EarningsSurprise · Earnings growth · Foster, Olsen and Shevlin (1984)

Earnings Surprise

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
2.65%
95% interval 0.51% to 4.80%
Next year
2026Q4–2027Q3
2.63%
95% interval 0.44% to 4.83%
Next five years
2026Q4–2031Q3
2.52%
95% interval 0.12% to 4.95%

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

+295% since 1963Q3 · log scale

Past performance, annualized

Window Mean Vol. Sharpe t
1963Q3–2024Q4 2.63% 8.96% 0.29 2.30
2020Q1–2024Q4 4.50% 12.43% 0.36 0.81
2024Q1–2024Q4 16.95% 20.95% 0.81 0.81

Forecast Sharpe ratio, annualized

Window Mean 95% interval P(neg)
2026Q4 0.30 0.06 – 0.54 0.01
2026Q4–2027Q3 0.28 0.05 – 0.51 0.01
2026Q4–2031Q3 0.22 0.01 – 0.44 0.02
Category
Earnings growth
Form
Continuous
Data
Accounting
Sorted on
High minus low
Names per leg
260 long / 260 short median · 122.8 at the 10th pctile
Original sample
1974–1981