This Week’s Top 10 Long/Short Estimize Signal Scores
YOUR WEEKLY EDITION OF THE Top 10 Long/Short Estimize Signal Scores Monday, May 2, 2017
The Estimize Signal has identified the following 20 stocks to have the highest likelihood of positive and negative drift around their earnings today. The Signal is calculated by consolidating several predictive factors within Estimize’s earnings estimates collected from 45,000 buy side, independent, and amateur analysts.
At Estimize, we've always done extensive research on our crowdsourced earnings estimates. Every week, we'll be sharing some of our findings to help you effectively dissect earnings news. Please get in touch with me at [email protected] to discuss.
Top 10 Positive Signal Scores
Highlest likelihood of a positive pre/post earnings drift
1 EHTH eHealth, Inc. Thu, Apr 27 99.73 post 2 PSX Phillips 66 Fri, Apr 28 99.62 post 3 VVI Viad Corp Thu, Apr 27 95.29 post 4 DUK Duke Energy Corporation Tue, May 9 92.26 pre 5 CQP Cheniere Energy Partners LP. Thu, May 4 91.96 pre 6 AGCO AGCO Corporation Fri, Apr 28 90.41 post 7 POT Potash Corp. of Saskatchewan, Inc. Thu, Apr 27 89.01 post 8 BVN Compania de Minas Buenaventura SA Thu, Apr 27 86.78 post 9 ICUI ICU Medical, Inc. Tue, May 9 86.58 pre 10 PEN Penumbra, Inc. Tue, May 9 86.06 pre
Bottom 10 Negative Signal Scores
Highlest likelihood of a negative pre/post earnings drift
1 CYTK Cytokinetics, Incorporated Thu, Apr 27 -99.73 post 2 MDCA MDC Partners Inc. Thu, Apr 27 -99.73 post 3 VSLR Vivint Solar, Inc. Tue, May 9 -99.21 pre 4 NTNX Nutanix Inc Thu, May 4 -98.11 pre 5 CWST Casella Waste Systems, Inc. Thu, May 4 -96.53 pre 6 GTT GTT Communications, Inc. Thu, May 4 -96.04 pre 7 RVLT Revolution Lighting Technologies, Inc. Tue, May 2 -95.93 pre 8 MDC MDC Holdings Inc. Tue, May 9 -95.53 pre 9 MIC Macquarie Infrastructure Company LLC Wed, May 3 -94.67 pre 10 SWX Southwest Gas Corporation Mon, May 8 -94.42 pre
As one example of the Signal's predictive power, we tested it in isolation as a stock selection signal over the last 5 years and found it produced 23.1% returns and 1.75 sharpe. Our quantitative research team developed it as a new way to help our clients generate alpha.