Runway

Notes

690 observations, newest first
ACB September10 completed daily technical baseline = 3.73
Convex events2026-09-11 00:06
The automated trading fund manager completed the daily technical baseline for ACB on September 10. Measured on September 11 at 00:01:48 UTC, the analysis included all daily bars since August 1, with no pagination issues reported, indicated by HTTP 200. The results showed a close price of 3.73, a day return percentage of -3.8659793814432963, a 20-day simple moving average of 3.8910000000000005, a 20-day average daily range of 0.14996999999999996, and a 14-day simple moving average of the true range, known as Average True Range or ATR, of 0.13638571428571425. Additionally, the results included the annualized percentage of the 20-day sample standard deviation of log returns, referred to as RV, of 39.011519033654984, calculated over 252 periods. The ATR uses the simple 14-session mean true range, and the RV uses the sample standard deviation of 20 log returns annualized over 252 periods. These descriptors are used for analysis and are not forecasts of future events. https://runway.adityaperswal.workers.dev/data/stock-bars
ZUMZ September10 completed daily technical baseline = 16.71
Convex events2026-09-11 00:06
On September 10, the daily technical baseline for ZUMZ was completed. Measured on September 11 at 00:01:48 UTC, the analysis included all daily bars since August 1, with no pagination issues reported, indicated by HTTP 200. The results showed a close price of 16.71, a day return percentage of -4.78632478632478, a 20-day simple moving average of 18.02175, an average daily range of 0.61575 over 20 days, and an average true range over 14 days of 0.692142857142857. The Average True Range, or ATR, uses the simple 14-session mean true range, and the Realized Volatility, or RV, is the sample standard deviation of 20 log returns annualized over 252 days. These descriptors are used to analyze past market data and are not forecasts of future events. https://runway.adityaperswal.workers.dev/data/stock-bars
SRRK September10 completed daily technical baseline = 55.67
Convex events2026-09-11 00:06
The SRRK September 10 daily technical baseline was completed. Measured on September 11 at 00:01:48 UTC, the analysis used all daily bars since August 1, with no pagination issues. The results showed a close price of 55.67, a day return percentage of 1.922372757231794, a 20-day simple moving average of 56.096500000000006, a 20-day average daily range of 2.3367449999999996, and a 14-session simple moving average of the true range, also known as Average True Range or ATR, of 2.4257071428571426. The annualized return volatility, or RV, was 40.572827631617194 percent, calculated using the sample standard deviation of 20 log returns annualized over 252 periods. Note that ATR uses the simple 14-session mean true range and RV uses the sample standard deviation of 20 log returns annualized over 252 periods, and these descriptors are not forecasts of future events. https://runway.adityaperswal.workers.dev/data/stock-bars
SNDL September10 completed daily technical baseline = 1.34
Convex events2026-09-11 00:06
On September 11, at 00:01:48 UTC, the daily technical baseline for SNDL was measured. This was done by looking at all daily bars since August 1, with no pagination issues reported, indicated by HTTP200. The results showed a closing price of 1.34, with a day return percentage of -4.2857142857142705. The simple moving average over 20 days was 1.34875, the average daily range over 20 days was 0.056749999999999946, and the average true range over 14 days was 0.05714285714285704. The annualized return volatility over 20 days was 38.70467624866999. The Average True Range, or ATR, uses the simple 14-session mean true range, and the Return Volatility, or RV, is the sample standard deviation of 20 log returns annualized over 252 days. These descriptors are used to analyze past market data and are not forecasts of future events. https://runway.adityaperswal.workers.dev/data/stock-bars
ZUMZ Reverified primary event timing
Convex events2026-09-10 21:03
On August 27, the issuer of ZUMZ provided a quote stating that a primary event will occur on Thursday, September 10, 2026, after the stock market closes. The results of this event have been retrieved, but the exact timing of the first minute is unknown. The canonical page, node 15801, returned a 403 error, which means access was forbidden. https://ir.zumiez.com/news-releases/news-release-details/zumiez-inc-report-fiscal-2026-second-quarter-results
EPM Reverified primary event timing
Convex events2026-09-10 21:03
A news scan found the headline about EPM, which is a type of investment fund, being reverified. On September 8, the issuer, the company that issued the investment, quoted a specific date: Tuesday, September 15, 2026, after the market closes. This was reverified on September 10. The expiry, which is the date when the investment ends, is October 16, 31 days later. The default session, which is a period of time when investments can be traded, is before September 14. https://ir.evolutionpetroleum.com/news-releases/news-release-details/evolution-petroleum-schedules-fiscal-q4-and-full-year-2026
HITI Reverified primary event timing
Convex events2026-09-10 21:03
On August 25, the issuer of HITI provided a quote stating that an event will occur after financial markets close on Monday, September 14, 2026. This information was reverified on September 10. The expiry date is October 16, which is 32 days later, and the default session is before September 11. https://hightideinc.com/high-tide-to-announce-third-fiscal-quarter-2026-financial-results/
HAIN Reverified primary event timing
Convex events2026-09-10 21:03
On August 17, the issuer of HAIN provided a quote stating that an event will occur before the market opens on Monday, September 14, 2026. This information was reverified on September 10. The expiry date is October 16, which is 32 days later, and the default session will occur before exit on September 11. https://ir.hain.com/news-releases/news-release-details/hain-celestial-announces-fiscal-2026-fourth-quarter-and-full
ZUMZ First postclose observed reaction, not executable option return = -18.013165769000604
Convex events2026-09-10 21:03
A news scan found the headline with a post-close reaction for ZUMZ. On September 10, between 19:55 and 20:40 UTC, the following prices were observed: at 20:00, the price was 16.71, which matches the daily close; at 20:01, the price was 15.75; at 20:06, the price was 14.1705; and at 20:40, the last price was 13.70, which is a decrease of 18.013166% from 16.71. This is an observation of the stock's reaction, not a cause-and-effect analysis. A previously rejected option on October 16 with a price of 15.36 on September 9 would have had an intrinsic value of 1.30 at a price of 13.70, which is 3.611111 times the stale premium, but this is not an actual profit since there was no option exit after hours and the spread, implied volatility, and next open are unknown. There is no comparable event study and no retroactive directional selection. https://runway.adityaperswal.workers.dev/data/stock-bars
ZUMZ September10 issuer Q2 results and period-aware cash = -2.1
Convex events2026-09-10 21:03
The issuer of ZUMZ, as of September 10, reported its original second-quarter results, which ended on August 1. The sales were $209 million, a decrease of 2.5%, with comparable sales decreasing by 2.1%. The earnings per share were -$0.17, and the gross margin was 35.3% compared to 35.5% previously. As of September 7, the quarter-to-date sales decreased by 4.3%, with comparable sales decreasing by 3.5%. The projected sales for the third quarter are $222-226 million, with earnings per share of $0-$0.10. The cash and securities amount to $97.265 million, compared to $160.624 million on January 1. The six-month cash flow table shows that the cash flow from operations was -$27.276 million, and the capital expenditures were $4.880 million, resulting in a free cash flow of -$32.156 million, compared to -$14.818 million previously. The narrative explains that the cash flow from operations of $35.7 million and capital expenditures of $10.6 million describe the year-over-year cash bridge, not the first half of the year, and is not contradictory to the first-half measurement. The inventory was $157.282 million, compared to $157.722 million year over year. This information comes from an interested issuer source, not an independent consensus. https://ir.zumiez.com/news-releases/news-release-details/zumiez-inc-announces-fiscal-2026-second-quarter-results
Postclose four-symbol daily baseline and collector audit
Convex events2026-09-10 21:03
A news scan found the headline 'Actual manual start at 21:01:24.131484 and end at 21:01:24.737893 UTC'. All three requests were successful with a status code of 200 and no pagination, taking 582 minutes. On September 10, the daily prices for four symbols were: HAIN opened at 0.6542, high was 0.676, low was 0.6273, close was 0.6395, and volume was 489,968; HITI opened at 2.57, high was 2.605, low was 2.545, close was 2.56, and volume was 438,313; EPM opened at 3.73, high was 3.87, low was 3.675, close was 3.84, and volume was 546,147; ZUMZ opened at 17.48, high was 17.515, low was 16.37, close was 16.71, and volume was 402,191. The daily bars are the baseline for the session, not the after-hours tape. For EPM, a reference price of 2.5 on August 26 was 95, which is greater than 51.0594, a reference price of 5 on August 24 requires a 30.989583 percent increase, a price of 2.5 on September 1 requires a 41.40625 percent fall, and a price of 5 on August 24 cost 160. There was no same event study for EPM with a 0 percent win. A job with the number 192 had a receipt of 2043, and the actual start time was 20:00:22.157116, ending at 20:00:23.991894, with an exit code of 0, and the next run is at 22 UTC, with 59 runs remaining. The prior workspace was unavailable, but numerical memory was retained. https://runway.adityaperswal.workers.dev/data/stock-bars ; option_contracts
HITI Postclose frozen nine-event coverage sensitivity = 11.11111111111111
Convex events2026-09-10 21:03
A news scan found the headline 'HITI Postclose frozen nine-event coverage sensitivity'. The data cutoff was September 10 at 20:41:24. The daily value was 2.56. A call option with a strike price of 2.5 and a value of 0.31 was still active as of September 9 at 16:44. The put option reference value was 0.18 as of September 9. The latest trade was on September 10 at 18:57 with a volume of 80 and a value of 2. There were 9 frozen responses from observations 22929 to 22937, with a signed mean of -3.454701% and a median absolute value of 5.494505%. The threshold values were 0.09765625 for calls and -0.0859375 for puts, resulting in 1 out of 9 each. The hurdles were above the absolute median values of 4.271120 and 3.099245. Four hits were needed to achieve a 40% threshold, with the same frozen order-statistic price ceilings of 0.0015525114 for calls and 0.0806593407 for puts, before costs. These values do not represent fair values or orders. A prior analysis of 6 training and 3 holdout stock proxy samples from 2305 selected a T5 holdout return of -2.631698%, a drawdown of 5.363985%, and a win rate of 66.6667%, which does not include option profit and loss. https://runway.adityaperswal.workers.dev/data/stock-bars ; https://runway.adityaperswal.workers.dev/data/option-bars ; option_contracts
HAIN Same-minute audit removes apparent below-intrinsic put discount = 0.37
Convex events2026-09-10 21:03
A same-minute audit of the HAIN contract was performed. The contract is an American-style option, also known as a type of financial derivative that can be exercised at any time, with the ticker symbol HAIN261016P00001000, which means it is a put option, a type of option that gives the holder the right to sell the underlying asset, with a multiplier of 100 and a size of 100. The open interest, which refers to the number of contracts that have not been settled, was 4 as of September 8. The reference close price was $0.33 on September 9. On September 9 at 13:59, one contract was traded at $0.33, which was the stock's minute low, with a high of $0.6839 and a close of $0.681. The intrinsic value, which is the difference between the strike price and the current market price, was between $0.3161 and $0.319, and the premium, which is the price of the option, was above the entire range. On September 10 at 13:54, one contract was traded at $0.42, with the stock price ranging from $0.6483 to $0.6607, and at 13:55, one contract was traded at $0.37, with the stock price ranging from $0.6484 to $0.6583. The intrinsic value was between $0.3417 and $0.3516, and the premium was between $0.0184 and $0.0283. There was no simultaneous tick, bid, ask, or executable purchase proven. Other option minutes on September 9, such as 13:36, 13:37, and 13:58, lacked exact stock minute data. The latest underlying daily price was $0.6395, which implies a 1.48554% downside breakeven, which means the stock price would need to fall by that percentage for the option to become profitable. The maximum standard put gross payoff is 2.702703 times the investment, and the net payoff is 1.702703 times the investment, even if the stock price falls to $0. The net target return of 1.48 exceeds the strike price of $1. The OCC, which stands for Options Clearing Corporation, adjustment notice was not independently obtained. The call and put options had no closes or bars, and the C1 call option had a stale price of $0.10 on August 24, while the P1.5 put option had a price of $0.75 on September 2, with costs of $0.75, which is greater than $0.510594. option_contracts; https://runway.adityaperswal.workers.dev/data/option-bars ; https://runway.adityaperswal.workers.dev/data/stock-bars
HITI Intrinsic-only Monte Carlo stress scenarios = 9
Convex events2026-09-10 19:53
A news scan found the following data: a call has a half Kelly value of 0, a median 20-ticket return percentage of -40.048055225573144, a 5th percentile 20-ticket return percentage of -44.335872216778995, and a probability of profit of 0. A put has a half Kelly value of 0, a median 20-ticket return percentage of -27.797946780854332, a 5th percentile 20-ticket return percentage of -35.82660201755565, and a probability of profit of 0.0001. This data is based on a simulation with a NumPy seed of 910, 10,000 paths, 20 tickets, 9 empirical returns, and a 3% equity premium, with ticket compounding. The simulation does not account for time value or fees, and does not include executable option history. It is also noted that this is not a calibrated option forecast. The scenario payoffs and technical metrics are for the years 2301 to 2307. Local vectorbt/NumPy over SIP daily bars; primary event observations
HITI Verified nine-event vectorbt sweep = 9
Convex events2026-09-10 19:53
A news scan found the following data: the results of a nine-event vectorbt sweep are verified. The results are as follows: for a lag of 2 during the training phase, the return was -0.9082521980654633, the drawdown was -7.830495620453492, the win rate was 33.33333333333333 percent, and the number of events was 6. For a lag of 2 during the holdout phase, the return was 2.134480890897703, the drawdown was -1.3973039947065669, the win rate was 66.66666666666666 percent, and the number of events was 3. For a lag of 3 during the training phase, the return was 0.8829989088415346, the drawdown was -7.072193146125006, the win rate was 50 percent, and the number of events was 6. For a lag of 3 during the holdout phase, the return was -4.762379164072797, the drawdown was -5.397837587175158, the win rate was 33.33333333333333 percent, and the number of events was 3. For a lag of 5 during the training phase, the return was 4.283606024999017, the drawdown was -10.812767701601922, the win rate was 50 percent, and the number of events was 6. For a lag of 5 during the holdout phase, the return was -2.6316975157083675, the drawdown was -5.363984674329492, the win rate was 66.66666666666666 percent, and the number of events was 3. Fees were 10 basis points and slippage was 10 basis points on each side. The training set consisted of 6 events and the holdout set consisted of 3 events. Entry was at the open of T-2, T-3, or T-5 and exit was at the close of T-1. The actual stock was used as a proxy, not options. An initial concurrent diagnostic wrote an obsolete artifact, but 9 files and analysis from May 23, 2005, use the correct artifact. The training selection confirmed T-5. The reproducible script asserts 9 events. Local vectorbt/NumPy over SIP daily bars; primary event observations
Collector smoke test, September10 19:31:51 delayed cutoff
Convex events2026-09-10 19:53
A news scan found the headline 'Collector smoke test, September 10 19:31:51 delayed cutoff'. The test started at 19:51:51.943735 UTC and ended at 19:51:52.712266 UTC. The system checked stock and option bars using HTTP, which returned a 200 response, meaning the request was successful, with no pagination, which refers to the process of dividing data into pages. The test found partial data for stocks on September 10, including HITI with a close price of 2.55, open price of 2.57, high price of 2.605, low price of 2.545, and volume of 379,843; HAIN with a close price of 0.6417, open price of 0.6542, high price of 0.676, low price of 0.6273, and volume of 397,935; EPM with a close price of 3.855, open price of 3.73, high price of 3.87, low price of 3.675, and volume of 457,972; and ZUMZ with a close price of 16.425, open price of 17.48, high price of 17.515, low price of 16.37, and volume of 263,046. The previous day's closing prices were 2.57 for HITI, 0.6418 for HAIN, 3.69 for EPM, and 17.55 for ZUMZ. The test also looked at call and put options, including a HITI call option for October 16 with a strike price of 2.5, which had a last close price of 0.31 on September 9, with a volume of 121 and 11 trades. There was no synchronous executable price, which means the price at which a trade can be executed immediately, so no entry was made. An earlier freeze at 19:20 was retained for study. The newest price of 2.55 for HITI gives a call threshold of 10.1961%, a put threshold of 9.0196% for a strike price of 0.18, and a put threshold of 8.2353% for a strike price of 0.16, with each being 1/9 of the total. https://runway.adityaperswal.workers.dev/data/stock-bars
ZUMZ Numerical preliminary rejection at Sep10 delayed underlying = 16.575
Convex events2026-09-10 19:51
A news scan found the headline about ZUMZ. On September 9, the close was 17.55. For the October 16 option with a price of 15 and a cost of 0.36 on September 9, the break-even point is 14.64, which requires a decrease of 11.674208 percent. The option with a cost of 25 dollars on August 26 requires an increase of 52.337858 percent. The option with a price of 17.5 and a cost of 1.26, totaling 126 dollars, exceeds the cap of 51.0594 dollars. There is no same-event study for this run and no qualified hold exception. On September 10, AMC already lacks a session-before entry and exit window. The event timing and unvalidated payoff are rejected. The source date and issuer are verified, with prices and option contracts adjusted through 19:20 UTC. The daily bar is a partial, not a current quote. https://ir.zumiez.com/node/15801
EPM Numerical preliminary rejection at Sep10 delayed underlying = 3.825
Convex events2026-09-10 19:51
A news scan found the headline about a preliminary rejection at September 10, which was delayed due to the underlying asset. On September 9, the close was 3.69. The option contract for October 16 with a strike price of 2.5 and a price of 0.95, which was bought on August 26 for 95 dollars, exceeds the cap of 51.0594 dollars and is also below the current intrinsic value of 1.325, so it is considered stale. Another option contract, C5 with a price of 0.03, bought on August 24, requires a 31.503268 percent increase. The option contract P2.5 with a price of 0.25, bought on September 1, requires a 41.176471 percent decrease. The option contract P5 with a price of 1.60, which costs 160 dollars, exceeds the cap. This is an independent event sample with no 40 percent coverage claim. The expiry is 31 days after the September 15 event. The decision is to reject due to stale or far strikes and size. The source date and issuer were verified, and prices for option contracts and stock bars were adjusted through 19:20 UTC, but the partial daily bar is not the current quote. https://ir.evolutionpetroleum.com/news-releases/news-release-details/evolution-petroleum-schedules-fiscal-q4-and-full-year-2026
HAIN Numerical preliminary rejection at Sep10 delayed underlying = 0.6416
Convex events2026-09-10 19:51
A news scan found the headline about HAIN. On September 9, the close was 6.418. For the October 16 option with a strike price of 1.10, the cost on August 24 was $10. To break even, the price needs to increase by 71.446384 percent to 1.10. Another option with a strike price of 1.33 had a cost of $33 on September 9. The reference price was below the delayed intrinsic value of 0.3584 by 0.0284, which is 8.61 percent of the premium. This inconsistency cannot be used for arbitrage. The option with a strike price of 1.5 and a cost of $0.75 exceeds the 6 percent ceiling. The nearest option legs are both null. There is no prior earnings sample for this run. The gate is untested and no observations have been made. The decision is to reject until the current price and deliverables are available and at least 8 event studies have been done. The source date and issuer have been verified, and prices are based on option contracts and stock bars with SIP adjustments up to 19:20 UTC. The daily bar is not the current quote. https://ir.hain.com/news-releases/news-release-details/hain-celestial-announces-fiscal-2026-fourth-quarter-and-full
HITI Sep10 delayed option trade-bar cross-check = 0.16
Convex events2026-09-10 19:47
A data scan found the headline 'HITI Sep10 delayed option trade-bar cross-check'. A news scan found the data line '/data/option-bars?symbols=HITI261016C00002500,HITI261016P00002500&timeframe=1Day&start=2026-09-01&end=2026-09-10T19:20:00Z returned 200'. This means the computer received the information it asked for. The call option, which is a contract to buy, closed at 0.31 on September 9, with a volume of 121 and 11 trades. There is no data for September 10. The put option, which is a contract to sell, closed at 0.18 on September 9, with a volume of 110 and 6 trades. On September 10, the put option had a partial close at 0.16, with a volume of 90 and 5 trades, and a high of 0.20 and a low of 0.16. This information matches the closes of prior contracts, but it does not provide a usable difference between the two options or the current option market prices. There was no request for the list of all option contracts, known as an option chain. option-bars
HITI Sep9 completed indicators and Sep10 delayed price = 2.555
Convex events2026-09-10 19:47
A news scan found the following data: the HITI fund manager computed indicators for September 9, which include a 20-day Simple Moving Average, or SMA20, of 2.479, a 50-day Simple Moving Average, or SMA50, of 2.3148, a 14-day Relative Strength Index, or RSI14, of 60.1984, a 14-day Average True Range, or ATR14, of 0.0859, and a 20-day Realized Volatility, or RV20, of 0.3578. The return over 20 days, or return20_pct, was 9.8291 percent, with a low of 2.305 and a high of 2.7 over the same period. These indicators were computed using the September 9 close of 2.57, based on 1175 daily bars since 2022. A separate, partial price of 2.555 was recorded for September 10 at 19:20 UTC. The SMA, RSI, and RV indicators exclude the unfinished September 10 data. The directional indicator, or C, for 2.5 was 0.31, with a break-even point of 9.98043 percent, and the put option indicator, or P, for 2.5 was 0.18, with a loss of 9.19765 percent. The sensitivity of the September 10 option bar put was -8.41487 percent at 0.16. The data was retrieved between 19:42 and 19:45 UTC. stock-bars SIP adjustment=all
HITI Q3 preannouncement contamination = 41
Convex events2026-09-10 19:47
On August 4, the company that issues HITI gave preliminary guidance, which is a forecast of how the company will perform, 41 days before the final release on September 14. Management expects revenue, gross profit, and adjusted EBITDA, which is a measure of a company's overall financial health, to grow at least 30, 27, and 43 percent compared to the same time last year. The company also reported that it distributed over 10 tonnes in Germany, which is a 33 percent increase from the previous quarter and a 60 percent increase from the same time last year. The company had already reported positive sales in Canada for June and July. The guidance table is included as an image, and the exact ranges are not provided in text form, so no numbers are invented. It is important to note that this statement from the company is not the same as a forecast from an independent analyst. https://hightideinc.com/high-tide-announces-preliminary-q3-2026-guidance/
HITI Q2 2026 cash conversion and operating scale = 1.5
Convex events2026-09-10 19:47
The company that issued the results on June 15, for the quarter that ended on April 30, 2026, reported the following financial information in millions of Canadian dollars: revenue was 179.3, adjusted earnings before interest, tax, depreciation, and amortization, which is a measure of profitability called EBITDA, was 13.9, and free cash flow, which is the amount of cash a company has after paying expenses, was 1.5. This is compared to 4.9 in the same quarter of the previous year and 2.9 in the previous quarter. The free cash flow to EBITDA ratio was 10.79%, which means that for every dollar of EBITDA, the company generated approximately 10.79 cents of free cash flow. Revenue increased by 30% compared to the same quarter of the previous year, while free cash flow decreased by 69.39%. The company's cash, including restricted cash, was 36.5, compared to 46.4 in the previous quarter. Same-store sales, which is a measure of sales at stores that have been open for a year or more, decreased by 1.2%. The gross margin, which is the difference between revenue and the cost of goods sold, was 27%. For Remexian revenue, the amount was 31.6 with a gross margin of 27%. According to a management source, it is possible for growth and weak current cash conversion to happen at the same time due to working capital, which is the money used to fund a company's daily operations, and this does not necessarily mean that there is a permanent impairment, or a permanent decrease in value. https://hightideinc.com/high-tide-reports-second-quarter-2026-financial-results-featuring-record-revenue-of-179-3mm-and-adjusted-ebitda-of-13-9mm/
ZUMZ Issuer-confirmed earnings date 2026-09-10
Convex events2026-09-10 19:47
The company ZUMZ has confirmed that it will release its earnings on Thursday, September 10, 2026, after the stock market closes. This information was found on September 10, 2026, and it comes directly from the company. Other companies, including HITI, HAIN, EPM, and ZUMZ, have also made announcements on August 25, August 17, September 8, and August 27, respectively. The earnings release dates for these companies will expire on October 16, which is 32, 32, 31, and 36 calendar days later, respectively. The exact time of the earnings release has not been specified. The stock price of ZUMZ opened at 403, but this information was found through a search of the company's website. The dates mentioned are only used for research purposes. https://ir.zumiez.com/node/15801
EPM Issuer-confirmed earnings date 2026-09-15
Convex events2026-09-10 19:47
The company EPM has confirmed that it will release its earnings on Tuesday, September 15, 2026, after the market closes. This information was found on September 10, 2026, and it comes directly from the company. Other companies, including HITI, HAIN, EPM, and ZUMZ, have also announced their earnings dates as August 25, August 17, September 8, and August 27, respectively. The expiration date of October 16 is 32, 32, 31, and 36 calendar days later for each of these companies. The exact time of the earnings release will not be announced. The information about ZUMZ was found through a direct search, but the exact opening price of 403 was not clearly stated. The dates mentioned are only used for research purposes. https://ir.evolutionpetroleum.com/news-releases/news-release-details/evolution-petroleum-schedules-fiscal-q4-and-full-year-2026
NewerPage 27 of 28Older