Market Reaction Study
Event Lens
Pick a security or a sector proxy, set a date, and see how its returns behaved around that day relative to the market. The chart shows the cumulative abnormal return: the move beyond what the market alone explains.
Select by
Ticker
Benchmark
Event date (t = 0)
Event window (days)
How to read it. Flat before t=0 is the baseline behaving. A step at the
red line is the event's fingerprint. The single-event t-stat flags whether the
cumulative move is large relative to the security's normal day-to-day noise;
a single event is suggestive, not proof. Estimation window: 120 trading days
ending 10 days before the event.