Event sensitivity

release-day history · min 6 releasesMethod

	BPAC				WSTN
Release	avg \|move\| vs own avg day	\|move\|	up · n	×base	avg \|move\| vs own avg day	\|move\|	up · n	×base
PPIproducer prices		±0.1%	3 of 6	×1.37	—
FOMCrate decision	—					±0.1%	1 of 6	×0.75

Bar = avg |move| on release days, to ±1%tick = own avg day×base = |move| ÷ own avg dayBaseline avg day: BPAC ±0.1% · WSTN ±0.1%—= too few releases in rangePrices: daily closes

BPAC compared with WSTN: revenue, margins and what each company keeps, and the suppliers and customers both name

Event sensitivity

Event sensitivity