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4
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1answer
711 views

Science behind options pricing into Earnings event

I am wondering about studies regarding the uncanny options pricing into public company's earnings reports. The phenomenon being that the price of a straddle before earnings costs near exactly the ...
3
votes
3answers
377 views

Measuring historical earnings surprises, their frequency and severity

This is my first post to Quantitative Finance, so I hope my question is formatted the right way. I am starting to research the effects of earnings surprises on certain equity indices. Is there a ...
2
votes
2answers
176 views

Why do Earnings Per Share matter?

This has been bugging me for a while. I've consulted all sorts of guides, but none gave me a satisfactory answer. My question is: why do Earnings Per Share (EPS) matter? What is it about this metric ...
1
vote
1answer
42 views

How are Quandl monthly S&P500 earnings estimates derived?

Can someone explain how the monthly earnings estimates are derived for S&P500? Quandl sources multpl.com, who state: ...
1
vote
0answers
31 views

Earnings Quality for a large group of stocks

Does anyone have any recommendations for how to track earnings quality for a large number of stocks (500+) on a quarterly basis? I am familiar with the M-Score for detecting earnings manipulation but ...
0
votes
0answers
25 views

Where can I find historical P/E values of Russell 2000 Value and Russell 2000 Growth index?

I have no problems finding the current values, but historical (ie yearly) is harder and even my commercial databases have failed. Only need the last ~15 years or so, and yearly is enough. Do any one ...
0
votes
0answers
16 views

Where to download Earnings Conference Call transcripts?

Is there any places (like EDGAR) that I can download Earnings Conference Call transcripts in bulk? Thanks.
0
votes
1answer
37 views

Where to get analysts' earnings estimates data? [duplicate]

I know thomsonreuters provide analysts' earnings estimates data. Is there any sources I could get it for free? For example, this website has analysts' earnings data. What's the source of this and how ...