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Glossary Detail: Earnings Surprise

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Backtesting Earnings Surprise on High-Beta Names

The difference between a company's reported earnings and analyst consensus estimate — drives some of the largest single-day stock moves.

Further Details:

An earnings surprise occurs when a company's reported earnings per share (EPS) differs from the Wall Street consensus estimate. A positive surprise (beat) means the company earned more than expected; a negative surprise (miss) means less. The magnitude of the surprise and the stock's reaction determine the trading opportunity.

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