I have a data set of the daily share prices of 163 companies with the time frame between 2009 and 2016.

I have collected 50 different major economic and geopolitic events that happened during this time frame Ex:(fukushima reactor explosion), and I want to select the 3 most important events.

what is the right statistical approach to do this?

I was thinking about regression analysis with dummy variables or factor analysis.

Would appreciate your opinions.