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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Directional Prediction (1-Day Hold)

Our proprietary algorithm predicts directional stock movement in Earnings reactions. In other words, it suggests whether the stock will go UP or DOWN in the next regular trading session in Earnings reactions.

Symbol/Company Trade Open Date Time Trade Close Date Time Trade Action Next Day Volatility Prediction
Symbol/Company Trade Open Date Time Trade Close Date Time Predicted Trade Action Next Day Actual Move ProfitOn2K ($)

Frequently Asked Questions

Do you predict on all US and Canada stocks?

Currently, we make a directional prediction on over 250 stocks. We will start covering more stocks as we get more resources and funding.

How many predictions do you post at a time?

At a time, we post maximum 50 predictions. So, we suggest you to visit Prediction page every day.

What factors do you use to predict direction?

First, we look over 40 parameters related to companies Earnings by using our algorithm. Then manually, we perform a great amount of analysis on small details. So, our prediction is derived from the combination of both human work and technology.

Do you have any backtesting or past performance data?

Yes! we do. We have backtesting data for past quarters as well as current quarter's already released Earnings. Check out our BACKTESTING (Past Performance)

Currently I only see few stocks in the Directional Prediction page. How often do you update it?

You will see less stocks in off-Earnings season and more during Earnings season. As companies confirm Earnings Date, we post them. So, we ONLY post predictions on the website for confirmed Earnings Date from companies.

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