This study mainly uses the DEA linear programming to evaluate the efficiency indexes CRS, VRS, and SE of 26 domestic securities companies in Taiwan from 2012 to 2018, with an average of 0.9428, 0.9672, and 0.9749, respectively.During the estimation period, the Taiwanese domestic integrated securities company was evaluated to have 5.72% of production technology inefficiency, 3.28% of its inefficiency came from the management inefficiency of the domestic integrated securities company, and 2.51% came from the Taiwanese integrated securities company Inefficient.The inefficiency of management is the main reason for the inefficiency of domestic comprehensive securities companies.