Ticker reaction data

BayFirst Financial Corp. (BAFN)

BAFN moved a median of +0.43% 30 minutes after news, and +0.16% by the close. How BAFN actually reacts to news — the realized, point-in-time move the market made, measured across 418 labeled events over the last three years with zero look-ahead.

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The quantified answer

BAFN’s median reaction, across the day.

+0.43%
Median 30-min
Typical reaction 30 minutes after any BAFN news
55%
Moved up
Share of BAFN news events that rose at 30 minutes
+0.16%
Median to close
Where BAFN typically settles by the closing bell
BAFN median reaction to newsBAFN median reaction to news across 4 horizons: 5-min +0.00%, 30-min +0.43%, 60-min +0.16%, to close +0.16%.5-min30-min60-minto close5-min: +0.00%30-min: +0.43%60-min: +0.16%to close: +0.16%+0.00%+0.43%+0.16%+0.16%0+0.43%
Median move vs. the price at the news timestamp, each horizon on its own sample — the counts are in the table below.
BAFN median reaction to news, by horizon. Each rung is measured on the events that traded at that horizon.
HorizonMedian% positiveEvents
5-min0.00%41%163
30-min+0.43%55%261
60-min+0.16%56%317
to close+0.16%51%412
Where BAFN reactions landvs 418 measured BAFN reactions
BAFNMiddle 50% · -0.71% to +1.14%Zero: 0.00%Median: +0.43%Median +0.43%-1.50%0+1.50%
Middle 50% of BAFN reactions-0.71% to +1.14%
Median reaction (30-min)+0.43%
Measured reactions418
Point-in-time · zero look-ahead

Half of all BayFirst Financial Corp. news events land between -0.71% and +1.14% at 30 minutes.

Reaction stats as of 2026-09-21. Newest measured event . Reaction = percent move vs. the price at the news timestamp.

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26M+ news records Operating since 2012 Methodology on SSRN ↗
Latest news

Recent BAFN events, each with its measured reaction.

DateHeadlineEventSource5-minTo close
BayFirst Announces Third Quarter 2026 Conference Call and WebcastPress releaseGlobeNewswire-8.41%-1.30%
Form 8-K BayFirst Financial Corp. For: Sep 30SEC filing · Form 8-KSEC EDGAR-8.41%-1.30%
Form 8-K BayFirst Financial Corp. For: Sep 24SEC filing · Form 8-KSEC EDGAR+0.00%+14.44%
BayFirst Elects Twelve Directors to its Board of DirectorsPress releaseGlobeNewswire-1.34%-13.06%
Form 8-K BayFirst Financial Corp. For: Sep 22SEC filing · Form 8-KSEC EDGAR-0.85%-13.70%
BayFirst Financial Corp. Launches Rights OfferingPress releaseGlobeNewswire+1.46%+10.17%
Form 8-K BayFirst Financial Corp. For: Sep 01SEC filing · Form 8-KSEC EDGAR+1.46%+10.17%
Form EFFECT BayFirst Financial Corp.SEC filing · Form EFFECTSEC EDGAR+1.46%+10.17%
Form 8-K BayFirst Financial Corp. For: Aug 26SEC filing · Form 8-KSEC EDGAR-3.13%-1.49%
Form EFFECT BayFirst Financial Corp.SEC filing · Form EFFECTSEC EDGAR+3.87%-2.00%
Form S-1/A BayFirst Financial Corp.SEC filing · Form S-1SEC EDGAR—+0.00%
Form S-1/A BayFirst Financial Corp.SEC filing · Form S-1SEC EDGAR+0.00%-0.14%
Form DEF 14A BayFirst Financial Corp. For: Aug 19SEC filing · Form DEFSEC EDGAR+1.18%+9.17%
Form 8-K BayFirst Financial Corp. For: Aug 14SEC filing · Form 8-KSEC EDGAR+0.00%+5.08%
Form 10-Q BayFirst Financial Corp. For: Jun 30SEC filing · Form 10-QSEC EDGAR-0.54%-1.08%
BayFirst Financial Corp. Reports Second Quarter 2026 ResultsPress releaseGlobeNewswire+0.08%+0.16%
Form 8-K BayFirst Financial Corp. For: Aug 13SEC filing · Form 8-KSEC EDGAR+0.08%+0.16%
Form S-1 BayFirst Financial Corp.SEC filing · Form S-1SEC EDGAR—+1.09%
Form 10-K/A BayFirst Financial Corp. For: Dec 31SEC filing · Form 10-KSEC EDGAR—+3.19%
Form 10-Q/A BayFirst Financial Corp. For: Mar 31SEC filing · Form 10-QSEC EDGAR—+3.19%
BayFirst Reschedules Date for Second Quarter 2026 Conference Call and WebcastPress releaseGlobeNewswire—-0.48%
Form 8-K BayFirst Financial Corp. For: Jul 28SEC filing · Form 8-KSEC EDGAR—-0.48%
Form 8-K BayFirst Financial Corp. For: Jul 14SEC filing · Form 8-KSEC EDGAR—-0.71%
BayFirst Announces Impact of Asset Resolution Plan and Restatement of Prior Period Financial StatementsPress releaseGlobeNewswire—+1.59%
Form 8-K BayFirst Financial Corp. For: Jul 14SEC filing · Form 8-KSEC EDGAR—+1.59%
BayFirst Announces Second Quarter 2026 Conference Call and WebcastPress releaseGlobeNewswire—+2.46%
Form 8-K BayFirst Financial Corp. For: Jun 30SEC filing · Form 8-KSEC EDGAR—+2.46%
Form DEF 14A BayFirst Financial Corp. For: Jun 04SEC filing · Form DEFSEC EDGAR+0.00%-4.06%
Form 8-K BayFirst Financial Corp. For: May 14SEC filing · Form 8-KSEC EDGAR+0.99%+2.73%
Form PRE 14A BayFirst Financial Corp. For: May 19SEC filing · Form PRESEC EDGAR—-1.30%
Form 10-Q BayFirst Financial Corp. For: Mar 31SEC filing · Form 10-QSEC EDGAR+0.82%+2.37%
Form 8-K BayFirst Financial Corp. For: May 01SEC filing · Form 8-KSEC EDGAR—+6.62%
Form D BayFirst Financial Corp.SEC filing · Form DSEC EDGAR-7.31%+4.20%
BayFirst Financial Corp. Announces Substantial Capital Raise, Names Alfred Rogers as Bank Chief Executive Officer, and Reports First Quarter 2026 ResultsPress releaseGlobeNewswire-10.90%-0.78%
Form 8-K BayFirst Financial Corp. For: Apr 28SEC filing · Form 8-KSEC EDGAR-10.90%-0.78%
Form S-1 BayFirst Financial Corp.SEC filing · Form S-1SEC EDGAR-10.90%-0.78%
BayFirst Announces First Quarter 2026 Conference Call and WebcastPress releaseGlobeNewswire+0.00%+0.00%
Form 8-K BayFirst Financial Corp. For: Mar 31SEC filing · Form 8-KSEC EDGAR+0.00%+0.00%
Form 10-K BayFirst Financial Corp. For: Dec 31SEC filing · Form 10-KSEC EDGAR—+2.26%
Form 8-K BayFirst Financial Corp. For: Feb 13SEC filing · Form 8-KSEC EDGAR—-4.84%
Form 8-K BayFirst Financial Corp. For: Jan 30SEC filing · Form 8-KSEC EDGAR+0.15%+0.91%
BayFirst Financial Corp. Reports Fourth Quarter 2025 Results; Capital Ratios Show Notable ImprovementPress releaseGlobeNewswire-2.94%+0.15%
Form 8-K BayFirst Financial Corp. For: Jan 29SEC filing · Form 8-KSEC EDGAR-2.94%+0.15%
Form 8-K BayFirst Financial Corp. For: Dec 29SEC filing · Form 8-KSEC EDGAR—+0.26%
BayFirst Announces Fourth Quarter 2025 Conference Call and WebcastPress releaseGlobeNewswire+0.00%+3.29%
Form 8-K BayFirst Financial Corp. For: Dec 31SEC filing · Form 8-KSEC EDGAR+0.00%+3.29%
BayFirst Financial Corp. Closes $94.6 Million Loan Sale to Banesco USAPress releaseGlobeNewswire+0.00%+1.28%
Form 8-K BayFirst Financial Corp. For: Dec 12SEC filing · Form 8-KSEC EDGAR+0.00%+1.28%
Form 10-Q BayFirst Financial Corp. For: Sep 30SEC filing · Form 10-QSEC EDGAR——
Form 8-K BayFirst Financial Corp. For: Oct 31SEC filing · Form 8-KSEC EDGAR+1.09%+0.48%

Each reaction is the move the market actually made, measured from the news timestamp. Headlines link through to the BAFN section they belong to.

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Where else BAFN is measured.

BAFN earnings → · Analyst actions → · SEC filings →

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Method

How the numbers are made.

How is BayFirst Financial Corp.'s median reaction calculated?

Every labeled BAFN news event is measured from its own timestamp: the last trade before the news is the base price, and the move is read at fixed horizons — 30 minutes of trading, then the close. The median across 418 events is what this page reports. Point-in-time, zero look-ahead: no event borrows information from a later one.

What counts as a positive reaction?

Any event whose price move is above zero at the horizon, relative to the last trade before the news timestamp. 55% of BAFN's measured events are up at 30 minutes; the rest close the window flat or negative.

How often is this page updated?

The news table refreshes automatically as new events are labeled and priced. The reaction medians are re-pulled in batches from the dataset — the figures here are as of 2026-09-21.

Does BAFN's past reaction predict its next one?

No. These are realized facts about past events, not forecasts. They describe a distribution — they say nothing certain about any future move.

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26M+ news records, 2006–2026 Operating since 2012 Point-in-time, zero look-ahead Peer-reviewable methodology (SSRN) ↗