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:
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The integration of the datasets offers better coverage and larger cross-sections.
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Earnings news and transcripts signals complement each other, with news enhancing short-term performance, while earnings call transcripts are supporting longer holding periods.
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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 |
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