Tenβ₅

Preliminary Loss Causation Event Study and Damages Estimation Web App

Introducing an affordable, fast, and reliable web app that requires only essential input about your investigation and gives instant results. All you need is the ticker and a list of potential disclosure dates, and our system gathers and analyzes the data instantly and correctly.

Developed by Analytic Focus, a national data analytics firm, Tenβ5 quantifies and qualifies securities events you are considering, is highly cost-effective, easy to use, and comprehensive.

What have securities attorneys said about Tenβ5?

"Very impressive! When I saw the quality of the information and the report speed all with minimal inputs, I was impressed."

"Amazing! This gives us a sense for the general order of magnitude."

 

With Tenβ5 (Ten-Beta-Five) you can:

  • Quantify and qualify disclosure dates
  • Produce sophisticated analysis in minutes
  • Customize event study assumptions

 

Order the Tenβ₅ tool here!

Order our advanced securities litigation analytic tool by clicking the order button below.

Baseline Event Study

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The Baseline Event Study uses a standard set of assumptions to determine the returns on the event dates after controlling for changes in the market index and whether these returns are significantly negative on average.

The Baseline Event Study report provides several outputs:

  • Line chart displaying prices for the stock and market index
  • Overview table showing stock and market returns on event (corrective disclosure) dates
  • Event study summary table
  • Paragraph interpreting the key results of the event study
  • Tables documenting the inputs and parameters used for this study

 


Damages Estimate

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The Damages Estimate Report provides an estimate of aggregate damages based on the Custom Event Study and the input provided for Class Start Date, Number of Shares Float (public float), and Number of Insider Shares (to exclude).

 


Robustness Check

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The Robustness Checks report shows the sensitivity Baseline Event Study test of significant average abnormal returns to six changes in assumptions. The main output of this report is the table providing summary of the robustness checks. Below this table you paragraph summarizing this table. In addition, a brief description of each robustness test is provided.


Custom Event Study Search

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The Custom Event Study uses the assumptions you provided in starting a New Run to determine the returns on the event dates after controlling for changes in the market index and whether these returns are significantly negative on average. If you did not provide any assumptions beyond the minimum requirements, or your assumptions where the same as those used for the Baseline Event Study, the results will be the same.

 

Connect With Our Experts

We have offices in San Antonio, Texas, Santa Rosa Beach, Florida, and Birmingham, Alabama.

Reach Us

Locations :

11467 Huebner Rd #200, San Antonio, Texas 78230

205 S. Lake Road, Santa Rosa Beach, Florida 32459

200 Cahaba Park Cir. #260, Birmingham, Alabama 35242

Email :

info@analyticfocus.com

Phone :

210-641-2817