Event sensitivity

release-day history · min 6 releasesMethod

	FVAV				OIM
Release	avg \|move\| vs own avg day	\|move\|	up · n	×base	avg \|move\| vs own avg day	\|move\|	up · n	×base
PPIproducer prices	—					±0.2%	5 of 6	×1.26
CPIconsumer prices		±0.2%	1 of 6	×1.19	—

Bar = avg |move| on release days, to ±1%tick = own avg day×base = |move| ÷ own avg dayBaseline avg day: FVAV ±0.2% · OIM ±0.2%—= too few releases in rangePrices: daily closes

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

Event sensitivity

Event sensitivity