ES chart · All upcoming earnings
| Move | Mean | Median | Std dev | Hit rate |
|---|---|---|---|---|
| Day 1 | -0.2% | -0.2% | 2.2% | 35% |
| Day 2 | +0.5% | +0.6% | 1.6% | 60% |
| Day 3 | -0.5% | -0.5% | 1.4% | 40% |
| 5-day | +0.3% | +0.1% | 3.7% | 50% |
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 |
|---|---|---|---|---|---|---|---|
| 2026-07-30 miss | 0.87 | 0.87 | -0.3% | -2.5% | -3.0% | +1.0% | -2.0% |
| 2026-05-06 beat | 1.63 | 1.73 | +6.2% | -1.2% | -2.2% | +2.6% | +1.6% |
| 2026-02-12 beat | 1.10 | 1.12 | +1.6% | +1.5% | +4.3% | +2.1% | -1.3% |
| 2025-11-04 beat | 1.15 | 1.19 | +3.6% | +0.2% | -1.2% | +1.0% | -8.5% |
| 2025-07-31 beat | 0.95 | 0.96 | +1.0% | +0.7% | -0.8% | -0.8% | -2.8% |
| 2025-05-01 miss | 1.51 | 1.50 | -0.7% | -0.5% | -0.4% | +7.1% | +10.9% |
| 2025-02-11 beat | 0.99 | 1.01 | +1.7% | -2.3% | -2.8% | +6.1% | +2.8% |
| 2024-11-04 beat | 1.08 | 1.13 | +4.3% | -0.6% | -2.1% | -2.4% | -0.7% |
| 2024-07-31 miss | 0.96 | 0.95 | -1.5% | -0.9% | +1.8% | -1.8% | +2.2% |
| 2024-05-01 beat | 1.47 | 1.49 | +1.1% | +1.6% | -1.4% | +1.7% | -1.8% |
| 2024-02-13 miss | 0.97 | 0.95 | -2.4% | +6.4% | +4.7% | +1.8% | +3.3% |
| 2023-11-06 miss | 0.98 | 0.97 | -1.3% | -1.1% | +2.0% | -6.2% | +7.1% |
| 2023-07-31 beat | 0.91 | 1.00 | +9.8% | -0.5% | -2.7% | -4.8% | -8.4% |
| 2023-05-03 beat | 1.34 | 1.41 | +5.0% | -0.1% | +0.1% | -0.6% | -8.1% |
| 2023-02-13 miss | 0.94 | 0.92 | -2.5% | +1.2% | -1.7% | -0.6% | -2.6% |
| 2022-11-02 miss | 1.04 | 1.01 | -3.2% | -1.2% | -0.1% | +3.8% | +9.8% |
| 2022-07-28 beat | 0.84 | 0.86 | +2.5% | -1.4% | +0.0% | +2.4% | +4.2% |
| 2022-05-04 beat | 1.19 | 1.30 | +8.9% | -0.3% | +1.4% | -1.0% | +2.7% |
| 2022-02-16 miss | 0.92 | 0.91 | -1.1% | -1.5% | +0.8% | -0.6% | +2.7% |
| 2021-11-02 miss | 1.05 | 1.02 | -3.0% | +0.8% | +0.0% | -0.9% | +0.9% |
“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.