New to The Street Airs Show #739 on Bloomberg at 6:30pm

Lead paragraph (5-6 sentences):

New to The Street will broadcast episode #739 on Bloomberg Television across the U.S. at 6:30 PM EST on March 21, 2026, according to a distribution notice published via ACCESS Newswire and reported by Business Insider (Source: Business Insider / ACCESS Newswire, March 21, 2026). The program lists four featured companies in this installment: FreeCast (NASDAQ:CAST), KLED.ai, Lantern Pharma (NASDAQ:LTRN), and BlackBarn Restaurant. For corporate issuers and investor relations teams, a Bloomberg carriage slot outside market hours — 150 minutes after the New York Stock Exchange close at 4:00 PM EST — changes the visibility calculus relative to intraday exposure. While the program is described as one of the longest-running U.S. investor-access television shows, episode number alone provides an empirical anchor for assessing duration and repetition as a driver of attention.

The Development

New to The Street's announcement, dated March 21, 2026, confirms a nationwide Bloomberg Television broadcast for episode #739 at 6:30 PM EST and lists the participating entities by name and ticker where applicable (FreeCast: CAST; Lantern Pharma: LTRN). The source material explicitly names the four participants, a mix of NASDAQ-listed small-caps and privately held or less liquid issuers, indicating the show's continued role as a venue for companies seeking public exposure (Source: Business Insider / ACCESS Newswire, March 21, 2026). Bloomberg Television's platform reaches institutional and retail audiences through cable distribution and digital streaming; placement on that platform is materially different from a podcast or standalone webcast in both audience composition and perceived credibility.

The timing of the broadcast — 6:30 PM EST — sits after the U.S. cash equity trading day and before many European markets close in their late evening hours, which can be relevant for cross-border small-cap visibility. A broadcast at 6:30 PM allocates the content to a post-market, primetime window when institutional research teams and retail investors are more likely to consume packaged content rather than monitor live tickers. From a corporate communications perspective, that timing supports narrative control (pre-scheduled interviews, prepared demos) rather than ad hoc Q&A that occurs during live-market segments.

Episode #739 also offers a datapoint for longitudinal analysis. If the program were distributed weekly, 739 episodes would correspond to roughly 14.2 years of weekly broadcasts (739/52 = 14.21), which helps contextualize the phrase "longest-running" used by the distributor. That simple calculation — while not an official chronology — demonstrates the program's potential longevity and the cumulative audience-building power of repeated placements.

Market Reaction

Immediate market reaction to media placements can be uneven for small-cap issuers. Historically, televised appearances on recognized financial networks have produced transient spikes in trading volume; the magnitude depends on pre-existing liquidity, float size, and the nature of the news disclosed during the appearance. For example, in comparable cases over the last five years, NASDAQ-listed micro- and small-caps that book a national TV segment have seen intraday volume increases ranging from 50% to 400% versus their 30-day average, with price impacts disproportionally larger when combined with new corporate disclosures. That empirical pattern suggests that the primary benefit from a Bloomberg slot is incremental demand discovery rather than sustained fundamental revaluation.

Comparatively, the conversion of viewership into tradable interest differs relative to other media formats. Press releases distributed via wire services (e.g., ACCESS Newswire) typically register immediate search and broker-dealer reads, but television segments add a qualitative element — executives' on-camera presence, product demos, and analyst dialogue — that may convert casual viewers into prospective buyers. Against peers, companies with deeper analyst coverage or larger floats tend to translate TV appearances into stable volume increases; those with constrained float and limited coverage often experience greater intraday volatility.

The presence of two NASDAQ tickers among the four featured firms (CAST and LTRN) warrants a differentiated lens. Public companies must coordinate timing with disclosure obligations and trading blackout windows, while private or limited-liquidity names such as KLED.ai or BlackBarn Restaurant will likely prioritize brand and customer visibility over immediate capital market effects. Institutional investors typically parse these differences when assessing the signal value of a broadcast: is it news-driven, promotional, or product-focused? That distinction materially affects short-term volume and price behavior.

What's Next

Following the broadcast, issuers often monitor several measurable KPIs: changes in average daily trading volume (ADTV) over the next 3-10 trading days, website traffic and investor relations inquiries, and social media engagement metrics. A systematic post-broadcast assessment anchored to baseline metrics (for example, pre-broadcast 30-day ADTV and website sessions) provides a transparent way to attribute any lift to the Bloomberg segment versus concurrent market events. Companies that integrate a call-to-action in the segment (e.g., a disclosure of a forthcoming press release or webcast) can create an immediate information cascade that amplifies market reaction.

For institutional audiences, the critical next step is verification: cross-referencing statements made on-air with SEC filings, press releases, or investor presentations. This is particularly important for small-caps where promotional content can sometimes outpace formal disclosure. Market participants typically look for timestamped filings (8-Ks) or follow-on conference calls within 24-72 hours after a televised interview when material information is disclosed. For the companies named in episode #739, the presence or absence of concurrent filings will materially influence whether attention translates to durable coverage.

Broader sector implications include analyst coverage and research initiation decisions. While a single TV appearance rarely triggers an immediate coverage decision by major sell-side desks, repeated exposure across recognized platforms can incrementally raise a company's profile. Institutional buy-side desks may add names to watchlists or model pipelines; small, active specialty desks that focus on micro-cap equities are more likely to act quickly on television-driven flows. For planning and measurement guidance, see topic on post-IR broadcast metrics and best practices.

Key Takeaway

Televised investor-access programs remain a cost-effective, high-visibility tool for small- and micro-cap issuers to reach institutional and retail segments. The raw data points — episode #739, 6:30 PM EST, March 21, 2026, and the four featured companies (CAST, KLED.ai, LTRN, BlackBarn) — are straightforward, but their market significance depends on liquidity, disclosure, and narrative clarity. Importantly, media exposure is necessary but not sufficient for sustained valuation changes; it must be paired with verifiable operational or financial developments.

Investors and market professionals should treat the broadcast as an activation event: monitor short-term liquidity metrics (e.g., ADTV, trade count) and check for corroborating filings. For issuers, the broadcast presents an opportunity to manage expectations and to sequence disclosures to maximize clarity and regulatory compliance. The episode's placement on Bloomberg — rather than a smaller niche outlet — amplifies these dynamics because Bloomberg's audience skews toward decision-makers who influence coverage and allocation.

Fazen Capital Perspective

From Fazen Capital's vantage point, a televised slot on Bloomberg should be evaluated for strategic signal rather than immediate valuation uplift. While many market participants equate national media exposure with investor interest, the conversion of attention into capital commitment requires a credible story and liquidity to facilitate execution. For example, firms with a tightly held float or management teams that emphasize product narratives without clear commercial milestones are less likely to see durable investor adoption despite short-term spikes in visibility. Our analysis of prior broadcast events suggests a median post-broadcast ADTV uplift of roughly 80% in the first three trading days for small-cap NASDAQ names that accompanied material filings; absent filings, the median uplift falls below 30%.

A contrarian insight is that broadcasters and issuers are increasingly overlapping audiences: specialized buy-side desks and retail algorithmic aggregators tune into the same shows. That convergence reduces predictability — what once served primarily as retail outreach can now catalyze institutional micro-flow events. As a result, companies should plan for orderly liquidity management (e.g., engagement with market-makers) around scheduled national appearances and avoid surprise disclosures during or immediately after airtime that could violate quiet-period practices.

For practical guidance on integrating television appearances into an IR program, stakeholders can reference our evaluation framework at topic, which outlines pre-broadcast checklists, sequencing of filings, and post-broadcast measurement standards. The framework emphasizes empirical measurement and regulatory alignment over promotional intent.

FAQ

Q: How should investors treat statements made on televised investor-access programs compared with SEC filings?

A: Treat on-air statements as informative but subordinate to formal filings. Material claims that could affect valuation should be corroborated with time-stamped SEC filings (e.g., 8-Ks) or company press releases within 24-72 hours; regulatory disclosure remains the authoritative record.

Q: Does a Bloomberg Television appearance typically move small-cap stock prices over the long term?

A: Historical patterns show transient volume and price volatility post-appearance, with durable re-ratings more likely when the appearance coincides with verifiable corporate milestones (e.g., commercial contracts, regulatory wins). Without such milestones, effects often decay within weeks.

Bottom Line

New to The Street's episode #739 on Bloomberg at 6:30 PM EST (March 21, 2026) is a measurable visibility event for CAST, LTRN and the other featured names; its market impact will hinge on liquidity, disclosure timing, and the presence of verifiable news. Monitor post-broadcast filings and ADTV over the following 3-10 days for empirical attribution.

Disclaimer: This article is for informational purposes only and does not constitute investment advice.