Earnings Season & ML Signal Update

Introduction

As we wrap up 2022, we take one final look at the performance of stocks in and around earnings releases. We also examine how the environment for alpha generation has continued to become more favorable, which should benefit stock pickers into 2023. Lastly, we update our signal that extracts management sentiment from earnings call transcripts through the end of the just-completed earnings season.

Stock Performance and Idiosyncratic Risk During Earnings Season

One phenomenon ...

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