Click to view the earnings moves in YPF
YPF Reports Earnings: A Familiar Pattern?
If you’ve been watching YPF Sociedad Anonima (YPF), today’s earnings release likely caught your eye—not just for the numbers, but for what the stock did next. Shares slipped 2% to $35.47, even as option traders bet on a bigger move (implied swing was ±9.4%). Is this par for the course—or does history suggest a surprise could be coming after the dust settles?
Earnings Day Stock Performance: A Mixed Track Record
Let’s dig into what typically happens to YPF around earnings dates. Looking back over the last 12 quarters, YPF stock averages a modest -0.8% return on earnings day—almost a coin toss between gains and losses (50% up days, 50% down days). The opening bell often brings a small positive gap of +1.2%—but history shows the real challenge comes after the open. The average drift from open to close is a decline of -2.0%, with shares finishing lower 75% of the time.
For those who watch intraday volatility, the numbers are just as revealing. The average move to the low is -4.7% versus just +1.9% to the high, showing a clear tilt toward the downside on earnings day.
Historical Earnings Day Summary
| Stock Performance | Earnings Move | Open Gap | Open to High | Open to Low | Open to Close |
|---|---|---|---|---|---|
| Average Return | -0.8% | +1.2% | +1.9% | -4.7% | -2.0% |
| % of Moves Up | 50.0% | 75.0% | 25.0% | ||
| % of Moves Down | 50.0% | 25.0% | 75.0% |
To explore the full data set and compare individual quarters, check the detailed earnings performance page for YPF.
Magnitude of the Moves: How Big Are the Swings?
On average, YPF doesn’t make huge moves on earnings day compared to the options market’s expectations. The absolute average return—meaning, just the size of the move, regardless of direction—is 2.4%, much smaller than today's option-implied ±9.4%. While the biggest move over the past three years hit 7.9%, most earnings days saw more modest changes.
| Stock Performance | Earnings Move | Open Gap | Open to High | Open to Low | Open to Close |
|---|---|---|---|---|---|
| Absolute Average Return | 2.4% | 1.9% | 1.9% | 4.7% | 2.9% |
| Max Absolute Return | 7.9% | 5.3% | 5.4% | 10.2% | 9.7% |
| Min Absolute Return | 0.1% | 0.2% | 0.0% | 2.0% | 0.4% |
What Happens After the Earnings Drop?
Here’s where things get interesting: YPF often finds its footing—and even rebounds—after earnings are released. In the days following the report, the average return trends positive: +2.7% three days after earnings with 75% of those periods moving higher. Two weeks out, the average return jumps to +7.9%.
| Stock Performance | 1 Day After Earnings | 2 Days After Earnings | 3 Days After Earnings | 1 Week After Earnings | 2 Weeks After Earnings |
|---|---|---|---|---|---|
| Average Return | +0.3% | +1.8% | +2.7% | +1.7% | +7.9% |
| % of Moves Up | 62.5% | 50.0% | 75.0% | 75.0% | 62.5% |
| % of Moves Down | 37.5% | 50.0% | 25.0% | 25.0% | 37.5% |
Takeaway: Will This Time Be the Same?
Options were pricing in a big swing for YPF this quarter, but the immediate move was tame compared to expectations. However, if the past is any guide, the next few days may be the real story. Will YPF repeat its tendency to bounce post-earnings, or could this quarter break the pattern? For traders and investors, it's a reminder that the initial move after earnings isn’t always the last word—sometimes, the trend picks up only after the headlines fade.
To track YPF’s historical earnings performance or run your own scenarios, head over to the YPF earnings stats page for more data.
Contact Information:
If you have feedback or concerns about the content, please feel free to reach out to us via email at support@marketchameleon.com.
About the Publisher - Marketchameleon.com:
Marketchameleon is a comprehensive financial research and analysis website specializing in stock and options markets. We leverage extensive data, models, and analytics to provide valuable insights into these markets. Our primary goal is to assist traders in identifying potential market developments and assessing potential risks and rewards.
NOTE: Stock and option trading involves risk that may not be suitable for all investors. Examples contained within this report are simulated and may have limitations. Average returns and occurrences are calculated from snapshots of market mid-point prices and were not actually executed, so they do not reflect actual trades, fees, or execution costs. This report is for informational purposes only, and is not intended to be a recommendation to buy or sell any security. Neither Market Chameleon nor any other party makes warranties regarding results from its usage. Past performance does not guarantee future results. Please consult a financial advisor before executing any trades. You can read more about option risks and characteristics at theocc.com.
The information is provided for informational purposes only and should not be construed as investment advice. All stock price information is provided and transmitted as received from independent third-party data sources. The Information should only be used as a starting point for doing additional independent research in order to allow you to form your own opinion regarding investments and trading strategies. The Company does not guarantee the accuracy, completeness or timeliness of the Information.
Disclosure: This article was generated with the assistance of AI