earnings-revision

Analyze earnings estimate revisions and guidance changes for equity signals.

Updated Apr 14, 2026
One-click install
npx skills add https://github.com/loanntc/Paave --skill earnings-revision-loanntc
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: earnings-revision
Source: https://github.com/loanntc/Paave/tree/main/skills/earnings-revision
Command: npx skills add https://github.com/loanntc/Paave --skill earnings-revision-loanntc

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

This Skill helps investors systematically analyze how earnings estimates and management guidance are changing, and how those changes tend to translate into post-earnings price drift for US and Hong Kong equities.

Core Features & Use Cases

  • Earnings revision momentum scoring: Assesses the direction and strength of estimate revisions using surprise, revision breadth, magnitude, and dispersion to infer likely continuation behavior.
  • PEAD (post-earnings drift) signal design: Converts earnings surprises into a trade-relevant drift expectation using event persistence windows and enhancement filters like ownership, cap size, and combined surprise types.
  • Management guidance analysis: Evaluates guidance raises, maintained signals, guidance cuts/withdrawals, and the language patterns that often precede stronger or weaker forward outcomes.
  • Earnings quality checks: Flags potentially lower-quality beats via cash conversion, accrual behavior, non-GAAP gaps, and buyback-driven EPS effects.

Quick Start

Use the earnings-revision skill to produce an Earnings Revision Analysis report for a specific ticker by compiling consensus snapshot, last earnings event surprises, revision momentum, earnings quality indicators, and an overall directional signal.

Frequently Asked Questions about earnings-revision

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I analyze post-earnings drift for US and Hong Kong equities?

Analyze post-earnings drift by converting earnings surprises into trade-relevant drift expectations using event persistence windows and enhancement filters like ownership and cap size. This skill structures pre-earnings consensus context and post-earnings reaction workflows for equities.

What is earnings revision momentum and how is it scored?

Earnings revision momentum assesses the direction and strength of estimate revisions using surprise, revision breadth, magnitude, and dispersion. These factors are combined to infer the likely continuation behavior of equity investment signals.

How do I evaluate management guidance changes for investment signals?

Evaluate management guidance changes by analyzing guidance raises, maintained signals, cuts, and withdrawals. This skill identifies language patterns in guidance revisions that often precede stronger or weaker forward outcomes for equities.

Can I check earnings quality for buyback-driven EPS beats?

Check earnings quality by flagging potentially lower-quality beats via cash conversion, accrual behavior, non-GAAP gaps, and buyback-driven EPS effects. This ensures earnings surprises reflect operational improvements rather than financial engineering.

What consensus estimate inputs are needed for an earnings event study?

Earnings event studies require available earnings, consensus, and guidance inputs to compute surprise, revision breadth, estimate dispersion, and guidance revision status. These inputs generate an overall directional signal for equity monitoring.