earnings-revision

To track analyst estimate revisions and post-earnings drift, you can automate the monitoring of consensus revisions, earnings surprises, and guidance changes to generate persistent alpha signals across US and Hong Kong equities. This process systematically quantifies momentum for cross-market screening.

PEAD (post-earnings announcement drift) alpha is generated by analyzing the persistent momentum following earnings surprises. By tracking analyst consensus revisions and management guidance changes, you can identify sustained price drifts and risk-adjusted opportunities in the market.

Real-time consensus feeds from Bloomberg or Refinitiv are required for production-grade investment signals. However, you can source historical data from free providers to perform exploratory analysis of earnings surprises and revisions without a paid subscription.

You can screen stocks by computing and monitoring key metrics such as revision breadth, dispersion, and PEAD signals. Querying the latest quarterly data outputs a ranked list of equities exhibiting positive consensus revisions and strong post-earnings drift potential.

Yes, earnings revision signals are designed for portfolio construction, risk management, and research workflows. By tracking management guidance changes and consensus estimate revisions, you can identify risk-adjusted opportunities and apply them directly to multi-market equity strategies.

Free data providers limit post-earnings drift analysis to historical exploratory testing rather than real-time signal generation. Without production-grade consensus feeds, you cannot capture live analyst estimate revisions or immediate guidance changes needed for active cross-market screening.