$AAPL earning’s and historical price reaction since Y2k

$AAPL earning’s and historical price reaction

AAPL Earningswith almost $750 bn at stake , below various studies around $AAPL historical earnings ..

as $AAPL announces earnings , after market close , the change % on the  next day is considered as the ER day change

1) $AAPL trading odds for longs on the ER day , ( change from ER prior day’s close to next day’s close) , since Y2K 

# 62
Winners : 36
Losers : 26
% Winners : 58%
Average Change % : 1.24
Median Change % : 2.64
Maximum Gain % : 13.16
Maximum Loss % : -17.17
Average Gain %if Winner : 6.02
Average Loss % if Loser : -5.38
Payoff Ratio * 1.12
Average Absolute Change% 5.82

* Payoff Ratio is average winner (%) divided by average loser (%)

1-a) $AAPL trading odds for longs on the ER day night , ( change from ER prior day’s close to next day’s open) , since Y2K 

# 62
Winners : 39
Losers : 23
% Winners : 63%
Average Change % : 1.71
Median Change % : 2.19
Maximum Gain % : 12.68
Maximum Loss % : -13.23
Average Gain %if Winner : 5.82
Average Loss % if Loser : -5.26
Payoff Ratio 1.11
Average Absolute Change% 5.68

1-c) $AAPL trading odds for longs , from the open to close , after ER ( i’e the day session;s change , after the ER is out ) , since Y2K 

# 62
Winners : 21
Losers : 41
% Winners : 34%
Average Change % : -0.46
Median Change % : -0.64
Maximum Gain % : 8.74
Maximum Loss % : -5.30
Average Gain %if Winner : 2.25
Average Loss % if Loser : -1.89
Payoff Ratio 1.19
Average Absolute Change% 1.97

2) when $AAPL is trading with-in 10% to ATH ( like the case as is today) , ER full day trading odds for longs , since Y2K

# 24
Winners : 15
Losers : 9
% Winners : 63%
Average Change % : 1.10
Median Change % : 2.51
Maximum Gain % : 6.77
Maximum Loss % : -9.21
Average Gain %if Winner : 4.35
Average Loss % if Loser : -4.31
Payoff Ratio 1.01
Average Absolute Change% : 4.46

2-a) when $AAPL is trading with-in 10% to ATH , ER day over night trading odds for longs , since Y2K 

# 24
Winners : 17
Losers : 7
% Winners : 71%
Average Change % : 2.62
Median Change % : 3.47
Maximum Gain % : 12.60
Maximum Loss % : -5.70
Average Gain %if Winner : 5.43
Average Loss % if Loser : -4.23
Payoff Ratio 1.29
Average Absolute Change% : 5.24

2-b) when $AAPL is trading with-in 10% to ATH , ER day , regular session’s trading odds for longs , since Y2K 

# 24
Winners : 6
Losers : 18
% Winners : 25%
Average Change % : -1.44
Median Change % : -1.49
Maximum Gain % : 2.01
Maximum Loss % : -5.30
Average Gain %if Winner : 0.90
Average Loss % if Loser : -2.36
Payoff Ratio 0.38
Average Absolute Change% : 1.85

3) $AAPL full day change after ER , in the July / Q2 earnings , since Y2K

# 15
Winners : 10
Losers : 5
% Winners : 67%
Average Change % : 0.75
Median Change % : 2.67
Maximum Gain % : 11.83
Maximum Loss % : -17.17
Average Gain %if Winner : 5.58
Average Loss % if Loser : -8.90
Payoff Ratio 0.63
Average Absolute Change% : 6.68

conclusion –

1) “if  the setup of $AAPL trading within 10% to ATH closing , repeats itself , perhaps , a long into ER night and then reverse the trade in the morning ??”

2) ” the max gain on ER day is 13.2 % , so forget about 150 weeklies 🙂 “

 

below the historical ER dates and $AAPL , over night gap , next day open to change  & full day change details , in percentage , since Y2K

ER-Date Over Night Gap % Next Day Open to Close % Full Day Change % Absoulte Change %
21-Jul-15 ?? ?? ?? ??
27-Apr-15 1.36 -2.90 -1.58 1.58
27-Jan-15 7.78 -1.97 5.65 5.65
20-Oct-14 3.27 -0.53 2.72 2.72
22-Jul-14 0.74 1.85 2.61 2.61
23-Apr-14 8.28 -0.08 8.20 8.20
27-Jan-14 -7.58 -0.44 -7.99 7.99
28-Oct-13 1.21 -3.65 -2.49 2.49
23-Jul-13 4.76 0.36 5.14 5.14
23-Apr-13 -3.10 3.03 -0.16 0.16
23-Jan-13 -10.51 -2.07 -12.36 12.36
25-Oct-12 -0.02 -0.89 -0.91 0.91
24-Jul-12 -4.40 0.09 -4.32 4.32
24-Apr-12 9.88 -0.92 8.87 8.87
24-Jan-12 8.09 -1.71 6.24 6.24
18-Oct-11 -4.95 -0.68 -5.59 5.59
19-Jul-11 5.11 -2.33 2.67 2.67
20-Apr-11 3.68 -1.21 2.42 2.42
18-Jan-11 2.26 -2.73 -0.53 0.53
18-Oct-10 -4.59 2.01 -2.68 2.68
20-Jul-10 5.24 -4.09 0.93 0.93
20-Apr-10 5.81 0.16 5.98 5.98
25-Jan-10 1.42 0.00 1.41 1.41
19-Oct-09 5.66 -0.92 4.69 4.69
21-Jul-09 4.14 -0.67 3.45 3.45
22-Apr-09 4.21 -0.96 3.20 3.20
21-Jan-09 6.29 0.36 6.68 6.68
21-Oct-08 6.43 -0.51 5.88 5.88
21-Jul-08 -10.40 8.74 -2.57 2.57
23-Apr-08 1.50 2.18 3.71 3.71
22-Jan-08 -12.50 2.11 -10.65 10.65
22-Oct-07 8.14 -1.27 6.77 6.77
25-Jul-07 6.30 0.06 6.37 6.37
25-Apr-07 6.53 -2.70 3.66 3.66
17-Jan-07 -3.00 -3.29 -6.19 6.19
18-Oct-06 6.35 -0.34 5.98 5.98
19-Jul-06 12.68 -0.75 11.83 11.83
19-Apr-06 5.88 -2.70 3.02 3.02
18-Jan-06 -1.50 -2.72 -4.18 4.18
11-Oct-05 -5.70 1.23 -4.54 4.54
13-Jul-05 6.36 -0.10 6.26 6.26
13-Apr-05 -5.43 -3.99 -9.21 9.21
12-Jan-05 12.60 -5.30 6.63 6.63
13-Oct-04 8.65 4.14 13.16 13.16
14-Jul-04 10.41 0.83 11.32 11.32
14-Apr-04 8.18 1.67 9.98 9.98
14-Jan-04 -5.33 -0.26 -5.58 5.58
15-Oct-03 -4.11 -2.31 -6.33 6.33
16-Jul-03 1.61 3.52 5.18 5.18
16-Apr-03 -0.30 -0.61 -0.91 0.91
15-Jan-03 -1.52 2.89 1.32 1.32
16-Oct-02 -2.40 -0.70 -3.09 3.09
16-Jul-02 -9.69 -3.10 -12.49 12.49
17-Apr-02 -2.34 -0.35 -2.68 2.68
16-Jan-02 5.68 2.37 8.18 8.18
17-Oct-01 1.77 4.11 5.94 5.94
17-Jul-01 -13.23 -4.55 -17.17 17.17
18-Apr-01 12.11 0.67 12.86 12.86
17-Jan-01 5.95 4.91 11.15 11.15
18-Oct-00 -4.81 -1.14 -5.90 5.90
18-Jul-00 -3.60 -4.53 -7.97 7.97
19-Apr-00 2.12 -3.89 -1.86 1.86
19-Jan-00 8.39 -1.73 6.51 6.51

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