Overview of the Event-Driven Analysis Framework
mainThe Event-Driven Analysis Framework provides a structured methodology for classifying, analyzing, and assessing risks associated with corporate events in the A-share market. It categorizes events based on their typical price spreads, time horizons, risk levels, and capital requirements to guide investment decisions.
| 事件类型 | 典型价差 | 时间跨度 | 风险等级 | 资金门槛 |
|---------|---------|---------|---------|---------|
| 已获批并购重组 | 3–10% | 1–3个月 | 低-中 | 中 |
| 待审批并购重组 | 10–30% | 3–12个月 | 中-高 | 中 |
| 国企改革/资产注入 | 15–50% | 6–24个月 | 高 | 低 |
| 公司回购 | 5–15%年化 | 6–12个月 | 低 | 低 |
| 大股东增持 | 5–10% | 3–6个月 | 低-中 | 低 |
| 分拆上市 | 10–30% | 6–18个月 | 中 | 低 |
| 指数纳入 | 3–8% | 2–6周 | 低-中 | 低 |
| 解禁减持 | -5%至-15% | 1–3个月 | 做空/回避 | 低 |