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An advanced earnings analysis tool that calculates price performance before and after earnings releases, measuring potential correlations, price variations, and risk metrics for trading decisions.
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This script analyzes earnings release impact by calculating average asset performance before and after earnings events. It tracks price movements from 1 to 20 sessions surrounding earnings releases, distinguishing between earnings surprises and misses.
The indicator computes historical performance metrics, including Value at Risk (VaR) and Conditional Value at Risk (CVaR). It identifies highest highs and lowest lows within the post-earnings period. The script also tracks percentile ranges for potential earnings losses, providing a comprehensive statistical analysis of price behavior
Why it may be useful
Understanding earnings release price dynamics helps traders make more informed investment decisions. By quantifying historical price movements and risk metrics, traders can better anticipate potential market reactions.
The script provides insights into how different earnings outcomes might impact stock performance. Analyzing pre and post-earnings price variations allows for more strategic entry and exit points. The risk metrics help traders assess potential downside scenarios and manage portfolio risk more effectively
When to explore it
This indicator is most effective during earnings seasons or when analyzing stocks with consistent public trading history. It works best for stocks with multiple earnings reports, allowing robust statistical analysis. Traders should use this tool when evaluating potential investments or developing trading strategies around earnings events.
It's particularly useful for fundamental analysts seeking quantitative insights into earnings-related price movements. Investors can leverage this analysis to understand historical price patterns and potential market reactions
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What we’ve verified
Access, alerts and repainting behaviour have not been independently verified for this indicator. Check the creator’s current publication and settings.
General descriptions and classifications are recovered research. Verified details above identify the specific checks we have completed. Check the creator’s current publication for later changes.
