Analyst Question Aggression Short
In plain terms
When analysts pile on with aggressive questions on an earnings call (negative tone + scattered concerns), the stock tends to drop over the next 1-2 months.
How it works
Aggressive analyst pushback on earnings calls (negative FinBERT analyst-turn tone plus high tone dispersion) is an arms-length skepticism marker: analysts are price-checking management's narrative, so aggressive/dispersed questioning tends to precede 30-60d underperformance. Internal empirically-motivated mechanism, directionally consistent with the earnings-call-tone literature but not a replication of any single paper.
Data dependencies
- Daily prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.
- Transcript finbert scores
A data feed this strategy reads, refreshed on its normal schedule.
Expected edge
- Reported return
- ~2-3% over 30-60d on top-quartile aggression
- Tested over
- T+1 to T+60d
No published estimate. Internal empirically-motivated signal; edge is established only by the in-house harness (random-shuffle significance + holdback), not by any paper.
Related families
Analysts asking longer questions paired with shorter manager answers signals skepticism — predicts near-term underperformance.
Measures the tone of the ANALYSTS asking questions, not management's answers. When their questions sound frustrated or skeptical, the stock tends to drift down over the following weeks.
Measures semantic distance between an analyst's question and management's answer. Evasive answers (high distance) predict 60-day underperformance.
Explore Analyst Question Aggression Short on alphactor.ai
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