Event Study App
Upload your data, configure the model, and get interactive results with charts, tables, and Excel export — all running locally in your browser.
10 return models · 11 statistical tests · 5 interactive result tabs · Excel & PNG export
WebAssembly Performance
Built in Rust, compiled to WebAssembly. Near-native speed for even large-scale event studies.
Fully Private
All computation runs locally in your browser. Your data never leaves your machine.
Zero Installation
No software to install, no accounts to create. Open the app and start analyzing immediately.
Workflow
Three Steps to Results
Upload your data, configure the analysis, and explore interactive results.
Upload Your Data
Upload 4 CSV files or a single Excel workbook with named sheets. Or click "Load example data" to try it instantly.
Configure Analysis
Choose a return model, return type (simple or log), and select which statistical tests to run.
Explore & Export
Browse results across 5 interactive tabs. Export everything as a styled Excel workbook, CSV, or PNG charts.
Results
5 Interactive Result Tabs
Explore your event study from every angle — summary, individual events, aggregates, test statistics, and diagnostics.
Summary
Sortable fit summary table with sparklines and an interactive abnormal return heatmap. Click any event to highlight it across all charts.
AR / CAR
Abnormal returns and cumulative abnormal returns per event with 95% confidence bands. Compare events side-by-side.
AAR / CAAR
Average abnormal returns as a bar chart color-coded by significance level, plus cumulative AAR with confidence intervals.
Statistics
Full multi-event and single-event test result tables with significance stars. Expandable rows show the complete test matrix.
Diagnostics
Per-event residual histogram, Q-Q plot for normality, and residuals vs. market returns scatter for heteroscedasticity checks.
Interactive
Click events in the heatmap to highlight them across all charts. Sort tables by any column. Filter results by group.
Data Input
CSV or Excel Upload
Upload 4 separate CSV files or a single Excel workbook with named sheets. Built-in validation catches formatting errors before analysis.
| File | Required Columns | Description |
|---|---|---|
| Events | event_id, firm_symbol, index_symbol, event_date | One row per event; optional: group, window config |
| Firm Data | symbol, date, adjusted | Daily adjusted closing prices per firm |
| Market Data | symbol, date, adjusted | Daily adjusted prices per market index |
| Factor Data | date, risk_free_rate, market_excess, smb, hml, ... | Optional; required for FF3/FF5/Carhart models |
Models
10 Return Models
From simple benchmarks to multi-factor asset pricing models. Select simple or log returns.
| Model | Description |
|---|---|
| Market Model | CAPM regression: R_firm = α + β · R_index + ε |
| Market Adjusted | AR = R_firm − R_index |
| Mean Adjusted | AR = R_firm − mean(R_firm) over estimation window |
| Fama-French 3-Factor | Market, SMB, HML (requires factor data) |
| Fama-French 5-Factor | FF3 + RMW, CMA (requires factor data) |
| Carhart 4-Factor | FF3 + Momentum (requires factor data) |
| BHAR | Buy-and-hold abnormal returns |
| Volume | Abnormal trading volume |
| Volatility | Abnormal volatility |
| Rolling Window | Rolling window regression (configurable window size) |
Test Statistics
11 Statistical Tests
Single-event and multi-event significance testing with detailed result tables.
Single-Event Tests
- AR t-Test
- CAR t-Test
- BHAR t-Test
Multi-Event Tests
- Cross-Sectional t-Test
- Patell Z-Test
- BMP Test
- Kolari-Pynnonen Test
- Sign Test
- Generalized Sign Test
- Rank Test
- Calendar-Time Portfolio Test
Export
Publication-Ready Output
Export your complete results in multiple formats.
Excel
Multi-sheet workbook with styled headers, auto-filters, and number formatting
CSV
Export heatmap data and fit summary tables as CSV
PNG
Export any chart as a high-resolution (2x Retina) PNG image
FAQ
Frequently Asked Questions
Is my data safe?
Yes. All computation happens in your browser via WebAssembly. No data is sent to any server.
What file formats are supported?
Upload 4 separate CSV files (comma-separated, YYYY-MM-DD dates) or a single .xlsx workbook with named sheets (events, firm_data, market_data, factor_data).
How does this compare to the R package?
The web app has full feature parity with the R package for standard event studies. For panel DiD, synthetic control, and intraday analysis, use the R package.
Can I try it without my own data?
Yes. Click "Load example data" in the sidebar to load a sample dataset and run an analysis immediately.
Ready to Analyze?
Try the web app with the built-in example dataset — no data upload needed to get started.