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Predicted Move

Predicted Move (Volatility) Similar to Implied Volatility in Options. The predicted move (volatility) % is based on our proprietary Volatility Prediction Model. We are expecting that stock price may likely move % in either direction by the end of the next regular trading session in Earnings reaction. The move may not necessarily be the closing volatility %.

Why is it important?

  1. Knowing expected volatility in stocks in Earnings reaction helps in deciding whether to trade stocks or not prior to Earnings announcement.
  2. Taking advantage of volatility collapse following Earnings results by using Options strategies such as Spread and Straddle

Since Last Earnings

Change in share price since last Earnings release.

Why is it Important?

When share has gained more than 10% since it's last Earning release, it tends to over react to minor bad news and give up some gains if not all. So, it contains more downside volatility than upside When share has dropped more than 10% since it's last Earning release, it tends to over react to minor good news and recover some drops if not all. So, it contains more upside volatility than downside.

EPS Surprise (%)

Occurs when a company's reported quarterly or annual profits are above or below analysts' expectations. Here is the formula to derive % EPS Surprice:

Actual EPS - Estimated EPS
------------------------------------- x 100
Estimated EPS

Why is it Important?

Earnings surprises can have a huge impact on a company's stock price. Several studies suggest that positive earnings surprises not only lead to an immediate hike in a stock's price, but also to a gradual increase over time. Hence, it's not surprising that some companies are known for routinely beating earning projections. A negative earnings surprise will usually result in a decline in share price.

Next Day Price Change (%)

Next Regular trading session Closing price following Earnings result.

For After Market Close Earnings, It is a next trading day closing price. For Before Market Open Earnings, It is the same trading day closing price.

Why is it Important?

Next Day price change is a reaction of Earnings result.

Backtesting - Directional Prediction (1-Day Hold)

Our directional prediction beats S&P 500 very easily. You can see it by looking at our backtesting summary by quarters. However, Past performance does not guarantee future results.

Want to see all predictions in any of last 7 quarters? Just click on any below quarters!

Check out Upcoming Direction Prediction

Backtesting By Quarters

  Total Stocks S&P 500 Return (%) Profit On 20K (%) Profit On 20K ($)
Q1-2017 153 5.53% 23.96% $4,789
Q4-2016 174 3.25% 3.97% $793
Q3-2016 261 3.31% -2.08% -$415
Q2-2016 191 1.9% -6.02% -$1,203
Q1-2016 199 0.77% 92.82% $18,563
Q4-2015 218 6.24% 19.43% $3,885
Q3-2015 205 -6.44% -19.55% -$3,909
Q2-2015 247 0.28% 8.56% $1,712
Q1-2015 246 0.95% 74.22% $14,842
Total 1894 15.79% 195.31% $39,057.43

Backtesting for Q1-2017

Symbol/Company Earnings Date Earnings Time Next Day Directional Prediction Next Day Actual Move Profit (%) ProfitOn2K ($)
Total Prediction: 0 - - - $0

ProfitOn2K ($)

Profit on $2,000 investment on each prediction.

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