EarnSupBig · Lead lag · Hou (2007)

Earnings surprise of big firms

Long minus short decile portfolio, value-weighted, market-adjusted. Quarterly, 1963Q3 to 2024Q4.

Expected return · posterior mean, % per year, averaged over the window
Next quarter
2026Q4
3.79%
95% interval 0.07% to 7.50%
Next year
2026Q4–2027Q3
3.78%
95% interval 0.06% to 7.50%
Next five years
2026Q4–2031Q3
3.77%
95% interval −0.03% to 7.54%

Forecast made 16 Sep 2026, conditioning on this portfolio's OAP returns, which end 2024Q4. The 7 quarters between then and 2026Q4 are unobserved and are integrated out under the model.

Cumulative market-adjusted return

+498% since 1963Q3 · log scale

Past performance, annualized

Window Mean Vol. Sharpe t
1963Q3–2024Q4 4.15% 15.83% 0.26 2.06
2020Q1–2024Q4 12.46% 18.59% 0.67 1.50
2024Q1–2024Q4 −6.44% 6.83% −0.94 −0.94

Forecast Sharpe ratio, annualized

Window Mean 95% interval P(neg)
2026Q4 0.24 <0.01 – 0.47 0.02
2026Q4–2027Q3 0.24 <0.01 – 0.48 0.02
2026Q4–2031Q3 0.24 −<0.01 – 0.48 0.03
Category
Lead lag
Form
Continuous
Data
Accounting
Sorted on
High minus low
Names per leg
355 long / 361 short median · 165 at the 10th pctile
Original sample
1972–2001