Event sensitivity

release-day history · min 6 releasesMethod

	WSTN				BPAC
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: WSTN ±0.1% · BPAC ±0.1%—= too few releases in rangePrices: daily closes

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

Event sensitivity

Event sensitivity