Screen SEC Filings Performance
screen_sec_filings_performanceRead-only
Analyze stock price returns after SEC filings by form type, date range, and company filters. Get pre-computed returns at 1, 3, 7, and 30 days plus aggregate statistics.
Instructions
Analyze stock price performance after SEC filings. Returns individual filing records with pre-computed price returns at +1 day, +3 days, +7 days, and +30 days after the filing date, plus aggregate statistics (average, median, % negative, best, worst) across all matching filings. Combine company-level filters (sector, industry, market cap, exchange) with filing filters (form type, date range). Use this to answer questions like "how do biotech stocks perform after S-1 filings?" or "what is the average 7-day return after 8-K filings from companies under $500M market cap?".
Input Schema
TableJSON Schema
| Name | Required | Description | Default |
|---|---|---|---|
| page | No | Page number (1-indexed, default: 1) | |
| dateTo | No | End date filter (YYYY-MM-DD) | |
| sector | No | Filter by sector (e.g., "Healthcare", "Technology", "Financial Services") | |
| sortBy | No | Sort results by field (default: filing_date) | |
| dateFrom | No | Start date filter (YYYY-MM-DD) | |
| exchange | No | Filter by exchange (e.g., "NASDAQ", "NYSE", "AMEX") | |
| industry | No | Filter by industry (e.g., "Biotechnology", "Software - Application") | |
| pageSize | No | Results per page (default: 25, max: 100) | |
| formTypes | No | Comma-separated form types (e.g., "S-1", "10-K,10-Q", "8-K", "S-3,424B5") | |
| sortOrder | No | Sort direction (default: desc) | |
| maxMarketCap | No | Maximum market cap in USD | |
| minMarketCap | No | Minimum market cap in USD |
Output Schema
TableJSON Schema
| Name | Required | Description | Default |
|---|---|---|---|
| data | No |