Weekly Top 10 Long/Short Estimize Signal Scores
YOUR WEEKLY EDITION OF THE
Top 10 Long/Short Estimize Signal Scores
Monday, April 10, 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.
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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 leverage Estimize's more accurate and representative earnings estimates. Please get in touch with us at [email protected] to discuss.
Top 10 Positive Signal Scores
Highlest likelihood of a positive pre/post earnings drift
1 NCR NCR Corp.
Thu, Apr 20 63.97 pre 2 MAN ManpowerGroup
Fri, Apr 21 63.59 pre 3 SPSC SPS Commerce, Inc.
Thu, Apr 20 58.40 pre 4 DAN Dana Incorporated
Thu, Apr 20 55.04 pre 5 NVR NVR Inc.
Thu, Apr 20 53.65 pre 6 RPM RPM International Inc.
Thu, Apr 6 50.31 post 7 CUDA Barracuda Networks, Inc.
Mon, Apr 17 49.37 pre 8 TRN Trinity Industries Inc.
Thu, Apr 20 46.62 pre 9 MDSO Medidata Solutions, Inc.
Thu, Apr 20 39.30 pre 10 ADTN ADTRAN Inc.
Tue, Apr 18 37.41 pre
Bottom 10 Negative Signal Scores
Highlest likelihood of a negative pre/post earnings drift
1 ACTG Acacia Research Corporation
Thu, Apr 20 -95.41 pre 2 AZZ AZZ Incorporated
Thu, Apr 20 -91.97 pre 3 NLSN Nielsen Holdings N.V.
Wed, Apr 19 -87.20 pre 4 HXL Hexcel Corp.
Wed, Apr 19 -85.23 pre 5 POOL Pool Corp.
Thu, Apr 20 -81.40 pre 6 SHOO Steven Madden, Ltd.
Fri, Apr 21 -77.08 pre 7 JMBA Jamba, Inc.
Fri, Apr 14 -73.59 pre 8 JAKK JAKKS Pacific, Inc.
Thu, Apr 20 -72.05 pre 9 BRO Brown & Brown Inc.
Mon, Apr 17 -71.12 pre 10 SSD Simpson Manufacturing Co., Inc.
Thu, Apr 20 -67.75 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. We used a dollar neutral portfolio consisting of the top and bottom decile of scores rebalanced daily at the open. Use the Signal in your own strategies and models to generate alpha and manage risk. Want to get set up with premium access? Email us »
