This report forecasts potential EPS surprises in the next several days (you can specify the number of days: 5, 30, 60, etc.). This report predicts surprises by exploiting the difference between the most recent analysts' EPS consensus and the general consensus estimate (on a quarterly basis).
The expected surprise in this report is calculated as [(Most Recent Consensus Estimate – Consensus Estimate) /Consensus Estimate] x100 %.
The potential surprises are then "normalized" (divided by the Standard Deviation of Consensus) and ranked. This rank is determined as [(Most Recent Consensus – Consensus Estimate)/Standard Deviation of Consensus]. The higher the Surprise Rank, the more there is a potential for a surprise.
Additional information provided by this report includes: quarter end month, number of estimates for each company, and expected report date.
Note: This report may not be included in your subscription.
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