Stock Price Moves Around Earnings
562.01 2.92(0.52%)09/13/2024
SSGA SPDR S&P 500 (SPY)
For a 14-day holding period prior to earning announcements, SPY shows a positive average return of 0.30%, with a 100% positive occurances.
For a 5-day holding period prior to earning announcements, SPY shows a positive average return of 0.12%, with a 100% positive occurances.
The average earning move was at 0.37%, with a 100% positive occurances.
AM = After Market, BM = Before Market If the earnings are reported After Market (AM), the day of earning would be the next business day.
SSGA SPDR S&P 500 (SPY)
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