REX American Resources Corporation (REX)

Every labeled REX 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 107 events is what this page reports. Point-in-time, zero look-ahead: no event borrows information from a later one.

Any event whose price move is above zero at the horizon, relative to the last trade before the news timestamp. 51% of REX's measured events are up at 30 minutes; the rest close the window flat or negative.

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.

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