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 +30% 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 return +11.1% (+29.9% over the S&P 500) and long-term Alpha illustrated below
• Contact us to replicate these results within your own investment strategy

Request the full research below or here

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