$AAPL earnings day stock performance cheat sheet

$AAPL earnings day stock performance cheat sheet

below the $AAPL earnings day stock performance since 2000. ( releases earnings,AMC , 23rd July 2013)

$AAPL  Stock Performance on Earnings day since 2000

Over Night Gap Movement for Appale stock price after $AAPL earnings are reported

here is how the $AAPL stock price historical gap opens on the earnings day

below the trading odds ,assuming one is holding on to longs at close and exit at open after the earnings.

  • Winners : 32
  • Losers : 22
  • % Winners : 59%
  • Average Change % : 1.59
  • Median Change % : 2.19
  • Maximum Gain % : 12.68
  • Maximum Loss % : -13.23
  • Average Gain %if Winner : 6.23
  • Average Loss % if Loser : -5.15
  • Average Gain % / Average Loss % : 1.21
  • Average Absolute Change% : 5.79

option sellers might want to price for a +/- 6% overnight move at the minimum.

if $AAPL opens with a gap up, here are the trading odds for the longs at open with exit set to close ( backtest period , since 2000)

  • Winners : 12
  • Losers : 20
  • % Winners : 38%
  • Average Change % : -0.31
  • Median Change % : -0.59
  • Maximum Gain % : 4.94
  • Maximum Loss % : -5.30
  • Average Gain %if Winner : 2.08
  • Average Loss % if Loser : -1.83
  • Average Gain % / Average Loss % : 1.14
  • Average Absolute Change% : 1.87

if $AAPL opens with a gap down , here are the trading odds for the longs at open with exit set to close ( backtest period , since 2000)

  • Winners : 7
  • Losers : 15
  • % Winners : 32%
  • Average Change % : -0.51
  • Median Change % : -0.69
  • Maximum Gain % : 8.74
  • Maximum Loss % : -4.55
  • Average Gain %if Winner : 2.87
  • Average Loss % if Loser : -2.08
  • Average Gain % / Average Loss % : 1.38
  • Average Absolute Change% : 2.33

here are the Change from Open  ( CFO) details for $AAPL post earnings announcement since 2000.

  • Winners : 19
  • Losers : 35
  • % Winners : 35%
  • Average Change % : -0.39
  • Median Change % : -0.68
  • Maximum Gain % : 8.74
  • Maximum Loss % : -5.30
  • Average Gain %if Winner : 2.37
  • Average Loss % if Loser : -1.94
  • Average Gain % / Average Loss % : 1.22
  • Average Absolute Change% : 2.06

here are the Full day change details for $AAPL post earnings announcement since 2000.

  • Winners : 31
  • Losers : 23
  • % Winners : 57%
  • Average Change % : 1.19
  • Median Change % : 2.55
  • Maximum Gain % : 13.16
  • Maximum Loss % : -17.17
  • Average Gain %if Winner : 6.20
  • Average Loss % if Loser : -5.56
  • Average Gain % / Average Loss % : 1.12
  • Average Absolute Change% : 5.93

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