Trading Earnings Call Transcripts in APAC Markets

June 26, 2023

New Research integrates transcripts sourced from FactSet and SCRIPTS Asia to capture more alpha.

APAC Markets hero image

In the Asia-Pacific markets, obtaining reliable corporate earnings data has long been a persistent challenge: lower frequency, less regulatory oversight, and greater fragmentation are making systematic approaches more difficult.

By integrating transcript insights from SCRIPTS Asia with news analytics from RavenPack, we create a playbook that allows investors to capture more alpha in multiple Asia -Pacific markets.

The research highlights that:

  • The integration of the datasets offers better coverage and larger cross-sections.

  • Earnings news and transcripts signals complement each other, with news enhancing short-term performance, while earnings call transcripts are supporting longer holding periods.

  • Combining these signals improves performance for both APAC Mid/Large- and Small-Cap companies across various holding periods.

Information Ratio two-week holding period
APAC Mid/Large-Caps 1.5
APAC Small-Caps 2.4

Watch the video summary


APAC Mid/Large Caps and Small Caps Universe



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