English
Auf die Warteliste
Die Bücher... aber nicht gratis
10 Strategier Som Slår BörsenSvenska10 Strategier Som Slår Börsen10 Strategies That Beat the MarketEnglish10 Strategies That Beat the MarketProRealTime Coding Made SimpleEnglishProRealTime Coding Made Simple
600+StatistikMarktstatistiken und Edges1,327StrategienBackgetestete Strategien18Research PapersDie Studie hinter den Algos301DokumentationProBuilder-Referenz27Algo-EntwicklungsprogrammKurse und Lektionen24Alles hier fließt in die 24 AlgosDie Algos ansehen

Statistik › Einzelaktien › Friday earnings

Companies that report on a Friday are hiding something, and the market half misses it

Friday: 40.0%+40.0%FridayMonday to Thursday: 27.0%+27.0%Monday toThursday

Share of earnings announcements carrying a negative surprise, by day of week. The unconditional two-day announcement return is plus 0.13% on non-Fridays and minus 0.38% on Fridays, a 51 basis point gap that needs no fundamental data at all to measure.

Friday earnings announcements carry a negative surprise 40% of the time against 27% on other weekdays. The immediate market reaction is 19% smaller and the delayed drift is 69% larger, which is what inattention looks like.

40.0%Share of Friday announcements carrying a negative surprise, against 26.6% to 28.8% on other days
19% smallerSize of the immediate reaction to a Friday announcement, relative to other days
69% largerSize of the delayed drift after a Friday announcement
5.7%Share of all announcements that fall on a Friday

Nur für Mitglieder

Der restliche Teil dieser Seite ist für Mitglieder

Below this point there are 5 sections, 1 table and 3 named sources, roughly 450 words of it. Every figure carries the source it came from and the date the data is from.

Sie können weiterhin jede Statistik in der Bibliothek kostenlos durchsehen. Die Einleitung und die Zusammenfassung sind immer offen.