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Stats › Individuele aandelen › 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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Below this point there are 5 sections, 1 table and 2 named sources, roughly 500 words of it. Every figure carries the source it came from and the date the data is from.

Je kunt elke statistiek in de bibliotheek gratis blijven bekijken. De intro en de samenvatting zijn altijd open.