earnings-forecast

To calculate SUE for an earnings surprise trade signal, you compare a company's actual EPS against consensus expectations and divide the difference by the historical prediction variance to quantify the surprise magnitude.

The PEAD strategy generates post-earnings drift signals by identifying sustained price momentum following an earnings surprise, allowing traders to configure holding periods to capture the gradual price adjustment.

You analyze analyst revision momentum for Chinese A-share equities by tracking consensus upgrades and downgrades using ERM, EPS changes, and dispersion metrics to detect shifting market expectations.

Yes, you can build EPS estimates from macro-economic drivers using a top-down and bottom-up forecasting approach, transitioning from broad economic indicators down to company-level financial drivers.

Yes, generating trade recommendations requires historical prediction error data to compute the standard deviation of past forecast errors, which is essential for normalizing the current earnings surprise.

The best way to evaluate a Chinese A-share ticker for an earnings release trade is to input the latest EPS forecasts and analyst consensus into a unified framework to produce actionable buy, sell, or hold signals.