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Stats › Individuele aandelen › 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

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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.

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