IR Intelligence: Know How the Market Treats Announcements Like Yours
TL;DR
IR Intelligence is the use of measured market-reaction data in investor relations: knowing, before an announcement, how the market historically treated comparable announcements in your sector, and knowing, after one, whether your stock's reaction was ordinary or an outlier. News Quantified builds these benchmarks from 26M+ news records over 20+ years, the same dataset institutional investors license. The deliverable is a company-specific reaction readout.
The asymmetry IR teams operate under
The investors on the other side of your announcements increasingly use event-reaction data. They know the historical base rate for a guidance revision in your sector before your release crosses the wire. Most IR teams do not, which means the market enters your announcement with better statistics about your announcement than you have.
IR Intelligence closes that asymmetry with the same class of data.
Three moments where the benchmark matters
Before: expectation setting
An announcement type carries a measurable historical distribution of reactions, by sector and severity. Management that enters the day knowing the interquartile range is prepared for the realistic outcome set, not anchored to hope. Worked example: how markets react to guidance changes.
After: attribution
The stock moved. The board's question is whether that reaction reflects the announcement class or the communication. If the reaction landed inside the historical middle 50% for comparable events, the market treated the company normally. If it landed in the tail, something specific happened and is worth investigating. Without the benchmark, this conversation is opinion; with it, it is a data review.
Ongoing: peer positioning
Across quarters, a company's reactions can be tracked against its sector's distributions per announcement class: a factual record of whether the market receives your disclosures better or worse than peers, and whether that gap is widening.
The reaction readout
The deliverable is a company-specific readout: your announcement history classified against the NQ taxonomy, your realized reactions benchmarked against sector base rates per announcement class, and the forward calendar of your likely announcement types with their historical distributions. Built on documented methodology, delivered in board-ready form.
Request a sample readout for your ticker → [/ir-intelligence/sample-readout](/ir-intelligence/sample-readout)
What this is not
Reaction benchmarks are risk preparation, not market prediction. No benchmark forecasts your next announcement's outcome, and nothing in a readout is investment advice or disclosure guidance. The value is the base rate: decisions and board conversations grounded in measured history rather than anecdote.
Frequently asked questions
What is IR Intelligence?
The use of measured historical market-reaction data in investor relations: benchmarking how markets treated comparable announcements, by type and sector, to prepare for and attribute stock reactions.
How is this different from perception studies?
Perception studies survey what investors say. Reaction benchmarks measure what markets did, across thousands of comparable events over 20+ years. The two answer different questions and coexist.
What does a reaction readout contain?
Your classified announcement history, your reactions benchmarked against sector distributions per announcement class, and historical base rates for your upcoming announcement types.
Where does the data come from?
The News Quantified dataset: 26M+ news records over 20+ years, peer-review examined and licensed by institutional investors for more than a decade.
Historical reaction data. Not investment advice, not a prediction. Past reactions do not determine future reactions.