Your company publishes news. Does the market hear it?
We measured the market reaction to every piece of corporate news for 20+ years — press releases, 8-Ks, earnings, analyst actions. Enter your ticker and we’ll run your last quarter against the dataset.
Here’s what a quarter of news sounds like, measured.
A real readout for a fictional issuer, EXMP, watermarked for the free tier — this is what yours will look like.
| Date | Event type | Headline | Reaction % | Volume multiple |
|---|---|---|---|---|
| Apr 24 | Earnings | EXMP beats EPS by 4.1%, raises guidance | +2.8% | 2.1× |
| May 06 | 8-K | EXMP discloses new credit facility | +0.3% | 0.9× |
| May 22 | Press release | EXMP appoints new chief financial officer | −1.4% | 1.4× |
| Jun 03 | Analyst action | Analyst upgrades EXMP to buy | +1.1% | 1.6× |
| Jun 18 | Press release | EXMP announces plant expansion | 0.0% | 0.8× |
Sample data for a fictional issuer, not measured News Quantified output. Reaction measured from the news timestamp.
Reaction vs. 20-year baseline
3 of your 11 announcements likely produced no measurable reaction. The full readout shows why.
Every figure on this block is sample data for a fictional issuer. Your readout is built from your own announcements.
Enter your ticker and corporate email.
We run your last quarter against the 20-year dataset.
Receive your readout within one business day.
Levi (Tel Aviv), Livnat (NYU Stern), Zhang (Rutgers) & Zhang (UC Berkeley Haas), 2016 — “Are extended hours prices predictive of subsequent stock returns?” — peer-reviewed research built on News Quantified data. The study validates the event-reaction methodology: the measured market reaction to a news event predicts the subsequent drift.
News Quantified has supplied event-reaction data to institutional clients since 2012. Clients include NASDAQ and Business Wire.
Run your ticker against 20 years of reactions.
Free tier covers your most recent quarter, single ticker. Peer benchmarking available in the full readout.
Is this really free?
Yes. The free tier covers one ticker and one quarter, watermarked. Peer benchmarking against five competitors and multi-quarter history are part of the paid tiers.
Where does the data come from?
20+ years of quantified news events across US equities, scored with a peer-reviewed methodology validating event-driven price reactions.
Do you cover my company?
Coverage follows news flow, not an exchange roster: if your announcements are in the dataset we score them, and the readout says plainly when a ticker is too thin to measure. Small caps with thin news flow get a coverage note in the readout instead of a sparse chart.
What happens after I submit?
Your readout arrives within one business day, followed by one email confirming receipt. No drip sequence.