Corporate Events Analysis

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Corporate Events Analysis: An Examination of the PSE Market Calendar

Name:
ID Number:
Year:
Semester:
Course:

Lenard Paul M. Sumalde
2014 – 85133
2014
1st
Research in Social Science (SSR 192)

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I.

Question: “How many events on a given day?”

II.

Parameters / Scope:
This study would be focusing on “Official Corporate Events of listed

Securities in Philippine Stock Exchange”. By definition, these are the events that are critical to investing public in making their investment decisions. These includes events that are being held physically (Stockholders Meeting and Analyst Briefing, etc.), and those events that marks a date which greatly affects investment decisions
(Cash Ex-Date, SRO Ex-Date and etc.) For simplicity, all of these will simply be referred as “Event(s)”.

III.

Propositions:
This study aims to analyze basic statistics of the PSE Market Calendar. This

includes calculating for the Mean, Median, Mode, Mean Average Deviation (MAD),
Variance, Standard Deviation and etc. with respect to various data dimension.
Examining the data in this approach would enable us to answer the basic question
“How many events on a given day?” and even more precise questions such as:
“How many Analyst-Briefing was held?”, “What is the average number of event”,
“Which is the most common type of event that is being held?” and etc.

For our purpose, data would be analyzed in three perspective: By event type, By
Sector, and finally By Day of the Week.
IV.
12.00

Analysis & Results
2014 May 12, 11 events

10.00
8.00
6.00
4.00
2.00
1.Jan
8.Jan
15.Jan
22.Jan
29.Jan
5.Feb
12.Feb
19.Feb
26.Feb
5.Mar
12.Mar
19.Mar
26.Mar
2.Apr
9.Apr
16.Apr
23.Apr
30.Apr
7.May
14.May
21.May
28.May
4.Jun
11.Jun
18.Jun
25.Jun
2.Jul
9.Jul
16.Jul
23.Jul
30.Jul

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Ana l yst Breifing, 15%

120
100

105

Stock Hol der's Meeting, 49%

90

80
70

60

57
Ca s h Ex-Date, 28%

40

39

20