RESEARCH:
Dynamic Earnings Call Strategies

The beginning of 2022 saw the worst cumulative performance for the S&P 500 in over a decade. This research paper shows how to implement a Dynamic Earnings Call Strategy that has outperformed the benchmark by +44% YTD annualized.  Paper highlights include: 

  • Construct dynamic long-short strategy based on earnings call sentiment to account for market rotation and high volatility
  • Build detailed thematic company outlooks beyond qualitatively listening to calls or quantitatively analyzing numbers in a report
  • Strategy YTD annualized return +9.5% (+44.4% over the S&P 500) and long-term Alpha illustrated below
  • Contact us to replicate these results within your own investment strategy

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* Earnings Calls sentiment derived FactSet XML Transcripts Database (www.factset.com)

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