Methodology

Every number on Wall Street Friend is derived from historical data, not opinion. This page explains exactly how the earnings-date predictions and the price-movement statistics are calculated, and where they fall short. We would rather be precise and honest than impressive.

Earnings-date predictions

Inputs. We look only at a company's own history of past quarterly reporting dates. From those dates we measure the intervals between consecutive reports (typically clustered near 90 days) and project the most likely next report date from that cadence.

Confidence (HIGH / MEDIUM / LOW). Confidence reflects how consistent a company's recent reporting intervals are. We compute the standard deviation of the most recent intervals:

Limitations. A predicted date is an estimate, not a confirmation. Companies move their report dates, and our cadence model cannot see that ahead of time. Always confirm the actual date from the company's investor-relations page or an SEC 8-K filing before acting on it.

Post-earnings price movement

Post-earnings movement is the percent change in the stock's closing price from the session before the earnings release to the session after — i.e. close-to-close across the report. Pre-market reports compare the prior close to the report-day close; post-market reports compare the report-day close to the next day's close.

Aggregate statistics

Honest limitations

More about the product on the about page, or contact us with corrections.