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Earnings Analysis
Why this page exists: AMKR has no documented material pre-announcement habit — the edge here is the earnings-cycle statistics themselves (drift, gap, reaction, follow-through) and how they vary by regime. This page
measures every earnings cycle — drift into the report, the gap, the reaction,
the follow-through — alongside the NVDA / SPY / VIX regime it happened in, and
uses the documented pre-announcement history to project when the next
pre-announcement is most likely to land. All numbers are computed from real
daily prices, real earnings dates, our own ATM-straddle expected moves and
stored option chains, and a
curated registry of real press releases. Nothing is simulated.
Next earnings & predicted pre-announcement window
Monday, July 27, 2026
Next confirmed AMKR earnings date (source: exchange calendar).
Current regime & edge read
As of 2026-07-24: NVDA Strong Down (nan% 20d), SPY Strong Down (nan%), SOX Mild Down, VIX 18.7 (Medium (15-25)).
EdgeScore +0.04 (Neutral / Mixed)
| Component | Current bucket | Hist. mean reaction | N |
|---|---|---|---|
| NVDA regime | Strong Down expl. | -2.5% | 3 |
| VIX level | Medium (15-25) | +1.5% | 24 |
| Earnings weekday | Monday | +1.9% | 41 |
EdgeScore = mean of the matching buckets' historical mean earnings reactions, normalized by the average absolute reaction (±1 cap). Transparent and purely historical — not a prediction model.
Cycles
46
Avg reaction
+0.9%
Median reaction
-0.4%
Avg |move|
8.7%
Up rate
50%
Avg drift T-20
+3.6%
Event-window statistics (all cycles)
| Window | N | Mean | Median | Std | Min / Max | Win% |
|---|---|---|---|---|---|---|
| Drift T-20 → report | 46 | +3.6% | +0.4% | 16.3 | -19.9% / +70.1% | 52% |
| Drift T-5 → report | 46 | +2.3% | +3.4% | 6.0 | -8.7% / +16.0% | 65% |
| Overnight gap | 46 | +0.1% | -0.7% | 8.7 | -16.5% / +21.5% | 41% |
| Reaction day (close→close) | 46 | +0.9% | -0.4% | 11.3 | -20.4% / +34.7% | 50% |
| Follow-through +5d | 46 | +0.8% | +1.2% | 8.0 | -12.4% / +28.8% | 57% |
| Follow-through +20d | 46 | +2.6% | +3.0% | 13.9 | -28.7% / +33.0% | 57% |
| Max favorable excursion (20d) | 46 | +13.7% | +10.5% | 13.8 | -4.7% / +47.9% | 83% |
| Max adverse excursion (20d) | 46 | -9.8% | -9.2% | 9.8 | -29.3% / +12.1% | 13% |
Reaction by regime & calendar
Reaction by report weekday
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Monday | 41 | +1.9% | +1.2% | 11.3 | 54% |
| Wednesday n<10 | 1 | +0.7% | +0.7% | 0.0 | 100% |
| Thursday n<10 | 4 | -9.6% | -6.7% | 6.3 | 0% |
Reaction by NVDA 20-day regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Up | 15 | +3.6% | +1.9% | 11.7 | 60% |
| Mild Up | 12 | +1.3% | -2.2% | 8.4 | 42% |
| Sideways | 12 | -0.4% | -0.4% | 10.0 | 50% |
| Strong Down n<10 | 3 | -2.5% | -5.9% | 16.2 | 33% |
| Mild Down n<10 | 4 | -4.3% | -6.3% | 13.3 | 50% |
Reaction by VIX level
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Low (<15) | 14 | +2.5% | -1.4% | 11.8 | 50% |
| Medium (15-25) | 24 | +1.5% | +1.5% | 10.8 | 58% |
| High (>25) n<10 | 8 | -4.1% | -4.3% | 10.4 | 25% |
Drift T-20 by NVDA regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Up | 15 | +14.8% | +6.7% | 20.1 | 80% |
| Sideways | 12 | +1.7% | -0.3% | 8.5 | 50% |
| Mild Up | 12 | +0.9% | +0.2% | 11.0 | 50% |
| Strong Down n<10 | 3 | -11.3% | -8.4% | 4.3 | 0% |
| Mild Down n<10 | 4 | -12.7% | -12.4% | 5.3 | 0% |
Documented pre-announcements
No documented pre-announcements in the registry.
Expected move vs actual (our nightly ATM data)
| Report date | Expected move | Actual reaction | Gap | Actual / EM |
|---|---|---|---|---|
| 2026-04-27 | 21.8% | -5.6% | -12.6% | 0.26x |
Only cycles inside our own options-database coverage window are shown — we do not fabricate historical implied volatility. Coverage grows each quarter.
Options strategy P&L — priced from our own chains
No earnings cycles inside our chain coverage window yet — this section fills in automatically as coverage grows.
Every earnings cycle
| Report | Pre | Drift20 | Gap | React | +5d | +20d | MFE | MAE | HV20 | NVDA / VIX | Surprise |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-04-27 Monday | 1 | +70.1% | -12.6% | -5.6% | -0.6% | +2.9% | +4.4% | -17.4% | 64% | Strong Up / Medium (15-25) | +36% |
| 2026-02-09 Monday | 1 | +0.4% | +3.3% | +1.8% | -12.4% | -17.8% | +8.7% | -23.4% | 70% | Sideways / Medium (15-25) | +56% |
| 2025-10-27 Monday | +16.3% | -7.8% | -3.1% | +17.7% | +3.0% | +15.2% | -11.1% | 54% | Mild Up / Medium (15-25) | +20% | |
| 2025-07-28 Monday | +0.4% | +15.5% | +18.1% | -10.9% | -3.7% | +23.9% | +1.6% | 29% | Strong Up / Medium (15-25) | +40% | |
| 2025-04-28 Monday | 3 | -4.5% | +1.0% | -2.6% | +4.4% | +11.1% | +16.0% | -5.4% | 107% | Sideways / High (>25) | +5% |
| 2025-02-10 Monday | -4.8% | -8.6% | -11.3% | +6.0% | -11.0% | -4.3% | -22.0% | 37% | Sideways / Medium (15-25) | +14% | |
| 2024-10-28 Monday | -3.5% | -15.4% | -5.2% | -7.0% | -3.9% | -3.7% | -18.4% | 38% | Strong Up / Medium (15-25) | -3% | |
| 2024-07-29 Monday | -6.0% | -7.0% | -18.9% | -7.9% | +8.0% | -4.7% | -29.3% | 48% | Mild Down / Medium (15-25) | +19% | |
| 2024-04-29 Monday | -1.1% | +11.3% | +2.8% | +0.1% | +3.4% | +14.2% | -4.5% | 46% | Sideways / Low (<15) | +81% | |
| 2024-02-05 Monday | +6.7% | -2.8% | -5.0% | +2.5% | +6.8% | +5.3% | -10.7% | 31% | Strong Up / Low (<15) | +17% | |
| 2023-10-30 Monday | -9.5% | -9.5% | +2.0% | +12.8% | +33.0% | +37.4% | -14.0% | 26% | Mild Down / Medium (15-25) | +5% | |
| 2023-07-31 Monday | -2.2% | -2.0% | +1.9% | -3.3% | -8.7% | +2.9% | -15.6% | 34% | Strong Up / Low (<15) | +5% | |
| 2023-05-01 Monday | -14.0% | -1.9% | -6.0% | +1.7% | +20.6% | +17.9% | -8.7% | 28% | Mild Up / Medium (15-25) | -- | |
| 2023-02-13 Monday | -12.1% | -4.4% | +1.2% | -10.0% | -8.2% | +2.4% | -9.7% | 41% | Strong Up / Medium (15-25) | -4% | |
| 2022-10-31 Monday | +15.5% | +3.4% | -1.4% | +5.6% | +31.8% | +40.0% | -5.3% | 42% | Mild Up / High (>25) | +40% | |
| 2022-08-01 Monday | +32.6% | +1.2% | +7.9% | +1.3% | -6.1% | +13.2% | -1.0% | 35% | Strong Up / Medium (15-25) | +6% | |
| 2022-05-02 Monday | -8.4% | -1.6% | -5.9% | +1.2% | +11.3% | +5.6% | -7.5% | 46% | Strong Down / High (>25) | +21% | |
| 2022-02-14 Monday | -15.4% | +4.0% | +14.4% | -6.0% | -11.0% | +18.4% | -6.4% | 58% | Mild Down / High (>25) | +33% | |
| 2021-10-25 Monday | 1 | -15.3% | +2.8% | -2.9% | +2.7% | +4.3% | +12.3% | -5.5% | 48% | Mild Up / Medium (15-25) | +6% |
| 2021-07-26 Monday | -2.9% | +0.4% | +2.4% | +7.5% | +7.4% | +20.9% | -2.3% | 30% | Sideways / Medium (15-25) | +8% | |
| 2021-04-26 Monday | +2.3% | -0.8% | -11.9% | -5.3% | -3.1% | -0.3% | -24.6% | 52% | Strong Up / Medium (15-25) | +6% | |
| 2021-02-08 Monday | +15.4% | -2.1% | +0.7% | +28.8% | +12.7% | +35.5% | -6.3% | 64% | Mild Up / Medium (15-25) | +39% | |
| 2020-10-26 Monday | +18.7% | -5.3% | -16.0% | +5.0% | +24.4% | +4.8% | -19.1% | 28% | Sideways / High (>25) | +43% | |
| 2020-07-27 Monday | 1 | +15.7% | +12.9% | +5.1% | -4.0% | -10.8% | +15.8% | -8.1% | 53% | Strong Up / Medium (15-25) | +1250% |
| 2020-04-27 Monday | 1 | +31.8% | +4.5% | -6.1% | +1.7% | +8.8% | +6.0% | -11.3% | 83% | Strong Up / High (>25) | +62% |
| 2020-02-10 Monday | -9.1% | +20.5% | +14.6% | -8.9% | -28.7% | +28.3% | -25.6% | 48% | Mild Up / Medium (15-25) | +74% | |
| 2019-10-28 Monday | +21.8% | +21.5% | +34.7% | -10.7% | -16.2% | +37.6% | +8.8% | 31% | Strong Up / Low (<15) | +188% | |
| 2019-07-29 Monday | +9.7% | +2.7% | +19.6% | -9.4% | -12.0% | +19.7% | -1.3% | 28% | Mild Up / Low (<15) | +89% | |
| 2019-05-02 Thursday | +0.9% | -0.6% | -6.1% | -9.5% | -22.9% | +1.2% | -28.5% | 24% | Sideways / Low (<15) | +74% | |
| 2019-02-11 Monday | +13.8% | -4.5% | +5.2% | +5.4% | -2.1% | +12.8% | -5.7% | 35% | Sideways / Medium (15-25) | +131% | |
| 2018-10-29 Monday | -17.4% | +4.5% | +18.9% | -2.5% | -7.8% | +23.7% | +1.2% | 51% | Strong Down / Medium (15-25) | +37% | |
| 2018-07-30 Monday | +4.7% | +1.1% | -3.5% | +5.7% | +1.1% | +4.6% | -6.3% | 33% | Mild Up / Low (<15) | +191% | |
| 2018-04-26 Thursday | -8.0% | -7.3% | -7.3% | -0.4% | +3.7% | -0.9% | -10.2% | 43% | Sideways / Medium (15-25) | -21% | |
| 2018-02-12 Monday | -9.3% | 0.0% | +5.6% | +1.6% | +11.2% | +22.9% | -4.4% | 48% | Sideways / High (>25) | +33% | |
| 2017-10-30 Monday | +4.1% | -0.0% | +4.3% | -1.4% | -1.3% | +7.1% | -5.1% | 15% | Strong Up / Low (<15) | +29% | |
| 2017-07-31 Monday | +6.1% | -2.1% | -8.5% | -4.0% | -9.1% | +1.2% | -19.8% | 23% | Strong Up / Low (<15) | +19% | |
| 2017-04-27 Thursday | +11.2% | 0.0% | -4.5% | +1.5% | -3.0% | 0.0% | -13.0% | 30% | Sideways / Low (<15) | -144% | |
| 2017-02-13 Monday | -0.2% | -10.4% | -8.0% | +7.6% | +13.4% | +6.0% | -13.3% | 40% | Mild Up / Low (<15) | +55% | |
| 2016-10-31 Monday | -4.7% | +6.6% | +10.4% | +6.7% | +17.6% | +34.6% | +5.7% | 22% | Mild Up / Medium (15-25) | +22% | |
| 2016-08-01 Monday | +13.0% | +13.6% | +13.2% | +12.9% | +27.0% | +47.9% | +11.9% | 29% | Strong Up / Low (<15) | +126% | |
| 2016-04-27 Wednesday | +0.7% | -2.0% | +0.7% | -3.7% | +5.1% | +7.9% | -9.8% | 32% | Mild Up / Low (<15) | +95% | |
| 2016-02-11 Thursday | -8.1% | -12.5% | -20.4% | +9.9% | +29.8% | +7.5% | -21.2% | 50% | Strong Down / High (>25) | -12% | |
| 2015-10-26 Monday | +34.5% | -4.4% | +10.8% | +1.1% | +1.3% | +18.8% | -5.3% | 42% | Strong Up / Medium (15-25) | +241% | |
| 2015-07-27 Monday | -19.9% | -16.5% | -14.6% | +2.1% | +13.3% | -0.4% | -18.5% | 40% | Mild Down / Medium (15-25) | -26% | |
| 2015-04-27 Monday | -8.0% | -5.7% | -6.0% | -4.6% | -10.9% | -4.2% | -17.2% | 31% | Mild Up / Low (<15) | +24% | |
| 2015-02-09 Monday | +6.0% | +19.0% | +24.8% | +5.7% | +5.5% | +43.7% | +12.1% | 35% | Sideways / Medium (15-25) | +180% |
Methodology: reaction day = first trading day after the report (AMC assumed). Regimes are 20-trading-day returns (NVDA/SPY/SOX) and VIX close on the report date. Historical implied volatility before our options-DB coverage window (Nov 2025) is NOT reconstructed — realized volatility (HV20) is shown instead. Options strategy P&L and IV crush are priced from OUR OWN stored option chains (one row per contract per pull) for every cycle inside coverage; both sections grow automatically each quarter. Buckets with n<10 are exploratory. Correlation is not causation; small samples dominate the pre-announcement analysis. Pre-announcement registry: screeners/earnings_analysis/preannouncements_AMKR.json.
Automated, data-driven · educational only · not financial advice.