screen_sec_filings_performance
Screen SEC Filings Performance
What it does
Analyze stock price performance after SEC filings. Returns individual filing records with pre-computed price returns at +1 day, +3 days, +7 days, and +30 days after the filing date (numbers in percent points: 4.35 = +4.35%; null = not measured), 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). Use this to answer questions like "how do biotech stocks perform after S-1 filings?" or "what is the average 7-day return after 8-K filings from companies under $500M market cap?".
Ask your AI
With the Signal8 MCP server connected, your assistant calls this tool when a question needs it. For example:
Using Signal8, analyze stock price performance after SEC filings.
Parameters
| Name | Type | Description |
|---|---|---|
formTypesoptional | string | Comma-separated form types (e.g., "S-1", "10-K,10-Q", "8-K", "S-3,424B5") |
dateFromoptional | string | Start date filter (YYYY-MM-DD) |
dateTooptional | string | End date filter (YYYY-MM-DD) |
sectoroptional | string | Filter by sector (e.g., "Healthcare", "Technology", "Financial Services") |
industryoptional | string | Filter by industry (e.g., "Biotechnology", "Software - Application") |
exchangeoptional | string | Filter by exchange (e.g., "NASDAQ", "NYSE", "AMEX") |
minMarketCapoptional | number | Minimum market cap in USD |
maxMarketCapoptional | number | Maximum market cap in USD |
sortByoptional | "filing_date" | "return_1d" | "return_3d" | "return_7d" | "return_30d" | "price_at_filing" | "market_cap" | Sort results by field (default: filing_date) |
sortOrderoptional | "asc" | "desc" | Sort direction (default: desc) |
pageoptional | number | Page number (1-indexed, default: 1) |
pageSizeoptional | number | Results per page (default: 25, max: 100) |
Other SEC filings & EDGAR tools
- get_exhibit_contentFull text/HTML of a single exhibit.
- get_filing_documentFull raw text/HTML of a filing by internal id.
- get_filing_documentsEvery document in a filing, with the ids to read each one.
- get_filing_exhibitsList the readable exhibits within a filing.
- get_filing_structuredParsed Form 3/4/5 transactions, 13F holdings, and Schedule 13D/G.
- lookup_accession_numberLook up a filing/exhibit by accession number.
- screen_sec_filingsScreen filings across all companies by company + filing filters.
- search_filing_textFull-text search that returns the matching passage per filing.
- search_sec_filingsSearch filings by CIK, form, date, 8-K items, full text, or company filters (market cap, float, sector, exchange...).