# Completed financial research playbooks

Canonical page: https://aurelquant.com/playbooks/

Read eight completed research reports with source dates, charts, calculations, analysis and methodology.

COMPLETED RESEARCH PLAYBOOKS

# Read the analysis. Inspect the evidence.

Explore eight completed public-data reports with charts, calculated measures, analysis and sources. Each report keeps its recorded run date and observation dates.

[Want to explore the calculation flow? Try an interactive demo.](https://aurelquant.com/demos/)

AQ01 / PLAYBOOK 

## Price & return forecasting

Observed close and five-session estimate USD Observed adjusted close Point estimate 

2026-07-15 to 2026-10-14

Examine a five-session price estimate, its past forecast errors and a last-price comparison.

Recorded run 2026-10-08 

Latest observation 2026-10-07 

[Read forecasting playbook](https://aurelquant.com/playbooks/price-return-forecasting/)[Try this analysis as a demo](https://aurelquant.com/demos/price-return-forecasting/)

AQ04 / PLAYBOOK 

## Market intelligence

Sample and benchmark cumulative return % Equal-weight sample SPY comparison 

2026-07-08 to 2026-10-07

Compare a four-company sample with its benchmark, performance, correlations and risk measures.

Recorded run 2026-10-08 

Latest observation 2026-10-07 

[Read market playbook](https://aurelquant.com/playbooks/market-intelligence/)[Try this analysis as a demo](https://aurelquant.com/demos/market-intelligence/)

AQ03 / PLAYBOOK 

## Risk intelligence

Observed sample drawdown % Drawdown 

2026-07-08 to 2026-10-07

Review drawdowns, volatility and historical tail losses for an equal-weight company sample.

Recorded run 2026-10-08 

Latest observation 2026-10-07 

[Read risk playbook](https://aurelquant.com/playbooks/risk-intelligence/)[Try this analysis as a demo](https://aurelquant.com/demos/risk-intelligence/)

AQ06 / PLAYBOOK 

## Financial health

Annual revenue, operating profit and cash flow USD bn Revenue Operating income Operating cash flow 

2022-09-30 to 2025-09-30

Compare reported revenue, cash flow, profitability and balance-sheet measures across financial periods.

Recorded run 2026-10-08 

Latest observation 2025-09-30 

[Read financial health playbook](https://aurelquant.com/playbooks/financial-health/)[Try this analysis as a demo](https://aurelquant.com/demos/financial-health/)

AQ02 / PLAYBOOK 

## Volatility forecasting

Realized and conditional volatility % annualized 20-session realized GARCH estimate 

2026-07-15 to 2026-10-14

Compare observed volatility with a conditional forecast and its assumptions.

Recorded run 2026-10-08 

Latest observation 2026-10-07 

[Read volatility playbook](https://aurelquant.com/playbooks/volatility-forecasting/)[Try this analysis as a demo](https://aurelquant.com/demos/volatility-forecasting/)

AQ09 / PLAYBOOK 

## Liquidity & trading costs

20-session Amihud illiquidity proxy absolute return / USD bn Amihud proxy 

2026-07-08 to 2026-10-07

Examine observed volume, turnover and estimated price impact for the selected company.

Recorded run 2026-10-08 

Latest observation 2026-10-07 

[Read liquidity playbook](https://aurelquant.com/playbooks/liquidity-analysis/)[Try this analysis as a demo](https://aurelquant.com/demos/liquidity-analysis/)

AQ13 / PLAYBOOK 

## Factor & style intelligence

Rolling Fama–French five-factor correlations correlation Mkt-RF SMB HML RMW CMA 

2026-05-29 to 2026-08-31

Read factor exposures and return attribution alongside the factor source and observation window.

Recorded run 2026-10-08 

Latest observation 2026-08-31 

[Read factors playbook](https://aurelquant.com/playbooks/factor-style-analysis/)[Try this analysis as a demo](https://aurelquant.com/demos/factor-style-analysis/)

AQ22 / PLAYBOOK 

## Options & sensitivities

Conditional call Delta across observed strikes delta Delta 

290 strike 342.5

Compare observed option contracts and calculated sensitivities across strikes and expirations.

Recorded run 2026-10-08 

Latest observation 2026-10-08 

[Read options playbook](https://aurelquant.com/playbooks/options-sensitivities/)[Try this analysis as a demo](https://aurelquant.com/demos/options-sensitivities/)