Trade the earnings surprise before consensus reprices it
Standardized spread, ratio deltas, and a first-take read the instant a 10-Q or 8-K hits — inside the reaction window.
The problem
Edge in earnings decays in minutes. By the time you've hand-spread the filing and recomputed the ratios, the surprise is already in the price. Manual workflows can't clear the reaction window.
How Valuein does it
- 1
Pull the standardized numbers the moment it files
get_company_fundamentals returns the income statement, balance sheet, and cash flow already mapped to ~280 canonical concepts — no XBRL wrangling, every figure traced to the accepted filing.
- 2
Read the surprise, not just the print
get_earnings_signals surfaces the TTM EPS trend and YoY revenue surprise; compare_periods deltas this quarter against last and against guidance so you see the inflection, not the absolute.
- 3
Arm it for next time
create_alert on a filing-event condition pings you (dashboard / email / webhook) the next time the name files — so you're first to the next print, automatically.
In practice
You ask
NVDA just filed its 10-Q. Spread it, show me revenue & gross-margin vs the last 4 quarters, and flag any earnings-quality red flags.
Valuein returns
Revenue $X (+Y% QoQ, beat the 3-qtr trend), gross margin Z bps wider; accruals in line, no revenue-recognition flag. Every figure links to the accepted 10-Q on EDGAR.
The outcome
You act on the surprise inside the window instead of catching up to it — with numbers you can defend because each traces to the filing.
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Frequently asked
How fast is the data after a filing?
Pro refreshes on a 24h cycle; Institutional targets ~4h with intraday accepted_at timestamps and filing-event webhooks for near-real-time reaction.
Is every number traceable to the source filing?
Yes. Each fact carries its EDGAR acceptance timestamp and an identity hash; verify_fact_lineage links any value back to the exact filing it came from.
Related use cases
Do this with your own data — free.
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