CBOE chart · All upcoming earnings
| Move | Mean | Median | Std dev | Hit rate |
|---|---|---|---|---|
| Day 1 | +3.0% | +3.0% | 2.9% | 80% |
| Day 2 | +0.9% | +1.2% | 2.2% | 70% |
| Day 3 | -0.1% | +0.6% | 1.6% | 60% |
| 5-day | +3.3% | +4.3% | 6.9% | 60% |
Day 1 = the close-to-close move on the first session to trade the news — hover for the EPS surprise.
| Report | Est | Actual | Surprise | Gap | 1-day | +5d | +1mo |
|---|---|---|---|---|---|---|---|
| 2026-07-31 beat | 3.49 | 3.56 | +2.0% | -3.0% | +4.6% | -7.6% | -3.2% |
| 2026-05-01 beat | 3.37 | 3.70 | +9.7% | +4.8% | +9.0% | +6.6% | -15.7% |
| 2026-02-06 beat | 2.95 | 3.06 | +3.8% | -2.8% | -0.7% | +0.6% | +4.4% |
| 2025-10-31 beat | 2.53 | 2.67 | +5.6% | +1.1% | +3.7% | +4.5% | +3.5% |
| 2025-08-01 beat | 2.43 | 2.46 | +1.1% | +0.2% | +2.8% | +1.9% | -6.4% |
| 2025-05-02 beat | 2.36 | 2.50 | +5.8% | -1.0% | +2.3% | +2.3% | +0.4% |
| 2025-02-07 miss | 2.12 | 2.10 | -0.9% | -0.2% | +2.0% | -4.2% | +0.0% |
| 2024-11-01 beat | 2.19 | 2.22 | +1.3% | -3.0% | -1.7% | -6.3% | +1.0% |
| 2024-08-02 beat | 2.10 | 2.15 | +2.2% | +0.2% | +4.3% | +3.6% | +9.8% |
| 2024-05-03 beat | 2.04 | 2.15 | +5.2% | +1.4% | +3.2% | +0.8% | -2.2% |
“1-day” is the close-to-close move over the session that first traded on the news (the next session for after-close reports). “+5d / +1mo” are the further drift from that close.
Earnings dates & estimates from Yahoo Finance (refreshed 2026-09-13); price reactions from end-of-day data. History, not a forecast. Not investment advice.