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Event Analyser

Symbol: Select a stock, ETF, currency, crypto, index or future.


Symbol extention:

  • Indices: .IDX
  • Futures: .FUT
  • Currencies: .CUR
  • Cryptocurrency: .CCC
  • U.S. Stocks and U.S. ETF: No extention
  • Not U.S. Stocks: Canada: .TOR, Brasil: .BRA, United Kingdom: .LON, Germany: .GERF, Swiss: .SWI, Spain: .MCE, France: .PAR, Netherlands: .AMS, Portugal: .LIS, Austria: .VIE, Stockholm: .STO, Copenhagen: .COP, Poland: .WAR, Irish: .IRL Australia: .AUS, New Zealand: .NZS, China HongKong: .HOK, Shanghai: .SHA, China Shenzhen: .SHE, India: .BSE, Jakarda: .JAK, Kuala Lumpur: .KUA, Russia: .MOS, Japan: .JAP

Analysis daily
pre and post event:

Number of events: Number of the last events to be analyzed.

Analysis daily
pre and post-earnings:

Analysis days pre and post earning:
Number of days analyzed before and after the earnings.

This value influences the result of the "Daily ..." data. The number represents the number of days analyzed before and after the earnings. You can see the result in "Daily Earnings Development" and in "Daily Backtest".

Filter (optional): The filter can be used to exclude earnings with certain conditions from the analysis.
Exclude earnings with values smaller than: Event where the current value is smaller than X (Your specification).
Exclude earnings with values greater than: Event where the current value is greater than X (Your specification).
Exclude earnings with a positive suprise smaller than: Events for which the current value is greater than the forecast and does not exceed it by a factor of X.
Exclude earnings with a positive suprise greater than: Events for which the current value is greater than the prediction and exceeds it by a factor of X.
Exclude earnings with a negative surprise smaller than: Events for which the current value is smaller than the forecast and does not exceed it by a factor of X.
Exclude earnings with a negative surprise greater than: Events for which the current value is smaller than the forecast and exceeds it by a factor of X.
Exclude earnings with increasing values smaller than: Events in which the current value is greater than the previous value and does not exceed it by a factor of X.
Exclude earnings with increasing values greater than: Events in which the current value is greater than the previous value and exceeds it by a factor of X.
Exclude earnings with decreasing values smaller than: Events in which the current value is smaller than the previous value and exceeds it by a factor of X.
Exclude earnings with decreasing values greater than: Events in which the current value is smaller than the previous value and does not exceed it by a factor of X.
Exclude earnings with a positive forecast smaller than: Events for which the current forecast is greater than the previous forecast and does not exceed it by a factor of X.
Exclude earnings with a positive forecast greater than: Events for which the current forecast is greater than the previous forecast and exceeds it by a factor of X.
Exclude earnings with a negative forecast smaller than: Events for which the current forecast is smaller than the previous forecast and does not exceed it by a factor of X.
Exclude earnings with a negative forecast greater than: Events for which the current forecast is greater than the previous forecast and exceeds it by a factor of X.

Exclude Options:
 Exclude earnings with values smaller than: 
 Exclude earnings with values greater than: 
 Exclude earnings with a positive suprise smaller than:  in %
 Exclude earnings with a positive suprise greater than:  in %
 Exclude earnings with a negative surprise smaller than:  in %
 Exclude earnings with a negative surprise greater than:  in %
 Exclude earnings with increasing values smaller than:  in %
 Exclude earnings with increasing values greater than:  in %
 Exclude earnings with decreasing values smaller than:  in %
 Exclude earnings with decreasing values greater than:  in %
 Exclude earnings with a positive forecast smaller than:  in %
 Exclude earnings with a positive forecast greater than:  in %
 Exclude earnings with a negative forecast smaller than:  in %
 Exclude earnings with a negative forecast greater than:  in %
Exclusion of bearish or upward trends Times of the US stock market:

Exclude years:
U.S. Presidential:
Elections Post Elections Midterm Elections Pre Elections Example: To analyze the election year, exclude the other three ('Post Elections','Midterm Elections','Pre Elections') years.
2 Year Cycle:
Even Years Odd Years
Select years to exclude:
All None
Exclude months:
Exclude Quarterly figures:  Q1
 Q2
 Q3
 Q4

Exclude quarterly figures:
Excluding quarterly publications of quarterly figures enables a more precise analysis.
The exclusion refers to the publishing quarter.

Earnings Analysis:
The analysis shows the development of the symbol or instrument before, after and at the earning time.
From the symbol or instrument data, intraday (if available) and daily data are analyzed.
For the symbol or instrument data, average developments before and after the earning are analyzed.
By means of additional backtests the quality of the price development before and after the earning times is shown.

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Use our screener to take full advantage of the potential of recurring patterns.


pre & post earnings
Backtest time: -20/20 days on the last 10 events

Average performance of the instrument on the event day:
The chart shows the financial instrument's average development (white line) before and after the event.
The center of the chart marks the event day.
You can set the backtest range yourself by dragging and dropping on the chart or using the "Backtest from - to" slider.
The min and max values show the maximum range of the financial instrument before and after the event. The Min and Max values can be displayed and hidden by clicking "Min" and "Max" in the legend.

Backtest key figures:

Summarized profit: profit of the selected period of all calculated trades.

Winning trades: Percentage number of positive trades.

Average / Median profit: Average & Median profit of the selected period of all calculated trades.

Maximum drawdown: Maximum loss period in the summarized profit.

Sharp ratio: Sharp ratio shows the quality of the summarized profit in terms of profit and drawdown.

Sortino Ratio: Sortino Ratio shows the quality of the summarized profit in terms of profit and drawdown. The Sortino Ratio is our preferred metric as it does not negatively account for positive volatility.

Tradedays (Sum): Number of trading days in backtest

Gains / Losses: The number of trades won and lost.

Backtest for
Backtest Days
-
-
Summarised profit
Winning trades
0%
0%
Average profit
Median profit
0%
0%
Sharp ratio
Sortino ratio
0
0
Max drawdown
Last trade point's
0
0
Average point's
Median point's
0
0
Min point's
Max point's
0
0
Tradedays (Sum)
Gains / Losses
0
0 / 0

pre & post earnings - Backtest Result (Daily)
Backtest time: -20/20 days on the last 10 events

Backtest daily: Trading simulation for a selected period: The next two charts show the result of the simulated trades started at the beginning of the selected period and ended at the end of the period.
In the bottom table of the analysis you can find a list of individual trades with further details.

Backtest Result Key figures:

Max drawdown: Maximum loss period in the summarized profit.

Summarized profit: Profit of the selected period of all calculated years.

Sharp ratio: The sharp ratio shows the quality of the summarized profit in terms of profit and drawdown.

Sortino ratio: The sortino ratio shows the quality of the summarized profit in terms of profit and drawdown. The Sortino Ratio is the preferred metric because it does not negatively factor in positive volatility.

Count trades: Number of trades.

Improvement: The ratio shows how much the backtest development has improved from half of the selected period. A high number is a positive sign.

Max drawdown
Summarised profit
0
0 %
Sharp ratio
Sortino ratio
0
0
Count trades
Improvement
0
0
Gains
Losses
0
0

Backtest Result Key figures:

Average / Median profit: Average & Median profit of the selected period of all calculated trades.

Winning trades: Percentage number of positive trades.

Gains / Losses: The number of trades won and lost.

Last trade: Max drawdown: The maximum loss of the last trade that occurred during the holding period but was not realized.

Last trade: Profit: The Profit of the last trade.

Average / Median profit
Winning trades
0 %
0 %
Average / Median point's
Last trade: point's
0
0
Min point's
Max point's
0
0
Last trade: Max drawdown
Last trade: Profit
0 %
0 %

Trade list:

Trade list: The trade list shows the simulated trades that are opened and closed before and after the event.

Symbol Startdate Startprice Enddate Endprice Change Change % Maxrise % Maxdrop %
Daily statitic pre and post earnings

Statistic: The statistics show the average performance in percent, the average movement in points, the maximum and minimum movement in percent, and points for the instrument before and after the event days in different daily periods from minus 20 to plus 20 days.

-20-10-5-3-2-10+1+2+3+5+10+20
Daily percent (%) development pre and post event

Statistic: The statistics show the percentage development of the instrument before and after the event days in different daily periods from minus 20 to plus 20 days.

Events-20-10-5-3-2-10+1+2+3+5+10+20
Daily point's pre and post event

Statistic: The statistics show the development in points of the instrument before and after the event days in different daily periods from minus 20 to plus 20 days.

Events-20-10-5-3-2-10+1+2+3+5+10+20
Earnings
10 events

Event history:
The chart shows the historical course of the event.
Events with a blue background are used for analysis and can be controlled via the filter function.
The stastitic shows general key figures of the event.

Event Development: The chart shows the historical data of the event. Events with a blue background are used for analysis and can be controlled via the filter function.

Earnings - Result Key figures:

Symbol Stock ticker.

Earnings beat We have often exceeded earnings expectations in percentage terms.

Next Earnings: When is the next earnings event.

1-Day move average after E-Release: How did the share perform in one day after earnings?

Earnings average: The average value of earnings.

Earnings average change: The average of the change from earnings to earnings.

Estimate average: The average value of earnings expectations.

Estimate average change: The average of the change from earnings expectation to earnings expectation.

Earnings to Estimate average: The average value between earnings and earnings expectations.

Earnings Standard deviation: The standard deviation from earnings to earnings.

Earnings over estimate count: How often did earnings exceed expectations?

Earnings under estimate count: As is often the case, earnings did not exceed expectations.

Earnings 1 year before: Earnings value one year ago.

Earnings 1 year before change: Percentage change in earnings one year ago compared to the last earnings.

Earnings count: Number of earnings analyzed.

Years of data: Number of years analyzed.

Symbol
Earnings beat
-
0 %
Next Earnings
1-Day move average
after E-Release
0
...
Earnings average
Earnings average
change
0
...
Estimate average
Estimate average
change
0
...
Earnings to Estimate average
Earnings Standard
deviation
0
0
Earnings over
estimate count
Earnings under
estimate count
0
0
Earnings 1 year
before
Earnings 1 year
before change
0
0 %
Earnings count
Years of data
0
0
Average Earnings and Estimations

Earnings statistic: The following table shows statistical data on earnings and their expectations.
The colors of the headings are the same as the data in the Earnings Development Chart.

Symbol Quarter Average Earnings Average Earnings Change Average Estimate Average Estimate Change Average Earnings to Estimate Earnings over/under
Estimate Count
1-Day Move
after Release
Average 1 Year Before Average 1 Year Before Change
Average Revenue and Estimations

Revenue statistic: The following table shows statistical data on revenue and their expectations.
The colors of the headings are the same as the data in the Earnings Development Chart.

Symbol Quarter Average Revenue Average Revenue Change Average Estimate Average Estimate Change Average Revenue to Estimate Revenue over/under
Estimate Count
1-Day Move
after Release
Average 1 Year Before Average 1 Year Before Change
Earnings and Estimation History

Earnings development: The following table shows statistical data on earnings development and their expectations for the respective publication.
The colors of the headings are the same as the data in the Earnings Development Chart.

Symbol Symbol price Year Quarter Earnings Earnings Change Estimate Estimate Change Earnings to Estimate 1-Day Move
after Release
1 Year Before 1 Year Before Change
Revenue and Estimation History

Revenue development: The following table shows statistical data on revenue development and their expectations for the respective publication.
The colors of the headings are the same as the data in the Earnings Development Chart.

Symbol Symbol price Year Quarter Revenue Revenue Change Estimate Estimate Change Revenue to Estimate 1-Day Move
after Release
1 Year Before 1 Year Before Change
All revenue numbers in millions
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