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.

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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 (%)
Q3-2017 160 3.96% .95%
Q2-2017 166 2.57% 6.73%
Q1-2017 153 5.53% 23.96%
Q4-2016 174 3.25% 3.97%
Q3-2016 261 3.31% -2.08%
Q2-2016 191 1.9% -6.02%
Q1-2016 199 0.77% 92.82%
Q4-2015 218 6.24% 19.43%
Q3-2015 205 -6.44% -19.55%
Q2-2015 247 0.28% 8.56%
Q1-2015 246 0.95% 74.22%
Total 2220 22.32% 202.99%

Backtesting for Q3-2017

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

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