Price reaction after filing disclosure
How does the share price move after insider purchase information is made public?
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Sample JSON
Specification JSON
Sample as of
0700.HK Tencent Holdings | Hang Seng Index | 2025-10-16 – 2026-10-16 | HKD
- Highest item: Next trading day
- 28.17 %
- Lowest item: 20 days after
- -34.83 %
- Average
- 0.1 %
- Number of items
- 5 items
Main chart: post-filing cumulative excess return (%), by days from filing availability
Post-filing cumulative excess return (%) (Line)
Supporting chart: purchase amount and sample size
Purchase amount and sample size (Bar)
Detail: data rows, observation dates and missing-value status for price reaction after filing disclosure
Post-filing cumulative excess return (%) and Purchase amount and sample size (Table)
Sample data rows
| Days from filing availability | Post-filing cumulative excess return (%) | Purchase amount and sample size | Data date (sample) |
|---|---|---|---|
| Before disclosure | 3.88 | 96.2 | 2026-10-16 |
| Next trading day | 28.17 | 86.1 | 2026-10-16 |
| 5 days after | -21.28 | 88.7 | 2026-10-16 |
| 20 days after | -34.83 | 89.4 | 2026-10-16 |
| 60 days after | 24.58 | 93.4 | 2026-10-16 |