Beat/miss rates by sector and week overlaid on breadth A/D participation. Macro vs earnings-driven breadth separation.
Breadth data not yet computed for this methodology. Run:
python3 -m finance.earnings.sector_breadth_compute --full --methodology std_abs_01
Sector Breadth + Earnings Surpriseβ
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Sector Breadth β Latest Week
Advance pct by sector for the most recent available ISO week.
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Earnings Revisions
Post-filing value changes: restatements (reaction-eligible), split adjustments (mechanical), discontinued-ops reclassifications.
Revision Eventsβ
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Revision Price Reactions
SPY-adjusted abnormal returns on restatement dates. Mechanical and reclass revisions excluded (no causal news event).
Abnormal 1D Return Distributionβ
All Restatement Reactionsβ
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Earnings Headlines
Contemporaneous press coverage per event (Massive News β₯2018-11; EDGAR EX-99.1 back to 2004). Internal research use β body text not exported (Massive ToS).
Headlinesβ
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