NLY chart · All upcoming earnings
| Move | Mean | Median | Std dev | Hit rate |
|---|---|---|---|---|
| Day 1 | +0.0% | -0.4% | 1.6% | 50% |
| Day 2 | -0.3% | -0.4% | 1.6% | 40% |
| Day 3 | -0.2% | -0.1% | 1.1% | 50% |
| 5-day | -0.2% | -0.4% | 3.2% | 30% |
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 |
|---|---|---|---|---|---|---|---|
| 2026-07-21 beat | 0.75 | 0.79 | +5.2% | +0.1% | -1.0% | +2.8% | +3.9% |
| 2026-04-21 beat | 0.74 | 0.76 | +2.3% | +1.5% | +0.1% | -0.4% | -4.4% |
| 2026-01-28 beat | 0.73 | 0.74 | +1.4% | +0.0% | -1.0% | -4.2% | -3.3% |
| 2025-10-22 beat | 0.72 | 0.73 | +1.3% | +0.0% | -1.9% | -0.7% | +5.3% |
| 2025-07-23 beat | 0.71 | 0.73 | +2.6% | -1.0% | +0.5% | -1.1% | +2.8% |
| 2025-04-30 beat | 0.70 | 0.72 | +3.2% | +1.3% | -0.9% | -0.7% | -3.8% |
| 2025-01-29 beat | 0.67 | 0.72 | +7.9% | +1.3% | +3.6% | +1.1% | +5.7% |
| 2024-10-23 miss | 0.67 | 0.66 | -1.1% | -0.3% | +0.8% | -3.5% | +0.6% |
| 2024-07-24 beat | 0.65 | 0.68 | +4.6% | -0.5% | -1.3% | +1.2% | +1.9% |
| 2024-05-02 miss | 0.64 | 0.64 | -0.8% | +1.7% | +1.5% | +3.2% | +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.