ARC — Abnormal Return Calculator

What it does

The Abnormal Return Calculator (ARC) lets you run event studies on stock returns. Compute abnormal returns (AR), cumulative abnormal returns (CAR), and test statistics for single events or batches across firms and time windows.

Supported expected-return models: market model, CAPM, Fama-French 3- and 5-factor, Carhart 4-factor.

How it integrates

The ARC computation runs on a separate R-backend (open source, peer-reviewed). The Drupal frontend you're reading provides documentation, examples, and access; the calculation API is bridged via Cloudflare Workers and accepts CSV uploads or single-event JSON payloads.

• API access — terms and rate limits
• How to cite this app

Related

• Step-by-step instructions (input files, parameters, error fixing)
• Expected-return models
• Significance tests
• Data sources