Earnings Calls

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📚 Methodology & Definitions

The Pre-Earnings Algorithm: This report replaces subjective analyst ratings with objective, algorithmic pricing data to measure both the expected magnitude and the directional bias of the upcoming earnings event.

📈 Consensus & Estimates

  • Street High: The single most optimistic sell-side analyst EPS estimate for the upcoming report.
  • ESP (Expected Surprise Prediction): Measures the percentage divergence between the Street High and the overall Wall St. Consensus. A positive ESP suggests upward revision momentum or bullish late-breaking sentiment.

📊 Exp. Move (Historical Volatility)

The average percentage the stock historically moves (up or down) immediately following its recent earnings reports.

  • Interpretation: High values (e.g., > 8%) warn that the stock is prone to massive price gaps regardless of the print's quality. This measures magnitude, not direction.
  • ⚠️ Values highlighted in Bold Orange indicate an extreme historical volatility risk.

⚖️ Bias (Algorithmic Lean)

An objective directional rating driven by two core factors:

  • Macro Context: Evaluates leading economic indicators to determine if the broader economy is currently a tailwind or headwind for the company's specific sector.
  • Institutional Volume: Analyzes recent price and volume divergence to detect if large players are quietly accumulating or distributing shares ahead of the call.
  • 🟢 Green text indicates a Bullish lean. 🔴 Red text indicates a Bearish lean.

Conviction Legend

The text in parentheses indicates exactly which factor is driving the Bias signal.

  • 🟢 (High): Both the macroeconomic environment and the technical volume agree on the direction. This is the strongest signal.
  • 🟡 (Macro Driven): Institutional volume is neutral. The bias is relying entirely on broader economic sector tailwinds or headwinds.
  • 🟡 (Tech Driven): The macro environment is neutral. The bias is relying entirely on the stock's specific volume accumulation or distribution footprints.
  • ⚪ (Inconclusive): Neither factor provides a signal strong enough to overcome normal market noise. The bias defaults to Neutral.