Analysis of abnormal returns around discrete events

As institutions look to enhance their investment decision making process, extracting informational advantages through new, unique data and analytics has become increasingly important. ClariFI's Event Study module enables investment managers to research, test, and implement a completely new area of equity strategies - those which specifically seek to exploit discrete qualitative or quantitative events. From management changes to M&A announcements to index reconstitutions to other non-financial announcements, Event Study allows for seamless integration with your traditional and proprietary datasets while opening up new areas of potential alpha research and strategy outperformance. 

Key Features and Benefits:

ClariFI's Event Study features an intuitive graphical interface, robust reporting functions, and extensive data integration abilities that enable portfolio managers and researchers to quickly and easily determine the impact of discrete qualitative or quantitative events on future company performance.

• Comprehensive Data Integration
  Perform state-of-the-art-event study analysis using any combination of fundamental, analyst estimate, or qualitative data such as news and key developments, which include insider transactions, executive changes, share repurchases, lawsuits, and company announcements, etc.
• Customizable Charting & Reporting
  Use drill-down analysis, dynamic event visualization, and sparklines for graphical interpretations of market activity and trends and the impact of events on abnormal returns over time.
• Event Threshold Discovery
  Discover the optimal threshold for event triggers to maximize risk adjusted strategy performance.
• Event Simulation
  Test event-driven strategies in real-world conditions, for less risk and better decisions with Event Study's inherent translation to ModelStation's Strategy Simulator.

Click here to view a short demo of ClariFI Event Study using Capital IQ Key Developments Data Feed.

Event Study can be used as part of our integrated solution or as a stand-alone product. Contact sales@clarifi.com today, and see if you qualify for a free trial of Event Study.