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1 Markets I: The Ecosystem and Exchange-Traded Marketsالأسواق عبر الإنترنت 2 Markets II: Rates, FX and Creditالأسواق عبر الإنترنت 3 Markets III: Commodities, Energy and Cryptoالأسواق عبر الإنترنت 4 Quantitative Methodsالأساليب عبر الإنترنت 5 Derivatives and Volatilityالمشتقات عبر الإنترنت 6 Rates, Credit, XVA and Riskالفائدة والائتمان والمخاطر عبر الإنترنت 7 Research Craft: Predictors, Backtests, Measurement, Portfoliosالبحث عبر الإنترنت 8 Strategies I: Equities and Futuresالاستراتيجيات عبر الإنترنت 9 Strategies II: Volatility, Relative Value, Macro and the Bank Desksالاستراتيجيات عبر الإنترنت 10 Microstructure and Executionالتنفيذ عبر الإنترنت 11 Market Making and High-Frequency Tradingصناعة السوق عبر الإنترنت 12 Machine Learning for Marketsتعلم الآلة عبر الإنترنت 13 Low-Latency Softwareالتكنولوجيا عبر الإنترنت 14 Networks, Hardware and Trading Infrastructureالتكنولوجيا عبر الإنترنت 15 Research, Data and Risk Platformsالتكنولوجيا عبر الإنترنت 16 The Desk and the Firmالشركة عبر الإنترنت 17 The Industry: Firms, Roles and Careersالمسارات المهنية عبر الإنترنت 18 The Interview Bookالمسارات المهنية عبر الإنترنت
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Quantitative Finance · المسرد

ما معنى Fiscal period, filing lag؟

يُعرف أيضًا باسم: fiscal period · filing lag

Definition 11.1 Research Craft: Predictors, Backtests, Measurement, Portfolios · الفصل 11 — Fundamental, Analyst and Event Features

A fiscal period is the quarter or year an accounting report describes, identified by its start and end dates; the valid time of every number in the report is the period. The filing lag is the time from the period’s end to the filing of the report with the regulator.

The dates of a quarterly number, at the medians of ten large US companies’ first three fiscal quarters since 2013 (23 days to the earnings release, 29 to the 10-Q), with the SEC’s filing deadlines.
Figure 11.1. The dates of a quarterly number, at the medians of ten large US companies’ first three fiscal quarters since 2013 (23 days to the earnings release, 29 to the 10-Q), with the SEC’s filing deadlines.
Median days from the end of each of the first three fiscal quarters to the earnings release and to the 10-Q filing, ten companies, 2013 to 2026; the dashed line is the 40-day deadline. Some file with the release, some weeks later. Data: SEC EDGAR submissions, via rs_fetch_edgar.py.
Figure 11.2. Median days from the end of each of the first three fiscal quarters to the earnings release and to the 10-Q filing, ten companies, 2013 to 2026; the dashed line is the 40-day deadline. Some file with the release, some weeks later. Data: SEC EDGAR submissions, via rs_fetch_edgar.py.
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