Publicly-traded companies can disclose information in many ways, including at conferences and events. Whether a company is speaking at an upcoming conference or hosting its own event, investors and traders seek to stay on top of the information revealed at these events.
Uncovering and understanding the patterns within corporate event data - such as repetitive and sporadic scheduling, time/day of week schedules and a confluence of events at the same company or comparisons to peer companies - may benefit your trading and risk strategies.
Comprehensive Conferences & Meetings Datasets
The following data is available via SFTP or API unless otherwise noted. Historical data available varies per dataset, most dating back to 2006.
Analyst Events
- Analyst Days/Capital Markets Days
- Business Updates
- Research & Development Days
- Road Shows
Meetings
- Shareholder Meetings
- Board of Directors Meetings
- FDA Committee Meetings
Multi-Company Conferences
- Conferences & Presentations
- Forums
- Summits
- Workshops
- Seminars
Specifications
Coverage
11,000 Global Equities
Format
XML
Delivery
SFTP or API
History
Most datasets since 2008, contact us for more details.
Event Count
Over 6,500 Conferences Annually
Over 25,000 Company Presentations at Conferences Annually
Over 1,250 Analyst/Investor Days Annually
Use Cases
Event Clusters – Using Groups of Events as a Barometer for Corporate Financial Health
Whether you are an equity/options trader or risk manager, you can gather additional insight by paying attention to clusters of corporate events alongside fundamental datasets. While a standalone event such as a company’s upcoming earnings date can affect volatility, investigating multiple events closely in relationship to one another may have a stronger impact on a company’s corporate financial health. Observing the information pre-event, during the event and post-event and how they interact can inform how events relate to trading and risk strategies.
Volatility-Inducing Conferences
As investors may benefit from what is presented at conferences and meetings, in turn company management and company shareholders can also benefit. That is, investor conferences can cause volatility as they present the opportunity for managers to exploit heightened attention leading up to the conference as a way to push the stock higher and to sell shares at the resulting higher price, according to the academic paper “Famous Firms, Earnings Clusters, and the Stock Market”.
Sector Related Conferences
Conferences, summits, seminars, and other gatherings of leaders across the corporate world are critical for investors to follow. Every quarter our Head of Research, Christine Short, details key upcoming conferences to watch for by sector. Check out her latest edition on our research blog: Q1 2025 Investor Conference & Events Highlights.
Research
White Papers
Exploring Corporate Event Data and Volatility: Considerations for Academic and Financial Industry Research
This paper explores the use of high-quality corporate event data in academic and financial research. It includes best practices for sourcing accurate data and examines the impact of event clusters on volatility.
DownloadReassessing Risk Management with Corporate Event Data
This paper examines how corporate event data can enhance risk management and compliance efforts. It provides an overview of risk management frameworks and explores real-world applications of corporate event data.
Download“Famous Firms, Earnings Clusters, and the Stock Market”
Using Global Corporate Events (formerly Wall Street Horizon) earning dates, the paper finds that each quarter has a handful of days with the potential to have an impressive cluster of important firms announcing earnings more-or-less simultaneously in either the pre-open or post-close period.
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We offer substantial expertise to help you meet your Corporate Event data needs. Contact a member of our TMX Global Corporate Events team to see how we can help.
