Screen filing post-event price performance
Analyze stock price performance after SEC EDGAR filings. Returns individual filing records with pre-computed price returns at +1, +3, +7, 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).
Credit cost: 10
Request
- Base URL: https://api.signal8.ai/api/v1/public
- URL: https://api.signal8.ai/api/v1/public/edgar/screen-performance
- Auth: API key in header X-Api-Key
Query parameters
Comma-separated form types (e.g. "S-1", "10-K,10-Q", "8-K", "S-3,424B5").
Start date filter (YYYY-MM-DD).
End date filter (YYYY-MM-DD).
Filter by sector (e.g. "Healthcare", "Technology").
Filter by industry (e.g. "Biotechnology", "Software - Application").
Filter by exchange (e.g. "NASDAQ", "NYSE", "AMEX").
Minimum market cap in USD.
Maximum market cap in USD.
Sort field (default: filing_date).
Sort direction (default: desc).
Page number, 1-indexed (default: 1).
Results per page (default: 25, max: 100).
Response
Filing performance records with aggregate statistics
Changes
No recorded changes to this operation across all 1 revision of this API.