Earning Charts Earning Moves Post Earning Drift

AMZN Post Earnings Announcements Drift

  
187.50 0.93(0.50%)05/14/2024
Amazon.com Inc. (AMZN)

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  • Within the last 12 quarters, The last price effect drift between the last two earnings announcements is 2.19%.
  • The average price effect drift between earnings announcements is -1.44%.
  • The historical post earnings drift standard deviation move is at ±2.15%.
  • The single best price effect move was 2.19%
  • The single worst price effect move was -3.85%
  • For 20% of the dates, the stock opened higher after earnings.




    • Information:
  • When a company releases its earnings report, it provides investors with a clearer understanding of the financials, overall health, and future guidance of the business. With this new information, investors promptly adjust the company's valuation. Following the earnings announcement, the stock typically experiences upward or downward movement (drift) until the next earnings report. The extent of the drift is influenced by traders' expectations for the upcoming earnings, typical order flow from pensions and mutual funds, and other factors. To assess the market's expectations, we analyze the drift to determine how far the stock has deviated from historical averages. For example, a drift significantly above the averages may indicate trader overenthusiasm or the broadcasting of new information justifying a more bullish sentiment. Through benchmark measurements, we can evaluate both the magnitude and direction of the stock's drift, contributing to an overall assessment of valuation and trader sentiment.

  • AM = After Market, BM = Before Market
  • If the earnings are reported After Market (AM), the day of earning would be the next business day.
  • Price Effect (%) - The % change in price from the close before earnings is released to the close after earnings is released. If earnings is Tuesday AMC, this is Tuesday close to Wednesday close. If earnings is Friday BMO, this is Thursday close to Friday close.
  • Drift Since Prev. Earnings - % Price Change from the close of the previous earnings date to the close immediately before this earnings date
  • Min/Max price since previous earning - Low and High Price between the close of the previous earnings date and the close immediately before this earning date