NYSE:TSM Taiwan Semiconductor Manufacturing Company Limited

ISIN: US8740391003
Information TechnologySemiconductorsAdvanced-Node FoundryEmerging-Market EquitiesTaiwan geopolitical tail
NYSE ADR · Hsinchu, Taiwan · Semiconductors — Advanced-Node Foundry · EM Equities sleeve Analysis Status: On-Going
USD ADR (1 ADR = 5 TWSE ordinary shares); company reports in TWD. All prices USD.
$405.27
+0.5%
31 Jul 2026 · Signal v6

What changed since 20 Jul 2026

DISCLAIMER: This is a quantitative framework for educational purposes only. It is not financial advice. Always do your own research and consult a licensed financial advisor before making investment decisions.

Taiwan Semiconductor Manufacturing Company Limited

Taiwan Semiconductor (TSMC) is the world's largest dedicated contract chip manufacturer — a "pure-play foundry" that builds the physical silicon designed by others (Apple, Nvidia, AMD, Qualcomm, Broadcom) but sells no chips of its own. Its core business is running the most advanced fabrication plants on earth, turning circuit designs into finished wafers at nodes (N3, N2) that essentially no rival can match at volume. What sets it apart is a near-monopoly on leading-edge manufacturing: it holds roughly 90%+ of the advanced-node foundry market, a structural cost and yield advantage from unmatched scale, and customers so deeply designed-in that switching is impractical. For a reader, think of it as the indispensable factory behind the entire AI and smartphone chip supply chain — with the one large caveat that its fabs sit in Taiwan, at the centre of a geopolitical fault line. Analysed here as the USD-denominated NYSE ADR (1 ADR = 5 Taiwan ordinary shares); the company reports in New Taiwan dollars.

HorizonSignalComposite ScoreConfidenceKey Driver
Short-term (1–3 mo)BUY5958%Half-size starter — high-quality, non-expensive, we rate it BUY on both longer horizons; scale in the rest on a 50-DMA reclaim / pullback into $385 support
Medium-term (6–12 mo)BUY6660%Quality + AI driver offset a full-ish valuation; medium macro pressure now a tech/EM headwind so no amplification
Long-term (3–5 yr)STRONG BUY7363%Dominant moat + AI secular driver (88) + long-horizon Info-Tech (XLK) Tailwind → BUY amplified to STRONG BUY (EM long downgraded O→N — a conviction caveat, not a reversal)
Next update: 2026-08-14 — default +14d (no dated impactful event inside window); own Q3 print ~15 Oct 2026
Table of Contents
1Five-Pillar Scorecard2Hard Gates & Do-Not-Buy Status3Pillar Detail: Business Quality4Pillar Detail: Valuation Attractiveness5Pillar Detail: Underlying Drivers6Pillar Detail: Economic Alignment7Pillar Detail: Entry/Exit Timing8Economic Event Risk9Multi-Timeframe Technical Analysis10Price Chart (6-Month Daily)11Scenario Summary12Entry / Exit Rules13Position Sizing Context14Calibration Snapshot15Data Sources & Methodology
1

Five-Pillar Scorecard

Five independent scores — each 0–100 with its own confidence. The three fundamental pillars (Quality / Valuation / Timing) set the base BUY/HOLD/SELL via the Decision Matrix; the two context pillars (Underlying Drivers, Economic Alignment) then amplify a BUY to STRONG BUY or a SELL to STRONG SELL when both corroborate.

Business Quality

88
exceptional
conf 82%

Valuation Attractiveness

64
fair (attractive on forward earnings)
conf 76%

Entry/Exit Timing

50
neutral — below 50-DMA
conf 62%

Underlying Drivers

88
Strong Tailwind
conf 70%

Economic Alignment

50
Contrarian (S/M) / Trend-Following (L)
conf 60%
2

Hard Gates & Do-Not-Buy Status

Binary safety checks — any TRIGGERED gate is a hard cap regardless of the scores above; CAUTION gates are sizing notes.
Gate 1 — Financial Distress
Net cash, D/E 0.15, interest coverage ~285×, current ratio 2.46, FCF positive. No distress.
Gate 2 — Earnings Event Risk
Q2 already reported (15 Jul). Next earnings Q3 ~15 Oct 2026 — outside the 14-day window.
⚠️
Gate 3 — Valuation Ceiling
Trailing clean P/E ~28-30× sits right at the 28× Semis guardrail line; but forward NTM P/E ~21× and warranted-ratio 0.76 are NOT in the Expensive band (≥1.40×), and price is below the highest analyst target ($700). Ceiling does NOT fire — flagged caution for the trailing/asset richness at 52-wk highs.
Gate 4 — Accounting / Dilution
Non-operating income ~11% of pre-tax (a positive FX/other contributor this quarter), well below the ~30% earnings-quality line; share count flat; earnings ~89% operating. Clean.
⚠️
Gate 5 — Regulatory / Binary Event
Taiwan/China geopolitical binary tail — a genuine >20% two-way risk, but structural/persistent rather than a dated pending ruling. Flagged caution (not fired). Export-control / tariff overhang also live.
Hard-gate state: CAUTION. No gate fires a cap. Two structural cautions carried: (1) the ever-present Taiwan geopolitical tail (Gate 5), and (2) a valuation-ceiling caution — trailing multiples are rich at 52-week highs even as forward earnings look attractive. The armed macro AI-concentration / earnings-quality unwind systemic tail does NOT promote to a Do-Not-Buy here: TSMC is a foreign foundry on clean operating earnings (not the S&P-concentration, non-operating-gains cohort) and is not in the Anchor's Expensive band — so DNB Trigger 2(b) is not met.
3

Pillar Detail: Business Quality

A deep dive into the Quality score: business economics, moat, ROIC and the industry benchmark.
Business Quality — Pillar Score
Exceptional — a structurally dominant, net-cash compounder at record margins
88
conf 82% · Growth-stage leader

Lifecycle: Growth-stage dominant leader. Revenue +36% YoY (Q2 2026 TWD 1,270.4bn), record gross margin 67.7%, operating margin 60.3%, net margin 55.6%, ROE ~40%, ROA ~19%. A rare combination of hyper-scale growth and cash-cow profitability.

Sub-signalReadingScore
Revenue trajectory+36% YoY, guide raised to >40% growth for 2026 (AI-led)95
Profitability vs peersGM 67.7% (record), op margin 60% — top of the foundry universe95
Cash generationOp cash-flow margin ~60%; but FCF yield only ~1.8% (record $60-64bn capex)62
Balance-sheet healthNet cash, D/E 0.15, interest coverage ~285×, current ratio 2.4692
Industry benchmark — Gross Margin + Capacity Utilisation: GM 67.7% (>60% = strong for a fabless-like leader) + advanced-node utilisation >90%. Score 93/100 — STRONG. A cycle-peak reading; monitor for the eventual digestion phase.
Pricing power90Raising leading-edge wafer prices; Arizona premium accepted
Network effects60Ecosystem/IP libraries lock the design flow, but not a two-sided network
Switching costs85Customers designed into N3/N2; re-tape-out is slow and costly
Cost advantage90Unmatched scale + yield learning-curve at the leading edge
Intangibles85Process IP, EUV know-how, decades of yield data

Moat score 82/100. ROIC top-decile vs semis peers; capital-allocation disciplined (record but demand-backed capex, rising dividend, payout ~24%). Management skin-in-the-game modest (widely-held, state-linked shareholder base) — scored 60.

Competitive Environment (step 7c). Direct rivals in leading-edge foundry: Intel Foundry (18A ramping but behind on external customer traction and yields), Samsung Foundry (SF2 still fighting yield issues), and Rapidus (Japan, 2nm pilot targeting 2027 — unproven). Share trajectory: gaining — marquee AI/HPC customers are consolidating N2 orders onto TSMC, and China's reported DUV-tool progress (28 Jul) does not touch the EUV-gated leading edge (SMIC remains blocked from ASML EUV). Threat level: moderate — the real risk to the moat is geopolitical (Taiwan concentration), not competitive share loss. Net effect: switching-cost and cost-advantage sub-scores hold high; no moat erosion this cycle.
CompetitorPositionShare trend
Intel Foundry (18A)Behind on external volume + yieldFlat / trailing
Samsung Foundry (SF2)Yield gap at leading edgeLosing at N2
Rapidus (2nm pilot)Pre-production, 2027 targetN/A
SMIC (China)EUV-blocked; DUV workarounds onlyCapped at leading edge
4

Pillar Detail: Valuation Attractiveness

Sector-appropriate multiples, FCF yield, reverse-DCF implied growth, embedded optionality, and the analyst-consensus cross-check.
Valuation Attractiveness — Pillar Score
Fair — rich on trailing/asset multiples at 52-wk highs, attractive on forward earnings
64
conf 76% · Warranted-multiple anchor

Warranted-Multiple Anchor. Discount rate r = 4.67% (10-Y, 2026-07-30 macro) + 4.5% ERP + 0.0% risk add-on (Quality ≥ 65) = 9.17%. Growth g_near = 15% (secular-growth cap; consensus ~30% haircut to the sector-achievable ceiling — the anti-hype discipline), g_term = 3%. Two-stage warranted P/E ≈ 27.5× (right at the 28× Semis guardrail line).

MetricValueRead
Forward NTM P/E~21×Attractive vs warranted 27.5× (ratio 0.76)
Trailing clean P/E~28-30×At the guardrail line — not cheap
PEG (forward)~0.9Attractive for the growth
P/B~9.8×Rich
FCF yield~1.8%Low — record capex
Dividend yield~0.9%Payout ~24%, rising
Anchor read (score the current multiple, not the hype). On forward earnings the name is genuinely attractive (~21× NTM, PEG ~0.9, +47% to the $596 consensus target). But that forward multiple front-runs 30%+ growth the anchor already haircut; on a current basis the trailing clean P/E ~28-30× sits at the warranted 27.5× and the 28× Semis guardrail line — with P/B ~10×, FCF yield 1.8%, and the stock at ~85% of its 52-week range. Net: Fair band (64), the top of Fair — attractive if AI capex holds, full if it digests. Not Expensive (ratio 0.76 < 1.40), so the Valuation-Ceiling gate does not fire and the name stays STRONG-BUY-eligible on the long horizon.

Analyst cross-check: consensus target $596 (median $600, high $700, low $500 — FMP); Yahoo mean $540/median $534. Grades: 18 Buy / 7 Hold / 0 Sell (consensus Buy, ~72% bullish); Yahoo recommendation strong_buy (18 analysts). FMP health rating B+ (overall 3; ROE 5, ROA 5, P/E 2, P/B 1). No upgrades/downgrades in the last 30 days — grades stable.

5

Pillar Detail: Underlying Drivers

The dominant external force the stock is tethered to, scored 0–100. A context pillar: it does not change the base signal — it feeds amplification (tailwind ≥65 can lift BUY→STRONG BUY; headwind ≤35 can push SELL→STRONG SELL).
Primary Driver
AI / HPC + advanced-node foundry demand cycle
88
Strong Tailwind

Primary driver: the AI/HPC advanced-node demand cycle. Q2 guidance raised to >40% revenue growth for 2026; capex raised to $60-64bn; the CFO (CNBC, 19 Jul) confirmed an accelerated Arizona build-out on "robust customer demand." Advanced-node (N3/N2) utilisation >90%. Secondary: smartphone/auto normalisation; the offsetting tail is Taiwan geopolitics.

HorizonDriver stateScore
HistoricalMulti-year AI/HPC ramp, share gains85
CurrentOrder book full, capex raised, util >90%92
ForwardN2 ramp 2026-27; near-term AI-capex-digestion fear is a sentiment overlay, not yet an order signal82
Amplification role: score 88 (≥ 65) → eligible to lift a base BUY to STRONG BUY where the economy also agrees. It does NOT change the base BUY/HOLD or the three fundamental pillar scores. Thesis-invalidation floor: a sustained cut in hyperscaler AI-capex guidance + advanced-node utilisation falling below ~80% would break the tailwind.
6

Pillar Detail: Economic Alignment

How the current economic climate sits relative to this stock, read from the latest Macro-Economic report. Classifies the macro pressure (Tailwind / Neutral / Headwind) — the second amplification input — and frames a long entry as Trend-Following or Contrarian with a 0–100 conviction.
Stance · Pressure
Contrarian (S/M) / Trend-Following (L) · Headwind (S) · Headwind (M) · Tailwind (L)
50
conviction

Regime: Stagflation-lite (energy shock re-armed + policy-tight into cooling growth; a narrow, contested, tape-unconfirmed lead). Info-Tech (XLK) signals S=N, M=U, L=O; EM Equities S=U, M=SU, L=N. Short/medium pressure is a tech/EM Headwind (contrarian to buy into). Long pressure stays a Tailwind on the XLK long Outperform (the primary sector map for an Info-Tech name) — but the EM-equities long signal was downgraded O→N this cycle, so long conviction is trimmed (55→50) and flagged. The armed 'S&P-500 concentration / AI earnings-quality unwind' systemic tail is carried in the Bear scenario but does NOT apply as a cohort DNB to a clean-earnings foreign foundry.

Source: sector-map (XLK primary; EM secondary) · Macro report 2026-07-30

7

Pillar Detail: Entry/Exit Timing

The risk-reward framework, relative strength vs SPY and the sector ETF, the macro overlay, news-derived sentiment, and the catalyst cluster.
Entry/Exit Timing — Pillar Score
Neutral — higher-timeframe uptrend intact, but daily below the 50-DMA in a semis pullback
50
conf 62% · macro weight 0.15 (semis medium sensitivity)

The primary (monthly/weekly) trend is still up and confluence reads bullish, but the daily is weakening / in a support-breakdown: price $405 sits below the 20-DMA ($413), 50-DMA ($425) and with a negative daily MACD. Constructive that the daily RSI has recovered from ~39 (20 Jul) to ~46 and the stock is holding the $385-$405 shelf while the broader semiconductor tape is in a stated "bear market."

Risk-reward (daily): support $385/$386 then the 200-DMA ~$357; resistance the 50-DMA $425, then $442 / $450 / the $479 high. Reward to base $475 ≈ +17%; risk to the $380 stop ≈ −6%. Relative strength: +100%+ over 52 weeks (also a marker of extension), but ~−6% on a 1-month relative basis as semis de-rate. Catalysts: none dated inside the window (Q3 print ~15 Oct); FOMC 29 Jul passed. Timing classifies Neutral, not Weak — the higher-timeframe uptrend is unbroken.

8

Economic Event Risk

High-impact macro releases in the next 14 days that could swing this stock, plus the last 7 days of surprises.

Upcoming events (next 30 days)

DateEventImpactForecastPreviousRelevant?Why
~15 Oct 2026TSMC Q3 2026 earningsHighEPS est $4.45YesNext own catalyst; AI-capex / advanced-node guidance
Aug 2026US CPI / jobs (recurring)MedIndirectSemis are only medium macro-sensitivity — not a scheduling trigger

Recent surprises (last 7 days)

DateEventActualForecastSurpriseImpact
29 Jul 2026FOMC decisionOn-hold, policy-tight bias — stagflation-lite backdrop
30 Jul 2026US Q2 GDPCooling growth read — feeds the macro caution
15 Jul 2026TSMC Q2 2026 earningsBeat+Record rev/margins, guide + capex raised (already priced in the last report)

No dated impactful event inside the 14-day window; the next own catalyst is the Q3 print ~15 Oct. Recurring macro is not a scheduling trigger for a medium-sensitivity semis name.

9

Multi-Timeframe Technical Analysis

Trend, RSI and breakout status across monthly / weekly / daily / hourly / 15-minute, with a confluence verdict.
TimeframeTrendDirectionRSIMACDKey S/RBreakoutVol
MonthlyUptrendUp67.0+ (hist +14.0)S ~358 / R breakoutResistance breakout1.16×
WeeklyUptrendUp56.1− (hist −5.2, cooling)S 224 / R 479Resistance breakout1.26×
DailyWeakeningDown45.9− (−9.85)S 385 / R 450Support breakdown1.13×
HourlyRecoveringUp51.9− (hist −1.7)S 381 / R 425Resistance breakout0.52×
15-minWeakeningDown41.7± (flat)S 399 / R 409Support breakdown0.37×
Confluence: Bullish (higher timeframes) with a weak near-term daily · MTF Score 54

Monthly and weekly remain in confirmed uptrends (confluence bullish), but the daily is below all near-term MAs with a negative MACD and a support-breakdown tag — the classic post-earnings consolidation in a semiconductor pullback. The daily RSI recovering off ~39 and price holding the $385 shelf are the constructive tells; a daily close back above the $425 50-DMA on volume would confirm the Technical entry path.

10

Price Chart (6-Month Daily)

A 6-month daily close line with SMA50 and key support/resistance — the visual companion to the MTF table.

Indicative recent daily closes (post-Q2 pullback from ~$450 to the $385 shelf, now stabilising ~$405, below the $425 50-DMA). Levels are the load-bearing reference.

11

Scenario Summary

Bull / Base / Bear 12-month price paths with triggers and probability weights.

Bull $560 (25%)

N2 ramp ahead of plan, GM holds >67%, AI capex re-accelerates and the semiconductor de-rate reverses; forward multiple re-rates back toward ~26-28×. Roughly the level below the $596 consensus target. Trigger: a Q3 guide-up + breadth broadening (RSP catching SPY).

Base $475 (55%)

Continued AI-led growth at a ~22-24× forward multiple; the stock grinds toward the low end of the analyst target range as earnings compound. ~+17% from $405. Trigger: order book stays full, util >90%, no macro shock.

Bear $325 (20%)

AI-capex digestion / a cyclical foundry pause + Taiwan escalation risk + a strong USD. Critically, this path inherits the armed macro AI-concentration / earnings-quality unwind systemic tail: even though TSMC's own earnings are clean, an index-level AI de-rating drags the whole semis cohort (already in a stated bear market), compressing the forward multiple toward ~14-15× and the price through the ~$357 200-DMA toward $325 (~−20%). Falsification: breadth broadening (RSP catching SPY) and hyperscaler capex guidance holding.

Probability-weighted fair value ≈ $466 (0.25×$560 + 0.55×$475 + 0.20×$325). Skew is modestly positive vs the $405 price, but the near-term daily downtrend and the armed systemic tail argue for scaling in rather than a full position.

12

Entry / Exit Rules

Three independent entry paths (Fundamental · Technical · Catalyst) and three exit triggers (Stop-Loss · Thesis · Profit-Target). Any one entry path is a valid entry — the more that agree, the larger the position the conviction ladder suggests. Exits are graded by severity, not count.

How to read this — the Conviction Ladder

The three entry groups are alternative paths to a buy, not a checklist. A group counts only when all its sub-conditions hold. How many groups are satisfied sets the suggested size — it does not gate whether you may enter: 1 group = Half-Size (a valid starter/scale-in), 2 = Full-Size, 3 = Over-Size (highest conviction); 0 = Wait (no path open yet). A strong overall signal can still read Wait here when the stock is well above its entry zones — that flags "good business, no entry edge right now," not a contradiction. Exits are graded by severity of what is live, not by a count: a hard stop is an Exit on its own.
Entry conviction: Half-Size1 of 3 groups met — one path open — starter / scale-in

Fundamental — MET

Cheap-enough on forward earnings with a live, strong driver tailwind.
✅ Price $405 < fair-value estimate ~$475-480
✅ No earnings within 7 days (Q3 ~15 Oct)
✅ Underlying-Driver score ≥ 50 (88)

Technical — not MET

Daily below the 50-DMA with a negative MACD; preferred entry is a reclaim OR a tested bounce off support.
⛔ Daily close > 50-DMA ($425) on volume > 1.5× the 20-day average
⛔ OR a tested bounce off $385 support with a higher low
✅ RSI 35-65 (45.9)

Catalyst — not MET

No dated event inside the window.
· Post-earnings move > +5% with guidance raised
⛔ AI-capex read-through re-accelerates the semis tape

Forecast: Fundamental group already met (the basis for the half-size starter). Technical group ~2-4 weeks IF price reclaims the $425 50-DMA on volume — CONFIDENCE Moderate: higher-timeframe trend is up but the daily MACD is negative and the 50-DMA is falling, so a pullback resets the clock. Catalyst group is date-locked to the Q3 print (~15 Oct) — not before. Net: start half now on the Fundamental path; the second tranche waits on the Technical reclaim or a $385 bounce.

Exit action: Holdno exit trigger is live — hold the position

Stop-Loss — not LIVE

⛔ Two daily closes below $380 (below the $385 shelf and the swing low)

Thesis Invalidation — not LIVE

⛔ Sustained hyperscaler AI-capex guidance cut AND advanced-node utilisation < ~80%
⛔ OR a material Taiwan escalation / export-control shock
⛔ OR a credible leading-edge share loss to Intel 18A / Samsung SF2

Profit-Target — not LIVE

⛔ Price into $475 (base) with RSI > 70

Forecast: Stop unlikely in the next 4-6 weeks — $380 is ~6% below and just under the $385 shelf that has held; it would take an earnings-less breakdown or a macro/geopolitical shock. Thesis-invalidation dials are all quiet (util >90%, capex raised). Profit-trim is the more likely first exit if the AI tape re-accelerates.

Imagine you act at the current price of $405.27 · as of 31 Jul 2026

What if you bought now?

You are risking ~6% (to the $380 stop) to gain ~17% (to the $475 base), with a positive-skew ~$466 weighted fair value.

Acting now buys a structurally dominant, net-cash, 67%-margin AI compounder on a ~21× forward multiple and a ~0.9 PEG — but into a daily downtrend below the 50-DMA and an armed systemic AI-unwind tail. That trade-off is exactly why the call is a half-size starter, not a full position: you get participation on a name we back on both longer horizons, and keep the second tranche for a $425 reclaim or a $385 bounce.

What if you sold now?

Sitting out entirely risks missing the compounding on a name we rate BUY (medium) and STRONG BUY (long).

The audit lesson behind the half-size rule: high-quality, non-expensive names held back only by Neutral timing tended to rise anyway and often re-rated to BUY at a higher price. The half position is the risk control that waiting used to provide.

13

Position Sizing Context

Illustrative portfolio math (not advice) translating conviction into an allocation given risk-per-share and volatility.
The §12 Conviction Ladder reads Half-Size (1 of 3 entry paths met — Fundamental only). No user allocation was provided, so no portfolio % is computed. The half-size starter targets participation now with the balance scaled in on a 50-DMA reclaim or a $385 pullback. This is not a recommendation — size to your own risk tolerance and existing semis/Taiwan exposure.
14

Calibration Snapshot

Machine-readable snapshot of every score, level and signal, saved alongside the HTML so the next run can compute deltas.
{
  "ticker": "TSM",
  "exchange": "NYSE",
  "exchange_ticker": "NYSE:TSM",
  "api_ticker": "TSM",
  "storage_ticker": "TSM",
  "isin": "US8740391003",
  "date": "2026-07-31",
  "version": "v6",
  "brand": "TSMC",
  "company": "Taiwan Semiconductor Manufacturing Company Limited",
  "currency": "USD",
  "reported_currency": "TWD",
  "security_note": "NYSE ADR (1 ADR = 5 TWSE ordinary shares); analysed as the USD ADR.",
  "analysis_status": "on-going",
  "finder_ticker": "TSM",
  "finder_exchange": "\ud83c\uddfa\ud83c\uddf8 NYSE",
  "section": "Emerging-Market Equities",
  "mode": "batch",
  "user_horizon": null,
  "user_allocation_pct": null,
  "portfolio_role": null,
  "lifecycle_stage": "growth",
  "sector": "Technology",
  "sub_industry": "Semiconductors \u2014 Advanced-Node Foundry",
  "gics_sector": "Information Technology",
  "country": "Taiwan",
  "price_at_rating": 405.27,
  "price_asof": "2026-07-31",
  "market_cap_usd": 2102492790784,
  "beta": 1.25,
  "fifty_two_week_range": "223.7-479",
  "signal_short": "BUY",
  "signal_medium": "BUY",
  "signal_long": "STRONG BUY",
  "primary_signal": "STRONG BUY",
  "base_signals_pre_amplification": {
    "short": "HOLD",
    "medium": "BUY",
    "long": "BUY"
  },
  "amplification_applied": {
    "short": "none on the base HOLD; quality-starter override converts the base HOLD to a half-size BUY (not an amplification)",
    "medium": "none (medium macro pressure Headwind, not Tailwind)",
    "long": "BUY->STRONG BUY (driver 88 Strong Tailwind + long macro Tailwind on XLK long O; EM long downgraded O->N is a conviction caveat)"
  },
  "short_entry_confirmed": false,
  "short_hold_reason": "neutral_timing_starter",
  "short_cap_reason": "Base HOLD is the High-Quality / Fair-Valuation / Neutral-timing row (L1229). Quality-starter override fires (Quality 88>=65, Valuation 64>=40 not Expensive, medium BUY + long STRONG BUY): issue a half-size starter BUY, scale in on a $425 50-DMA reclaim or a $385 support bounce. Technical & Catalyst entry groups remain unmet (below 50-DMA, negative daily MACD, no dated event).",
  "quality_score": 88,
  "valuation_score": 64,
  "timing_score": 50,
  "driver_score": 88,
  "quality_detail": {
    "gross_margin_latest_q": 0.677,
    "operating_margin_q": 0.603,
    "net_margin_q": 0.556,
    "roe": 0.4,
    "interest_coverage": 285.4,
    "current_ratio": 2.46,
    "debt_to_equity": 0.15,
    "net_cash": true,
    "industry_benchmark_name": "Gross Margin + Capacity Utilisation",
    "industry_benchmark_value": "GM 67.7% + util >90%",
    "industry_benchmark_score": 93,
    "moat_score": 82,
    "roic_percentile_vs_peers": 90,
    "capital_allocation": 86,
    "management_skin_in_game": 60
  },
  "valuation_detail": {
    "pe_trailing": 30.0,
    "pe_forward_ntm": 21.0,
    "peg_forward": 0.9,
    "price_to_book": 9.8,
    "price_to_sales": 14.2,
    "fcf_yield": 1.8,
    "dividend_yield": 0.9,
    "implied_growth_rate": 12.0,
    "consensus_growth_rate": 30.0,
    "historical_valuation_decile": 5,
    "fair_value_estimate": 475
  },
  "timing_detail": {
    "mtf_confluence": 54,
    "risk_reward_score": 50,
    "relative_strength_vs_spy": 100.0,
    "relative_strength_1mo": -6.0,
    "catalyst_clustering_score": 52,
    "dynamic_macro_weight": 0.15,
    "rsi_daily": 45.9,
    "atr_daily": 18.77,
    "sma50_daily": 425.1,
    "sma200_daily": 356.78
  },
  "nonop_pct_of_net_income": 11,
  "clean_pe": 30.0,
  "clean_peg": 0.9,
  "val_band": "attractive",
  "warranted_multiple": 27.5,
  "actual_multiple": 21.0,
  "warranted_ratio": 0.76,
  "val_multiple_basis": "forward NTM P/E (~21x, a 5/12 FY26 + 7/12 FY27 EPS blend) vs warranted 27.5x = ratio 0.76 (Attractive band); trailing clean P/E ~28-30x sits at the 28x Semis guardrail line = Fair-rich, which keeps the pillar SCORE at the top of Fair (64)",
  "discount_rate_r": 9.17,
  "risk_free_10y": 4.67,
  "g_near": 0.15,
  "g_term": 0.03,
  "sector_guardrail": 28.0,
  "competitive_share_trajectory": "gaining",
  "competitive_threat_level": "moderate",
  "economic_alignment_stance": "Contrarian (S/M) / Trend-Following (L)",
  "economic_alignment_conviction": 50,
  "economic_alignment_pressure": "Headwind (S) / Headwind (M) / Tailwind (L)",
  "economic_alignment_pressure_short": "Headwind",
  "economic_alignment_pressure_medium": "Headwind",
  "economic_alignment_pressure_long": "Tailwind",
  "economic_alignment_source": "sector-map",
  "macro_report_date": "2026-07-30",
  "macro_regime": "Stagflation-lite",
  "sector_signal_xlk": {
    "s": "N",
    "m": "U",
    "l": "O"
  },
  "em_equity_signal": {
    "s": "U",
    "m": "SU",
    "l": "N"
  },
  "analyst_consensus_target": 596,
  "analyst_target_high": 700,
  "analyst_target_low": 500,
  "analyst_target_median": 600,
  "analyst_target_upside_pct": 47.1,
  "analyst_grades_consensus": "Buy",
  "analyst_bullish_pct": 72,
  "analyst_coverage_count": 25,
  "fmp_rating": "B+",
  "fmp_overall_score": 3,
  "recent_upgrades_30d": 0,
  "recent_downgrades_30d": 0,
  "overall_confidence": 58,
  "fair_value_est": 475,
  "stop_loss": 380,
  "target_price": 475,
  "scenario_base_target": 475,
  "scenario_bull_target": 560,
  "scenario_bear_target": 325,
  "entry_groups_met": 1,
  "entry_conviction": "Half-Size",
  "exit_groups_live": 0,
  "exit_action": "Hold",
  "hard_gate_state": "caution",
  "gates_triggered": [],
  "gates_caution": [
    "Taiwan/China geopolitical binary tail (Gate 5 caution \u2014 structural, not a dated ruling)",
    "Valuation Ceiling caution \u2014 trailing clean P/E ~28-30x at the 28x Semis guardrail line at 52-wk highs; forward ~21x and ratio 0.76 are not Expensive so the ceiling does not fire",
    "Capex-driven low FCF yield ~1.8% and rich P/B ~10x"
  ],
  "do_not_buy_triggers": [],
  "dnb_note": "AI-concentration / earnings-quality-unwind systemic tail is ARMED (breadth-narrowing) in the 2026-07-30 macro report and is carried in the Bear scenario. But TSMC is a foreign foundry on CLEAN operating earnings (~89% operating; non-op ~11% of pre-tax, a positive contributor this quarter), NOT in the S&P-500-concentration / non-operating-gains cohort, and NOT in the Anchor's Expensive band (forward ~21x, ratio 0.76). DNB Trigger 2(b) requires Expensive AND a materially-applicable cohort tail \u2014 neither holds, so it does NOT fire.",
  "next_update_date": "2026-08-14",
  "next_check_date": "2026-08-14",
  "next_update_basis": "default +14d (no dated impactful event inside window; semis medium-sensitivity so recurring macro is not a trigger); own Q3 print ~15 Oct 2026",
  "last_updated_human": "Jul 31, 2026",
  "prior_report": "calibration-TSM-20260720-1930.json",
  "prior_primary": "STRONG BUY",
  "changes_note": "Short HOLD -> BUY (half-size starter) on the first refresh under the 2026-07-26 quality-starter rule (High-Quality, non-Expensive, Neutral timing, medium BUY + long STRONG BUY). Medium BUY and Long STRONG BUY unchanged; long conviction trimmed 55->50 on the macro EM-long downgrade O->N + worse medium tech/EM pressure. Scores: Quality 88, Valuation 64, Driver 88 flat; Timing 49->50. Forward NTM P/E ~21x flat (price flat, no new earnings); higher 10Y (4.55->4.67) trims warranted 28->27.5x so ratio ~0.75->0.76; trailing richness keeps Valuation at the top of Fair. Bear target trimmed 340->325 (deeper cohort de-rating leg). Price 402.30 -> 405.27 (+0.7%). Gate caution held; DNB 2(b) NOT fired (clean earnings, not Expensive)."
}

First TSM refresh under the short-horizon quality-starter rule (adopted 2026-07-26): a High-Quality (88), non-Expensive (Fair 64), Neutral-timing (50) name we already rate BUY (medium) and STRONG BUY (long) no longer sits the Short out flat — the Short becomes a half-size starter BUY. Scores otherwise steady; the macro EM-long downgrade (O→N) trims long conviction but XLK-long Outperform keeps the long STRONG BUY.

15

Data Sources & Methodology

Audit trail of every data source: fully available (✓), fallback (⚠), or failed (✗), plus provenance-based confidence haircuts.
Data Source Status
get_stock_snapshot / get_yahoo_quote price $405.27 (31 Jul close); 52w 223.7-479; beta ~1.25
get_income_statement (6q) Q2 2026: rev TWD 1,270.4bn +36% YoY, GM 67.7%, op margin 60.3%; non-op ~11% of pre-tax
get_financial_ratios ROE ~40%, D/E 0.15, current 2.46, int cover ~285×, FCF yield ~1.8%, fwd PEG ~0.9
get_price_target_consensus / _summary consensus $596, median $600, high $700, low $500 (FMP); Yahoo mean $540
get_grades_consensus / get_stock_grades 18 Buy / 7 Hold / 0 Sell; no upgrades/downgrades in 30d; Needham/Barclays/DA Davidson maintained Buy/OW mid-Jul
get_multi_timeframe_analysis monthly/weekly uptrend, daily weakening below 50-DMA ($425), RSI-D 45.9, MACD-D negative
get_ratings_snapshot FMP health B+ (overall 3)
get_analyst_estimates FY26 EPS est ~531 TWD/sh, FY27 ~694; NTM-blended fwd ADR P/E ~21×
get_stock_news Arizona build-out accelerating (CFO, 19 Jul); semis in a stated 'bear market'; JPMorgan '1990s split' caution; China DUV-tool caveats
get_earnings_calendar next earnings ~15 Oct 2026 (EPS est $4.45)
MacroDriver-state-20260730 10-Y 4.67%; regime Stagflation-lite; XLK S=N/M=U/L=O; EM S=U/M=SU/L=N; AI-concentration tail armed but breadth-narrowing
Impact on scores: Full data coverage. No fabricated inputs. The chart's per-bar closes are indicative (post-Q2 shape); the marked levels are exact.
DISCLAIMER: This is a quantitative framework for educational purposes only. It is not financial advice. Always do your own research and consult a licensed financial advisor before making investment decisions.