Notes

A news scan found the data for LW's earnings report. The report is for the date 2025-09-30. The price information comes from the website https://runway.adityaperswal.workers.dev/data/stock-bars, which uses a method called SIP adjustment, meaning it includes all adjustments. The details are as follows: the stock symbol is LW, the earnings release date is 2025-09-30, the day before the release is 2025-09-29, and the reaction date is also 2025-09-30. The stock closed at 54 dollars the day before the release and opened at 57.63 dollars after the release, then closed at 56.34 dollars. The gap, or difference between the close and open prices, is 0.0672222222222223, and the move, or change in price, is 0.043333333333333446. The return, or profit, for the 11 days before the release is -0.020674646354733373. The RSI, or relative strength index, which measures the stock's recent performance, is 50.79735575858817 before the release. The stock was above 50, which is a certain level, before the release. The RV20, or 20-day realized volatility, which measures the stock's price fluctuations, is 0.3402580923244227 before the release. The data also includes information from October 2024, which has some uncertainty in its timestamp, but this is kept for sensitivity, and does not include option profit and loss, or PnL. https://news.lambweston.com/news-releases/news-release-details/lamb-weston-reports-first-quarter-fiscal-2026-results-reaffirms

A news scan found the headline about LW R92006 issuer-dated earnings return and pre-event features on 2025-07-23. Measured on 2026-09-20, the primary issuer and SEC date were considered, with the price source being https://runway.adityaperswal.workers.dev/data/stock-bars, using SIP adjustment equal to all. The details are as follows: the symbol is LW, the release date is 2025-07-23, the pre-date is 2025-07-22, and the reaction date is 2025-07-23. The pre-close price was 47.39, the post-open price was 54.03, and the post-close price was 55.11. The gap was 0.1401139480903144 and the move was 0.1629035661531968. The pre-11 return was -0.03932698155280756, the RSI pre, which is a measure of stock momentum, was 37.80306311837048, and above50 pre, indicating whether the stock was above a certain threshold, was false. The rv20 pre, which is a measure of stock volatility, was 0.2693355800155617. The LW October 2024 timestamp uncertainty was retained for sensitivity, but not for option profit and loss, also known as PnL. https://news.lambweston.com/news-releases/news-release-details/lamb-weston-reports-fiscal-fourth-quarter-and-full-year-2025

A news scan found the headline about LW R92006 issuer-dated earnings return and pre-event features on 2025-04-03. Measured on 2026-09-20, the primary issuer and SEC date, with price source https://runway.adityaperswal.workers.dev/data/stock-bars and SIP adjustment set to all. The data shows the following information for the stock symbol LW: the release date was 2025-04-03, the pre-date was 2025-04-02, and the reaction date was 2025-04-03. The pre-close price was 51.81, the post-open price was 57.35, and the post-close price was 57. The gap was 0.1069291642540049 and the move was 0.10017371163867983. The pre-11 return was 0.034751348112642244, the RSI pre, which stands for Relative Strength Index, a measure of stock performance, was 52.26156598985406, and above50 pre, which refers to whether the stock price is above 50, was false. The rv20 pre, which is a measure of stock volatility, was 0.36255673956058243. The timestamp uncertainty for LW in October 2024 was retained for sensitivity, and this data does not include option PnL, which stands for Profit and Loss. https://news.lambweston.com/news-releases/news-release-details/lamb-weston-reports-third-quarter-fiscal-2025-results-reaffirms

A news scan found the issuer-dated earnings return for LW on 2024-12-19. The primary issuer and SEC date was measured on 2026-09-20, with the price source being https://runway.adityaperswal.workers.dev/data/stock-bars, using SIP adjustment=all. The earnings data for LW includes the following details: the symbol is LW, the release date is 2024-12-19, the pre-date is 2024-12-18, and the reaction date is 2024-12-19. The stock prices are as follows: the pre-close price was 74.4, the post-open price was 62.74, and the post-close price was 59.44. The gap was -0.1567204301075269 and the move was -0.2010752688172044. The pre-11 return was -0.008396641343462519, the RSI pre, which is a measure of stock momentum, was 51.62719239985296, and the above 50 pre, which means the stock price was above a certain level, was true. The rv20 pre, which is a measure of stock volatility, was 0.3699749092662648. The timestamp uncertainty for LW in October 2024 was retained for sensitivity, but does not include option PnL, which is a measure of profit and loss from options trading. https://news.lambweston.com/news-releases/news-release-details/lamb-weston-announces-details-fiscal-year-2025-second-quarter

A news scan found the headline about LW R92006 issuer-dated earnings return and pre-event features on 2024-10-01. The primary issuer and SEC date was measured on 2026-09-20, with the price source being https://runway.adityaperswal.workers.dev/data/stock-bars, using SIP adjustment=all. The data shows that the symbol is LW, with a release date of 2024-10-01, a pre-date of 2024-09-30, and a reaction date of 2024-10-01. The pre-close price was 61.29, the post-open price was 61.29, and the post-close price was 61.45, with a gap of 0 and a move of 0.00261054005547412. The pre-11 return was 0.00212557226945731, the RSI pre, which is a measure of stock momentum, was 51.83271521222168, and above50 pre, which means the stock price was above a certain level, was true. The rv20 pre, which is a measure of stock volatility, was 0.18707270765615236. The timestamp uncertainty for LW in October 2024 was retained for sensitivity, but it did not include option PnL, which is a measure of profit and loss from options trading. https://news.lambweston.com/news-releases/news-release-details/lamb-weston-reports-first-quarter-fiscal-2025-results-announces

The issuer-dated earnings return for LW was measured on 2026-09-20, with the primary issuer and SEC date being 2024-07-24. The price data was sourced from https://runway.adityaperswal.workers.dev/data/stock-bars with SIP adjustment set to all. The earnings data for LW includes the following details: the symbol is LW, the release date is 2024-07-24, the pre-event date is 2024-07-23, and the reaction date is 2024-07-24. The stock price was 73.98 before the event and 55.63 after the event opened, and 53.09 after the event closed. The gap was -0.2480400108137335 and the move was -0.28237361449040277. The return 11 days before the event was -0.016354208216992294, the RSI before the event was 41.396354967700525, and the price was not above 50 before the event. The rv20 before the event was 0.2679811061422226. The timestamp uncertainty for LW in October 2024 was retained for sensitivity analysis, and this data does not include option profit and loss. https://news.lambweston.com/news-releases/news-release-details/lamb-weston-reports-fiscal-fourth-quarter-and-full-year-2024

A news scan found the issuer-dated earnings return for LW on 2024-04-04. The primary issuer and SEC date was measured on 2026-09-20, with the price source being https://runway.adityaperswal.workers.dev/data/stock-bars, using SIP adjustment=all. The earnings data for LW includes the following details: the symbol is LW, the release date is 2024-04-04, the pre-date is 2024-04-03, and the reaction date is 2024-04-04. The pre-close price was 94.73, the post-open price was 82.94, and the post-close price was 76.38. The gap was -0.12445898870473981 and the move was -0.1937084344980472. The pre-11 return was -0.016813700051894087, the RSI pre, which stands for Relative Strength Index, a measure of stock performance, was 42.46851295917091, and above50 pre, meaning if the RSI was above 50, was false. The rv20 pre, which refers to the 20-day realized volatility, was 0.21710240677007345. The timestamp uncertainty for LW in October 2024 was retained for sensitivity, and this data does not include option profit and loss, also known as PnL. https://www.sec.gov/Archives/edgar/data/1679273/000167927324000017/lw-20240404.htm

A news scan found the issuer-dated earnings return for LW on 2024-01-04. The primary issuer and SEC date was measured on 2026-09-20, with the price source being https://runway.adityaperswal.workers.dev/data/stock-bars, using SIP adjustment=all. The data shows the following information for LW: the release date was 2024-01-04, the pre-date was 2024-01-03, and the reaction date was 2024-01-04. The pre-close price was 97.96, the post-open price was 99.72, and the post-close price was 98.27. The gap was 0.01796651694569218 and the move was 0.0031645569620253333. The pre-11 return was 0.00440889982569459, the RSI pre, which is a measure of stock momentum, was 55.45554684741213, and the above 50 pre, which means the stock price was above a certain level, was true. The rv20 pre, which is a measure of stock volatility, was 0.22815888393031672. The timestamp uncertainty for LW in October 2024 was retained for sensitivity, but not for option profit and loss. https://www.businesswire.com/news/home/20231204913453/en/Lamb-Weston-Announces-Details-of-Fiscal-Second-Quarter-2024-Earnings-Release-and-Conference-Call