Wall Street Horizon Adds Impact Measures to Earnings Dates

The vendor's Datebreaks dataset now provides measures of the standard deviation of an event change versus a company's historical pattern of scheduling earnings dates.

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Woburn, Mass.-based events data provider Wall Street Horizon (WSH) will next week release version 3 of its Datebreaks database of corporate earnings date changes, including new features designed to make the data more valuable by providing context around a date change.

Previous versions of Datebreaks would alert users to the specific point in time when a company changed the date of an earnings announcement, and provided the old and rescheduled date and time. WSH’s data consistently shows

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