NLY chart · All upcoming earnings
| Move | Mean | Median | Std dev | Hit rate |
|---|---|---|---|---|
| Day 1 | -0.0% | -0.1% | 2.2% | 48% |
| Day 2 | -0.2% | +0.0% | 1.3% | 50% |
| Day 3 | -0.2% | -0.1% | 1.2% | 47% |
| 5-day | -0.3% | -0.2% | 3.8% | 43% |
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% |
| 2024-02-07 beat | 0.65 | 0.68 | +4.5% | +0.8% | +1.2% | +0.4% | +5.3% |
| 2023-10-25 miss | 0.68 | 0.66 | -2.3% | +0.9% | +0.0% | +12.1% | +15.7% |
| 2023-07-26 miss | 0.74 | 0.72 | -3.3% | +0.3% | -3.5% | -3.1% | -1.8% |
| 2023-04-26 beat | 0.75 | 0.81 | +8.2% | +1.5% | +3.5% | -5.8% | -6.5% |
| 2023-02-08 beat | 0.88 | 0.89 | +0.9% | +1.6% | -5.8% | -0.3% | -15.1% |
| 2022-10-26 beat | 0.99 | 1.05 | +6.5% | +4.2% | +1.5% | -2.8% | +16.2% |
| 2022-07-27 beat | 0.99 | 1.20 | +21.1% | +0.3% | +3.7% | -2.5% | -3.4% |
| 2022-04-27 beat | 0.98 | 1.12 | +14.3% | +1.3% | +4.6% | +0.9% | +0.3% |
| 2022-02-09 beat | 1.07 | 1.12 | +4.5% | -0.4% | -1.2% | -5.7% | -6.5% |
| 2021-10-27 beat | 1.06 | 1.12 | +5.3% | +0.5% | -0.3% | -0.6% | -2.6% |
| 2021-07-28 beat | 1.10 | 1.20 | +9.0% | +0.5% | +2.4% | -2.6% | +1.4% |
| 2021-04-28 beat | 1.05 | 1.16 | +10.0% | +0.0% | +0.7% | +1.7% | +3.0% |
| 2021-02-10 beat | 1.16 | 1.20 | +3.8% | -0.1% | -2.3% | -1.4% | +3.7% |
| 2020-10-28 beat | 1.05 | 1.28 | +22.4% | +1.7% | +1.7% | +4.1% | +12.7% |
| 2020-07-29 beat | 0.89 | 1.08 | +21.6% | +0.9% | +0.7% | -2.3% | -0.3% |
| 2020-04-29 beat | 0.82 | 0.84 | +2.4% | +5.5% | -2.0% | -2.6% | +0.5% |
| 2020-02-12 beat | 0.98 | 1.04 | +6.2% | +1.0% | +2.8% | +0.1% | -35.9% |
| 2019-10-30 miss | 1.00 | 0.84 | -16.0% | +0.1% | +0.7% | +1.1% | +3.9% |
| 2019-07-31 miss | 1.05 | 1.00 | -4.9% | -0.8% | -1.7% | +1.5% | -11.6% |
| 2019-05-01 miss | 1.18 | 1.16 | -1.4% | -0.7% | -2.5% | -1.9% | -7.3% |
| 2019-02-13 miss | 1.16 | 1.16 | -0.1% | -0.8% | -1.2% | -1.2% | +1.0% |
| 2018-10-31 beat | 1.18 | 1.20 | +2.0% | +0.3% | -0.2% | +1.5% | +2.8% |
| 2018-08-01 beat | 1.17 | 1.20 | +2.6% | +0.7% | +0.9% | -1.2% | +0.3% |
| 2018-05-02 beat | 1.19 | 1.20 | +0.6% | -0.5% | -0.7% | +1.7% | +2.7% |
| 2018-02-14 beat | 1.19 | 1.24 | +3.8% | +1.1% | +2.5% | -2.4% | -1.4% |
| 2017-11-01 beat | 1.19 | 1.20 | +1.0% | +0.2% | -2.0% | -0.4% | +6.2% |
| 2017-08-02 beat | 1.20 | 1.20 | +0.3% | +0.2% | -0.2% | +1.0% | +2.6% |
| 2017-05-03 beat | 1.20 | 1.24 | +3.4% | +0.3% | -0.5% | -1.5% | +4.1% |
| 2017-02-15 beat | 1.17 | 1.20 | +2.9% | +0.6% | +2.9% | +2.3% | +2.6% |
| 2016-11-02 beat | 1.15 | 1.15 | +0.5% | +0.3% | +0.3% | -2.1% | -0.8% |
| 2016-08-03 miss | 1.17 | 1.14 | -2.3% | -0.5% | +0.3% | +0.6% | -1.2% |
| 2016-05-04 miss | 1.22 | 0.45 | -62.8% | -0.4% | +1.6% | +4.5% | +1.4% |
| 2016-02-24 beat | 1.16 | 1.32 | +14.2% | +1.5% | +1.6% | +1.0% | +2.5% |
| 2015-11-04 miss | 1.22 | 0.84 | -31.2% | +0.0% | -2.4% | -1.1% | -1.4% |
| 2015-08-05 beat | 1.09 | 1.64 | +51.0% | +1.7% | +2.1% | +2.1% | +0.1% |
| 2015-05-06 miss | 1.19 | 1.00 | -16.1% | -0.8% | +0.8% | +0.6% | -1.5% |
| 2015-02-24 miss | 1.24 | 1.18 | -4.4% | -0.7% | -0.1% | +0.4% | +1.7% |
| 2014-11-05 beat | 1.24 | 1.24 | +0.1% | -0.5% | -0.6% | +0.8% | +0.7% |
| 2014-08-06 beat | 1.08 | 1.20 | +11.4% | +2.0% | +1.6% | +1.4% | +3.1% |
| 2014-05-07 miss | 1.15 | 0.92 | -19.8% | -4.7% | -2.8% | +1.5% | +1.0% |
| 2014-02-25 beat | 1.05 | 1.40 | +33.4% | +2.4% | +2.7% | +0.7% | +1.1% |
| 2013-11-06 miss | 1.32 | 1.12 | -15.1% | -2.7% | -4.7% | -2.0% | -9.3% |
| 2013-08-07 beat | 1.29 | 1.88 | +45.6% | +0.3% | +4.1% | -5.2% | -3.2% |
| 2013-05-01 beat | 1.46 | 1.88 | +28.8% | -0.6% | -2.1% | -2.0% | -12.9% |
| 2013-02-06 beat | 1.43 | 1.84 | +29.0% | +0.3% | -1.7% | +3.5% | +4.4% |
| 2012-11-05 miss | 1.87 | 1.80 | -4.0% | -0.8% | -3.6% | -5.6% | -6.1% |
| 2012-08-01 beat | 1.95 | 2.20 | +12.6% | -0.2% | -0.5% | -2.5% | +0.5% |
| 2012-05-02 beat | 1.90 | 2.16 | +13.7% | +0.8% | +1.4% | +1.1% | -0.5% |
| 2012-02-07 miss | 2.25 | 2.16 | -4.1% | -1.1% | -3.3% | -0.5% | -2.4% |
| 2011-11-01 beat | 2.58 | 2.60 | +0.8% | -0.7% | -2.0% | -0.2% | -0.6% |
“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.