Methodology
The move
For each earnings event we compute one number:
prev_close = close on the last trading day before the earnings date.
next_close = close on the first trading day after the earnings date.
Example: a stock reports Tuesday. We compare Monday's close to Wednesday's close. The window captures the market's full reaction to the report.
Historical average move
The headline number on every page is the historical average move: the mean magnitude of the last up-to-8 quarterly moves. Direction is shown per quarter, but the average answers "how big", not "which way". It is labeled exactly that — not options-implied. Version 1 has no options-chain data source, so we show no implied numbers.
Beat / miss
From reported EPS vs the consensus estimate at report time: actual above estimate = beat, below = miss, exactly in line = mixed. Either side missing = no label.
Sources
Prices: Tiingo (daily closes). Earnings calendar and estimates: FMP. Derived statistics are computed by us; we publish aggregates only, never raw OHLCV. Yahoo Finance is never an input.
Honest nulls
When an event has no usable price window, or a ticker has fewer than two quarters of history, we show "Insufficient data" — never a zero, never a guess.
Freshness
The dataset regenerates weekly (Monday mornings, US Eastern). Each page and
API response carries its last_updated date.