Report Reactions
Report Reactions is a data page on the Calendar desk of Glassbox Auditing. How prices moved when reports came out, against the usual reaction and a normal day.
Last updated: .
What is on this page today?
- INDI rose 33.6% on its earnings (bigger · 3.1x) — +33.3% beyond the market · after the close (Consolidated, 5 Nov 2026) INDI
- BLNK rose 26.0% on its earnings (bigger · 2.7x) — +25.7% beyond the market · after the close (Consolidated, 5 Nov 2026) BLNK
- IONQ rose 23.4% on its earnings (bigger · 1.9x) — +23.1% beyond the market · after the close (Consolidated, 5 Nov 2026) IONQ
- BL fell 23.1% on its earnings (bigger · 3.5x) — -23.4% beyond the market · after the close (Consolidated, 5 Nov 2026) BL
- OKLO rose 22.7% on its earnings (bigger · 2.1x) — +22.3% beyond the market · before the open (Consolidated, 5 Nov 2026) OKLO
- SPY rose 0.3% on the Jobs report (payrolls, unemployment) (smaller · 0.3x) — before the open (NYSE Arca, 5 Nov 2026) SPY
- SPY rose 0.3% on the Fed balance sheet (H.4.1) (smaller · 0.4x) — after the close (NYSE Arca, 5 Nov 2026) SPY
- APP rose 31.0% on its earnings (bigger · 1.7x) — +35.4% beyond the market · after the close (NASDAQ, 4 Nov 2026) APP
- TRIP fell 27.6% on its earnings (bigger · 2.5x) — -23.2% beyond the market · before the open (Consolidated, 4 Nov 2026) TRIP
- BROS fell 21.4% on its earnings (bigger · 1.6x) — -17.0% beyond the market · after the close (Consolidated, 4 Nov 2026) BROS
- SPY fell 4.4% on the Jobless claims (weekly) (bigger · 5.4x) — before the open (NYSE Arca, 4 Nov 2026) SPY
- DUOL rose 26.0% on its earnings (bigger · 1.9x) — +24.3% beyond the market · after the close (Consolidated, 3 Nov 2026) DUOL
- MOD fell 21.4% on its earnings (bigger · 2.2x) — -23.1% beyond the market · after the close (NYSE, 3 Nov 2026) MOD
- SPY rose 1.7% on the Trade balance (bigger · 2.0x) — before the open (NYSE Arca, 3 Nov 2026) SPY
- AEHR rose 26.5% on its earnings (normal · 1.4x) — +26.2% beyond the market · after the close (Consolidated, 2 Nov 2026) AEHR
- SPY rose 0.3% on the JOLTS job openings (smaller · 0.4x) — during the session (NYSE Arca, 2 Nov 2026) SPY
- SPY fell 0.5% on the Construction spending (normal · 0.7x) — during the session (NYSE Arca, 1 Nov 2026) SPY
- SPY fell 0.5% on the Bank balance sheets (H.8) (normal · 0.7x) — after the close (NYSE Arca, 1 Nov 2026) SPY
- Five sessions after reporting, PMI had moved 202.9% above what the market alone predicted; the median of 328 companies moved 7.1% — Bars: the size of each company's abnormal move over 5 sessions after its latest earnings release, the five largest of 328 · alignment, not cause: other news moves a stock the same week (NYSE and Nasdaq closing prices, 1 Nov 2026)
- ULH rose 29.7% on its earnings (bigger · 2.4x) — +31.5% beyond the market · after the close (Consolidated, 29 Oct 2026) ULH
Where does the data come from?
Items on this page come from Consolidated; NYSE Arca; NASDAQ; NYSE; NYSE and Nasdaq closing prices. Each item links to its own source. All sources, how items are checked.
What does this page lead to?
- Company Options (Options): When a company's past earnings moves have been large, its options tend to price a larger move into its next report. (moves the same way; the next report; company scale) Source: Robinhood options market data (OPRA).
- Fear Gauge (VIX) (Briefing): Outsized reactions to reports raise how much the market actually swings, and the VIX tends to stay higher after a run of hard report-day moves. (moves the same way; days to weeks; economy scale) Source: Cboe VIX index data (daily history and delayed quotes).
- SPY History (Markets): Report days are a large share of the year's biggest SPY moves, so a run of hard reactions shows up as a busier month for SPY. (moves the same way; same month; economy scale) Source: Yahoo Finance prices.
- Valuation (Companies): A big reaction to an earnings report re-prices the company against its own earnings, moving its P/E against its 10-year record. (either way, depending on the cause; same day; company scale) Source: Yahoo Finance quarterly statements.
- Debt & Interest (Macro): The 10-year yield's reaction to CPI and jobs reports carries into what the Treasury pays on the new debt it sells afterwards. (moves the same way; the next auctions; economy scale) Source: FRED (Federal Reserve Bank of St. Louis).
What feeds this page?
- Time Search (Briefing): Economic releases that fell inside a searched window lead to Report Reactions, which measures how markets moved after each kind of release in every year held. (either way, depending on the cause; the days around each date; economy scale) Source: FRED (Federal Reserve Bank of St. Louis).
- Upcoming (Calendar): Scheduled reports deliver new facts on growth, prices and profits at once, so prices tend to move more on report days than on ordinary days. (either way, depending on the cause; same day; economy scale) Source: SEC EDGAR filings (10-Q/10-K text).
- IPO History (Calendar): A new company's first earnings report tends to be among its largest early moves; Report Reactions measures it on the same fixed windows as every other event. (moves the same way; the first report after listing; company scale) Source: SEC EDGAR filings (10-Q/10-K text).
- Company Research (Companies): Remaining performance obligations are revenue already under contract, so they set part of what the next reports can show: a company whose backlog is large against a year of revenue has more of it contracted ahead of the report, and one whose backlog shrinks has less. (moves the same way; quarters; company scale) Source: SEC EDGAR XBRL company facts (10-Q/10-K).
- Valuation (Companies): A company priced well above its own P/E history needs results to keep beating expectations; at high multiples a miss or a guidance cut tends to move the shares more on report day. (moves the same way; report day; company scale) Source: SEC EDGAR filings (10-Q/10-K text).
- Supply Map (Companies): A supplier with one customer at 10% or more of revenue tends to move on that customer's results and guidance, not only its own. (moves the same way; report day; company scale) Source: SEC EDGAR filings (10-Q/10-K text).
- Competitors (Companies): Rivals tend to move on each other's results: one company's report is read as news about the customers and prices they share, in either direction. (either way, depending on the cause; report day; company scale) Source: SEC EDGAR filings (10-Q/10-K text).
- Executive Statements (Companies): Each release is dated and timed by its 8-K acceptance, the same event the Report Reactions page measures prices around; the quotes show what the company chose to say that day. (either way, depending on the cause; 1 to 20 sessions; company scale) Source: Executive quotes in SEC 8-K earnings releases (exhibit 99.1).
- News (Feed): BLS, BEA and Fed releases appear here as they are published; Report Reactions measures how SPY and the 10-year yield moved on each against the usual reaction. (either way, depending on the cause; minutes; economy scale) Source: Official press releases (Federal Reserve, SEC, FTC, Justice Department, FDA and BEA feeds; BLS release calendar).
- Prices & Inflation (Macro): CPI days are among the largest scheduled moves for SPY and the 10-year yield; a print above expectations tends to lift yields and weigh on stocks, and one below tends to do the reverse. (either way, depending on the cause; same day; economy scale) Source: U.S. Bureau of Labor Statistics.
- Labor Market (Macro): The monthly jobs report is one of the largest scheduled movers of the 10-year yield and SPY; payrolls far above or below expectations tend to move yields the same way. (either way, depending on the cause; same day; economy scale) Source: U.S. Bureau of Labor Statistics.
- Kalshi (Markets): Markets react to the surprise against what was expected, so a release far from the Kalshi crowd's middle tends to bring a bigger SPY and 10-year yield move on Report Reactions. (either way, depending on the cause; release day; economy scale) Source: U.S. Bureau of Labor Statistics.
- Company Options (Options): The price of a company's near-dated options before results reflects the move traders expect; Report Reactions shows the move that came, against the stock's usual results-day move. (moves the same way; results day; company scale) Source: Robinhood options market data (OPRA).