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Estadísticas › Acciones individuales › Earnings date moves

Firms that pull their earnings date forward beat those that push it back by 2.7%

At the revision itself: 0.183%+0.183%At the revisionitselfBefore the announcement: 0.538%+0.538%Before theannouncementAnnouncement window: 1.578%+1.578%AnnouncementwindowAfter the announcement: 0.493%+0.493%After theannouncement

Advancers minus delayers, in event time around the announcement date. t statistics 1.52, 1.77, 4.85 and 2.13. Nothing happens when the date is moved. The market waits for the announcement and then prices the information the move contained.

When a company quietly moves its scheduled reporting date earlier, its stock outperforms over the following month. When it pushes the date back, the stock lags. The spread is 2.688% with a t statistic of 4.15.

2.688%Advancers minus delayers over the month after the revision, t = 4.15
0.183%The return at the revision itself, t = 1.52: nothing happens
138 bpWeekly four-factor alpha at five or more positions a side, t = 5.44
Over 60%Share of the monthly spread earned in the three days around the announcement

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