get_event_reaction
Measure an asset's post-event returns after a dated event—earnings, news, rate decision—compared with benchmark, including excess and pre-event drift. Answers 'how did the market react to X'.
Instructions
Measure how an asset's price moved after a dated event (earnings, a disclosure, a news item, a rate decision): return from the last close before the event to the 1st, 5th and 20th session after it, the benchmark's return over the same sessions, the excess over the benchmark, and the drift in the 5 sessions before the event. Use it for "how did the market react to X" questions. It measures, it does not prove that the event caused the move. Ratios are fractions (0.12 means 12%).
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| symbol | Yes | A symbol returned by search_assets. | |
| windows | No | Session counts, 1 to 60. | |
| benchmark | No | Index to compare against; defaults to BIST 100 for .IS symbols. | |
| event_date | Yes | ISO date the news, disclosure or decision was published. |