In this paper, we assess customers’ value which can be provided by mobile financial information services enabling private investors to react promptly to critical market events and to exploit the subsequent abnormal intraday stock price movements. We present two frameworks for evaluating customers’ benefits of a corresponding investment. First, we empirically analyze the impact of timelier information supply on market returns. Our findings indicate that any reduction of the reaction time significantly increases revenues that can be realized by customers. Second, we propose a novel approach to measure customers’ benefits by simulating realizable yields considering trading volumes, transaction costs, and reaction delays on the basis of historical market events and empirical intraday stock price series. The results provide evidence as to how the trading behavior of customers and different product implementation alternatives can affect customers’ benefits and, therefore, the evaluation of the IT investment.