||This study is mainly to explore the correlation between the weighted index of Taiwan and the market share of securities firms, to observe whether there is a correlation or forecast relationship between the two, and to use the rate of change in financing balance as a control variable. A total of 496 sample securities firms are studied. Obtained by the Taiwan Economic Newspaper (TEJ) and the Taiwan Stock Exchange, the sample interval is from January 2007 to February 2020, a total of 78,368 pens. This paper analyzes the correlation between the weighted index returns and the rate of change in the securities firm′s market share According to the research, it is found that the rate of change of the securities firm′s market share is correlated with a total of 109 securities firms in Taiwan′s weighted index returns, of which only 49 securities firms are both relevant and predictive.|
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