Best and Worst Performing S&P 500 Stocks on Earnings Days

Hickey and Walters (Bespoke) submit: The average S&P 500 (SPY) stock that reported earnings this past earnings season (the Q3 reporting period ended on Tuesday) gained 0.57% on its report day.

Hickey and Walters (Bespoke) submit: The S&P 500 is currently up about 3.50% since earnings season began in October, and the average US stock has gained 0.50% on the first day of trading following its earnings report.

Hickey and Walters (Bespoke) submit: The average stock that has released earnings this reporting period has gained 0.84% on the first trading day following its report. (For companies reporting in the morning, we use that day's change, and for companies that report in the evening, we use the next day's change.)

Hickey and Walters (Bespoke) submit: A triple play occurs when a stock beats its EPS and revenue estimates and raises guidance. When it comes to earnings reports, it doesn't get any better than a triple play. We constantly monitor the triple plays during earnings season for potential buy opportunities.

Hickey and Walters (Bespoke) submit: As we do prior to the start of each earnings season, below is a table of the most volatile stocks on their earnings report days. We gather the info for this list from our Interactive Earnings Report Database that has quarterly earnings data for all U.S.

Hickey and Walters (Bespoke) submit: Today is the unofficial end to earnings season with Wal-Mart's (WMT) report. Below we highlight the stocks that had the best and worst days on their earnings reports this season.

Hickey and Walters (Bespoke) submit: So far this earnings season, 855 companies have reported and 248 of them are S&P 500 names. Of the non-S&P 500 companies that have reported, just 55% have beaten earnings estimates. Of the 248 S&P 500 companies that have reported, 69% of companies have beaten earnings estimates.

Hickey and Walters (Bespoke) submit: Here at Bespoke we track anything and everything that occurs during earnings season. One of these things is how stocks are reacting on the day of their earnings reports. When earnings season is going well, stocks are reacting positively to their reports more often than not.