PEAD
post-earnings announcement drift
A well-documented market effect: after an earnings surprise the price often keeps drifting in the same direction for days or weeks instead of coming back.
In the screenerIf a price shock happened within 5 days of earnings, it counts as a fundamental repricing: reversal signals are capped at a score of 2.
See it in the screener
The live demo shows every term with example data, right next to the score and its reasons.