Questions tagged [earnings]

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Question on earning per share

For 2009, Flamingo Products had net income \$ 1,000,000. At 1 January 2009 there were 1,000,000 outstanding. On 1 July 2009,the company issued 100,000 new shares for \$ 20 per share. The company paid \...
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0answers
56 views

How did this after hours massive NFLX short/long strategy make a profit? [closed]

I’ve seen thus market action 2 times now in the past few months. The first was before ADBE earnings release, and most recently was NFLX release. The setup: Earnings release pending after hours ...
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2answers
459 views

API for Earnings date

Is there any API for getting past/future earnings date for a specific symbol? I tried TDAmeritrade API, Ally and IEX, none of them provide this information yet.
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0answers
50 views

Why is diluting eps wrong?

During my studies, all I hear is managers/directors try to avoid diluting eps. I do not see why this would be a problem as a simple stock split would dilute eps without having any effect on the ...
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1answer
57 views

What is the EPS which is commonly estimated by analysts?

I realize that the question I ask is very related to accounting but there is no active stackexchange website for this. The question is related to Analysts' recommendation and Earnings Surprise. Look ...
2
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3answers
68 views

Option with company earnings as underlying

I need to calculate the fair value of an option, with the underlying being the earnings of a listed company. I believe the best way to achieve this is to simulate the earnings of the company and I ...
2
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1answer
187 views

Practical way to estimate price sensitivity to unexpected earnings (i.e., post-earnings drift)?

Post-earnings announcement drift is a well documented anomaly in financial research. In 2017 May NBER paper, Replicating Anomalies, the authors found that anomalies related to standardized unexpected ...
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2answers
926 views

Where I can find historical earnings dates for stocks?

I'm trying to find all of the historical earnings dates (just the dates is good enough) for certain stocks ranging back to their IPOs. I'm plan to use it for my machine learning project. Yahoo and ...
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0answers
33 views

How to calculate which companies moved their earnings dates?

Are there ways to quantify which percentage of companies make a change to their quarterly earnings dates? For example company X was scheduled to report results on February 8 and the date is moved to ...
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2answers
98 views

Why closest weekly options have enormous Implied Vol.

I know weekly expiration cycle's Implied Vol. explodes prior to earnings, that is due to Theta and Expected move. But why does it happen on stocks that don't have earnings? ( let's say earnings will ...
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1answer
54 views

Getting a better return on multiple combined stocks than individual stock gains (like a sports accumulator)

I've identified 4 stocks that I think will gain 10 - 20 % when their next quarterly report is released. If you've only got access to a small amount of capital say USD10,000 then by buying USD2,500 ...
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0answers
57 views

What is the difference between a three month return and a quarterly return?

I am looking at VGENX, and this product has first-quarter and three-month returns of 7.8% and 20.3%, respectively, according to zacks.com. I take it as the three month return is calculated taking into ...
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3answers
2k views

Sensitivity of short-term vs long term options' IV

I could see that the short-term options' IV raises on earnings announcements when longer-term options' IV does not react too much. So I had this doubt, "Is the volatility of short-term options' IV ...
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2answers
360 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: ...
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1answer
169 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.
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1answer
204 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 ...
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3answers
1k 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 ...
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0answers
40 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 ...
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3answers
657 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 ...
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1answer
1k 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 ...