Earnings Intelligence, Earnings Dates

Anticipate earnings surprises and catch opportunities with the systematic daily review of a company’s investor calendar.

Corporate executives and investor relations teams often use strategic timing to schedule and disseminate earnings results. Studies have shown
that earnings delays may signal weak performance,
while advancing the date may be a sign of good news.
Earnings Dates factors track the delay or advancing
of earnings calls of each company.

Use Cases

Discretionary and quantitative investors can use these factors to build signals that:

Factor Performance

The Earnings Date factor shows sustained robustness over time for both U.S. Mid/Large-Cap and Small-Cap universes.


Computing Earnings Dates Factors

The Factors are the outcome of a multi-step process including:

Content Collection

RavenPack analyzes a comprehensive and high-quality dataset of earnings dates to accurately track changes to reporting schedules of the companies in their portfolios. Over 5,000+ companies are analyzed, including all US companies with >$50M Market Cap, and 100% coverage of major global indices, and 100% of companies with $1B Market Cap.

Signal Construction

The 3 signals of Earnings dates Prediction, Earnings Dates Change Event, and the Earnings dates combination, are precomputed daily for each company, and published at t 01:00:00 UTC.

Company Factors Facts
  • Extract alpha
  • Mitigate portfolio risk
HistorySince 2006
Universe5,000+ US-Listed Companies
  • When the factor was produced
  • The company, as name and RavenPack entity identifier, and ISO country code.
  • Aggregation window — daily raw scores that can be smoothed over any window using the RavenPack Library.
  • Factor name — It can be one of the following: Earnings Dates Prediction, Earnings Dates Change Event or Earnings Dates.
  • Factor score — the computed value for that specific company.
Delivery RavenPack, Snowflake

Access the Earnings Dates Factors

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