FYI: In our prior post, we highlighted the sectors that have historically seen stocks beat earnings estimates the most and least often using our Interactive Earnings Report Database. Below we highlight how volatile stocks are on their earnings reaction days by sector. Before proceeding, though, we just want to explain what an “earnings reaction day” is. For a stock that reports earnings pre-market before the open of trading, its earnings reaction day is that trading day. For a stock that reports earnings post-market after the close, its earnings reaction day is the next trading day.
Regards,
Ted
https://www.bespokepremium.com/think-big-blog/stock-volatility-on-earnings-by-sector/
