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earnings-revision

Computes equity earnings signals from consensus and reported data.

Updated May 15, 2026
Search Tags:#financial-analysis#pead#earnings-revision#earnings-surprise#consensus-analysis#post-earnings-drift#guidance-changes
One-click install
npx skills add https://github.com/philipcoller-777/Vibe-Trading-TV2 --skill earnings-revision-philipcoller-777
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: earnings-revision
Source: https://github.com/philipcoller-777/Vibe-Trading-TV2/tree/main/agent/src/skills/earnings-revision
Command: npx skills add https://github.com/philipcoller-777/Vibe-Trading-TV2 --skill earnings-revision-philipcoller-777

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

Track earnings estimate revisions, guidance changes, and post-earnings drift to identify persistent alpha signals in equity markets.

Core Features & Use Cases

  • Track sell-side estimate revisions, consensus breadth, and guidance changes to forecast price reactions around earnings.
  • Analyze post-earnings announcement drift (PEAD) and management guidance signals to refine trading strategies.
  • Use cases include US and HK equities around quarterly results, with signals for long/short positioning and risk controls.

Quick Start

Input a ticker and run the analysis to generate a PEAD-aware earnings signal.

Frequently Asked Questions about earnings-revision

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

FAQPage Schema
What is post-earnings announcement drift and how do analyst estimate revisions affect it?▼

Post-earnings announcement drift (PEAD) is the tendency of stock prices to continue moving in the direction of an earnings surprise. Analyst estimate revisions and consensus changes act as persistent alpha signals that drive this price momentum around earnings releases.

How do I calculate earnings surprise and consensus breadth for US and Hong Kong equities?▼

You calculate earnings surprise by comparing reported results to current consensus estimates. A Python-based workflow computes Standardized Unexpected Earnings (SUE), consensus breadth, and dispersion to generate PEAD-aware trading signals for US and HK equities.

Can I use earnings revisions to generate long and short trading signals around quarterly results?▼

Yes, tracking sell-side estimate revisions and management guidance changes forecasts price reactions around earnings. This analysis generates signals specifically designed for long and short positioning alongside risk controls during quarterly equity results.

What is the best way to track guidance changes and consensus analysis before an earnings release?▼

The best way to track guidance changes is by monitoring sell-side estimate revisions and consensus shifts. Capturing these signals anticipates earnings-driven price moves and refines trading strategies before the actual earnings announcements occur.

Does this earnings revision analysis work for both US and Hong Kong equity markets?▼

Yes, this earnings revision analysis applies directly to both US and Hong Kong equities. It evaluates post-earnings announcement drift, consensus breadth, and guidance signals across these specific markets around their respective quarterly earnings releases.

Why do I need to compute SUE and dispersion indicators for post-earnings drift analysis?▼

Computing Standardized Unexpected Earnings (SUE) and dispersion quantifies the magnitude of earnings surprises and analyst disagreement. These metrics are essential for accurately identifying PEAD indicators and anticipating persistent earnings-driven price movements.

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