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earnings-revision

Monitor sell-side analyst consensus changes and earnings surprise patterns to generate investment signals across US and Hong Kong markets. The skill covers revision momentum, post-earnings announcement drift (PEAD), management guidance analysis, and earnings quality indicators—all documented alpha factors in equity markets.

Earnings Revision tracks analyst consensus changes and earnings surprises to identify persistent alpha signals in equities.

AI-generated summary based on this skill's SKILL.md

★ 28,096  4,557 MITupdated by HKUDS

Decision gist · record as of 2026-07-27

Earnings Revision tracks analyst consensus changes and earnings surprises to identify persistent alpha signals in equities. Monitor sell-side analyst consensus changes and earnings surprise patterns to generate investment signals across US and Hong Kong markets. The skill covers revision momentum, post-earnings announcement drift (PEAD), management guidance analysis, and earnings quality indicators—all documented alpha factors in equity markets.

manual: git clone https://github.com/HKUDS/Vibe-Trading → cp -r Vibe-Trading/agent/src/skills/earnings-revision ~/.claude/skills/earnings-revision
agent/src/skills/earnings-revision/SKILL.md · version cb1e50dd

Use it when

  • earnings-revision identifies 60–90 day price continuation signals following earnings announcements by analyzing post-earnings announcement.
  • earnings-revision tracks analyst estimate changes and consensus revisions to detect shifts in sell-side expectations.

Verify before relying

Read SKILL.md below before installing (1 file). Open directory: indexed for reading, not audited.

Same gist for agents: .md · .json

Install

HKUDS/Vibe-Trading/earnings-revision · repository language: Python

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Frequently asked questions

AI-generated answers based on this skill's SKILL.md and metadata

What earnings revision signals does earnings-revision help identify?

earnings-revision monitors sell-side analyst consensus changes and earnings surprise patterns to generate investment signals. The skill tracks revision momentum, post-earnings announcement drift (PEAD), management guidance analysis, and earnings quality indicators—all documented alpha factors in equity markets across US and Hong Kong.

How does earnings-revision analyze post earnings drift PEAD?

earnings-revision identifies 60–90 day price continuation signals following earnings announcements by analyzing post-earnings announcement drift patterns. This helps detect momentum that persists after initial market reactions, enabling traders to capitalize on delayed price adjustments to earnings surprises.

What consensus estimate revisions can earnings-revision track?

earnings-revision tracks analyst estimate changes and consensus revisions to detect shifts in sell-side expectations. By monitoring revision breadth and estimate dispersion metrics, the skill scores earnings beats and misses, helping identify which surprises carry the strongest momentum signals for alpha generation.

How does earnings-revision evaluate management guidance changes?

earnings-revision evaluates management guidance changes and detects earnings quality red flags through guidance analysis. The skill scores guidance revisions and analyzes guidance language sentiment to identify when management expectations shift, signaling potential earnings quality issues or forward momentum.

Does earnings-revision compare US and Hong Kong earnings practices?

earnings-revision compares US and Hong Kong equity earnings seasonality and reporting practices, enabling cross-market analysis. This helps investors understand regional differences in earnings calendars, analyst coverage patterns, and guidance disclosure norms between the two markets.

What earnings quality indicators does earnings-revision detect?

earnings-revision identifies earnings quality red flags including accrual manipulation detection, standardized unexpected earnings (SUE) scoring, and estimate dispersion analysis. These indicators help distinguish sustainable earnings surprises from accounting-driven beats that may not sustain price momentum.

SKILL.md

Rendered from the published skill. Quoted content, verbatim.

Earnings Revision & Guidance Analysis

Overview

Track sell-side analyst estimate revisions, management guidance changes, and post-earnings price drift to generate investment signals. Earnings revisions are among the most persistent and well-documented alpha factors in equity markets — stocks with upward revisions tend to continue outperforming, and vice versa.

Core Concepts

1. Earnings Revision Momentum

The revision signal hierarchy (strongest to weakest):

Signal Type Description Typical Alpha (annualized) Persistence
Earnings surprise (beat/miss) Actual EPS vs consensus 3-8% post-event drift 60-90 days (PEAD)
Consensus revision breadth % of analysts revising up vs down 4-6% long-short spread 3-6 months
Estimate magnitude change Size of revision relative to prior estimate 3-5% 1-3 months
Guidance

(truncated - see the full file via the links below)

File tree — 1 file
agent/src/skills/earnings-revision/SKILL.md

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Tags
alpha-factor-researchearnings-anomaliesconsensus-trackingguidance-intelligenceprice-drift-patternsanalyst-sentimentearnings-quality-auditmulti-market-equitiesevent-driven-signals