017.
## 16 FRMSA Formosa Index 26971.
## 17 SA50R Small/Mid-Cap Alpha Mom. 50TR 26730.
## 18 IR141 TPEx 200 TR 2X Index 26543.
## 19 Y9998 TEJ Index 23994.
## 20 Y9999 TSE Taiex 23994.8. Highest Closing Price by Company
highest_close <- taiwan_stocks_hw3 %>%
group_by(CO_ID) %>%
summarise(
Highest_Close = max(Close, na.rm = TRUE),
.groups = "drop"
) %>%
arrange(desc(Highest_Close))
head(highest_close, 20)## # A tibble: 20 × 2
## CO_ID Highest_Close
## <chr> <dbl>
## 1 EDRL2 Eelectronics 2X 173067.
## 2 WIT02 TW Technology (TR) 126992.
## 3 TDRL2 TAIEX 2X 111279.
## 4 IR127 TIP APL TR 2X 91203.
## 5 TRTEJ TRTEJ 73518.
## 6 Y9997 Total Return Index 72029.
## 7 TRI50 TW 50 INDEX (TR) 65434.
## 8 FDRL2 Fin. leveraged 2X Index 61429.
## 9 WIT01 TW Technology Index 59589.
## 10 TR100 TW MID-CAP (TR) 55525.
## 11 FRMSR Formosa Total Return Index 54016.
## 12 IR123 TW 50 30% Cap TR 52742.
## 13 Y5556 TSE Non-Elec. TR 51363.
## 14 IR141 TPEx 200 TR 2X Index 41411.
## 15 Y8887 TR NonF NonE 36215.
## 16 FRMSA Formosa Index 35271.
## 17 TF002 TWDP(TR) 32817.
## 18 E99TR EMP99 TR 32013.
## 19 Y9998 TEJ Index 31639.
## 20 Y9999 TSE Taiex 31639.9. Lowest Closing Price by Company
lowest_close <- taiwan_stocks_hw3 %>%
group_by(CO_ID) %>%
summarise(
Lowest_Close = min(Close, na.rm = TRUE),
.groups = "drop"
) %>%
arrange(Lowest_Close)
head(lowest_close, 20)## # A tibble: 20 × 2
## CO_ID Lowest_Close
## <chr> <dbl>
## 1 02001R Fubon APL TR Daily Return Inve 0.79
## 2 6495 Nanoplus 1.05
## 3 911868 Neo-Neon Holdings Limited 1.19
## 4 00686R CTaiex-1X 1.47
## 5 00685L CTaiex2X 1.89
## 6 6434 TacBright 2.1
## 7 5314 Myson 2.43
## 8 00664R Cathay TAIEX Inv 1X 2.43
## 9 912000 SIM Technology Group Limited 2.43
## 10 911608 BH Global Corporation Limited 2.59
## 11 00643K CSZSME+R 2.7
## 12 00671R Fubon NASDAQ-100 -1X 2.77
## 13 6626 Game Hours 2.84
## 14 9110 Vietnam Manufacturing and Expo 2.9
## 15 4804 Da Lue 2.93
## 16 00634R FubonSSE180 INVR.ETF 3.15
## 17 4529 EPTECH 3.33
## 18 020033 President HSTECH Futures Index 3.5
## 19 2443 Lead Data 3.57
## 20 6734 iXensor 3.6010. TSMC Daily Closing Price
tsmc <- taiwan_stocks_hw3 %>%
filter(CO_ID == "2330")
ggplot(tsmc, aes(x = Date, y = Close)) +
geom_line() +
labs(
title = "TSMC (2330) Daily Closing Price",
x = "Date",
y = "Closing Price (NT$)"
)
11. TSMC Daily Price Range
ggplot(tsmc, aes(x = Date)) +
geom_line(aes(y = High), linetype = "dashed") +
geom_line(aes(y = Low), linetype = "dashed") +
geom_line(aes(y = Close)) +
labs(
title = "TSMC (2330) Daily High, Low and Closing Prices",
x = "Date",
y = "Price (NT$)"
)
12. Monthly Average Closing Price
monthly_close <- taiwan_stocks_hw3 %>%
mutate(
Year_Month = format(Date, "%Y-%m")
) %>%
group_by(Year_Month) %>%
summarise(
Average_Close = mean(Close, na.rm = TRUE),
.groups = "drop"
)
head(monthly_close, 20)## # A tibble: 20 × 2
## Year_Month Average_Close
## <chr> <dbl>
## 1 0001-02 1010.
## 2 0001-03 926.
## 3 0001-05 1109.
## 4 0001-06 1038.
## 5 0001-07 1042.
## 6 0001-08 1035.
## 7 0001-09 1026.
## 8 0001-10 924.
## 9 0001-12 1135.
## 10 0002-03 913.
## 11 0002-04 913.
## 12 0002-05 930.
## 13 0002-06 937.
## 14 0002-07 943.
## 15 0002-10 936.
## 16 0002-11 940.
## 17 0002-12 937.
## 18 0003-03 935.
## 19 0003-04 933.
## 20 0003-05 942.13. Monthly Average Closing Price Chart
ggplot(monthly_close, aes(x = Year_Month, y = Average_Close, group = 1)) +
geom_line() +
labs(
title = "Monthly Average Closing Price",
x = "Month",
y = "Average Closing Price (NT$)"
) +
theme(
axis.text.x = element_text(angle = 90, hjust = 1)
)
14. Conclusion
The dataset contains daily stock price information for companies listed on the Taiwan stock market during the selected two-year period. The main variables are opening price, highest price, lowest price, and closing price.
The analysis summarizes the number of companies, observations, data period, average closing prices, highest closing prices, and lowest closing prices. TSMC (stock code 2330) is also used as an example to visualize daily stock price movements.