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Methodology

Upcoming earnings detection

How we surface relevant earnings dates and rank them by portfolio impact.

Last updated April 26, 20266 min read

Earnings dates are one of the highest-impact known events on a stock's calendar. Surprises move prices. SignalFin's upcoming earnings widget surfaces the earnings dates that matter most to your portfolio — ranked by how much they could affect you.

This page explains how we identify which earnings dates to surface, how we rank them, and what the limitations are.

What the widget shows

The upcoming earnings widget is a sorted list of earnings announcements in the next 30 days for companies you hold or watch. Each entry includes:

  • Ticker and company name
  • Earnings date, with before-market or after-market timing
  • Position size — what percentage of your portfolio is in this company
  • Days until earnings
  • Consensus estimate for revenue and EPS, where available
  • Last reported result — the previous quarter's actual vs estimate

The list is sorted by impact (described below), not strictly by date. An earnings event for a 12% position is shown above an earnings event for a 2% position even if the 2% position reports first.

How we rank impact

Impact is a composite score that captures how much an earnings result could move your portfolio. Three factors:

1. Position weight

The percentage of your portfolio in the company. A 10% position gives ten times the dollar impact of a 1% position for the same percentage move.

weight_factor = position_value / total_portfolio_value

2. Historical earnings volatility

Some companies routinely move 5–10% on earnings; others barely react. We use the average absolute price move on the last four earnings announcements as a proxy for expected sensitivity.

volatility_factor = avg(|price_change_pct|) over last 4 earnings

3. Days until announcement

Imminent earnings get higher weight than earnings two weeks out. This is a soft factor — not because near-term earnings are more important fundamentally, but because they are more actionable for portfolio decisions in the next few days.

recency_factor = max(0, 1 - days_until / 30)

Combined impact score

impact_score = weight_factor * volatility_factor * (1 + 0.5 * recency_factor)

The score is a relative ranking signal, not a forecast of absolute price movement. A high score means “this one matters more for your portfolio than the others” — not “this stock will move X percent.”

Coverage and timing

  • Window: the next 30 calendar days. Earnings beyond that horizon are tracked but not surfaced in the widget.
  • Timing labels: “BMO” (before market open), “AMC” (after market close), or specific time when the company has announced one. Companies that have not confirmed a time show as “date confirmed, time TBD.”
  • Refresh cadence: earnings calendar updates daily. Schedule changes (delays, reschedules) are reflected within 24 hours.
  • Coverage: US-listed companies with regular quarterly earnings. ADRs and foreign-listed companies have less reliable earnings calendar data.

What this widget does not do

  • Predict the result. We do not forecast whether a company will beat or miss estimates. Consensus estimates are reported when available, but those are sell-side analyst views, not ours.
  • Recommend pre-earnings positioning. We do not suggest buying, selling, or hedging into earnings. The widget is informational.
  • Track options expiry around earnings. Earnings often coincide with options expiry events; we surface earnings only.
  • Cover unscheduled announcements. Pre-announcements, guidance updates, and material news outside the regular earnings calendar are surfaced through the news feed instead.

Worked example

A portfolio with three positions reporting in the next 30 days:

TickerPosition weightAvg earnings moveDays untilImpact score
NVDA15%8.5%30.014
JPM8%3.2%100.0033
KO4%2.1%50.0011

Ranking: NVDA, JPM, KO. NVDA tops the list because the position is large, the stock historically moves significantly on earnings, and the report is imminent. KO ranks last despite reporting earlier than JPM because the position is smaller and the stock historically barely moves on earnings.

The absolute scores are not meaningful on their own — they are comparative. What the ranking tells you is which earnings events to pay attention to first.

Limitations and known issues

  • Historical volatility is backward-looking. A company that has been steady for four quarters may have a much larger move on the next one if circumstances change. Past behavior is the best proxy we have, but it is a proxy.
  • Newly public companies have limited earnings history. We use available data and flag the limited sample.
  • Earnings dates can move. Companies occasionally reschedule. We show the most recent confirmed date but recommend checking the company's investor relations page for high-stakes events.
  • Rare earnings calendars. Some companies report semi-annually or annually rather than quarterly. The widget treats all confirmed earnings the same way.

Related

SignalFin's methodology evolves as the platform develops. This page is updated whenever the calculation or data inputs change.

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