Most of the fresh financial information acquired and processed by market participants enters the marketplace in financial
data cycles and includes regular releases from government, academia and industry as well as scheduled releases of financial
data from public companies. Calendar quarters delineate one complete financial data cycle. Within quarterly financial data
cycles, months and weeks delineate financial data sub-cycles and micro-cycles, respectively.
It takes information from only one quarterly financial data cycle to raise
the suspicions of astute market investors and legitimate market influencers to data implications, positive and/or negative.
One more quarterly financial data cycle is usually but not always needed to confirm suspicions before actions and/or assertions
relating to their suspicions are, to some degree, taken and/or expressed.
Process and value provided...
Our Info-Impact monitoring process is framed
around monthly financial data sub-cycles. We believe market monitoring processes framed around quarterly financial data cycles
are too far from the market and processes framed around weekly financial data micro-cycles are too close to the market.
Findings from our proprietary Info-Impact monitoring process
consist of Info-Impact Factor and Info-Impact Baselines. The findings, together with publishing format, provide insight into
market components and broad market support quickly and easily through comparison analysis from the Info-Impact market monitoring
perspective.