Morgan Stanley
May 10, 2026
Quant Driven Earnings Ideas
Market ReportEquitiesCommunication ServicesConsumer Staples
Morgan Stanley identifies US and European stocks poised for earnings surprises in May 2026 using a quantitative composite score combined with fundamental analyst ratings.
Key Takeaways
- 1.The Earnings Surprise Composite is derived from three main factors: Earnings Forecast Landscape, Earnings Quality, and Broader Forecast Dynamics.
- 2.The live strategy performance since 2024 shows high risk-adjusted returns with a Sharpe ratio of 1.15 in the US and 0.94 in Europe.
- 3.The report integrates quantitative composite scores with fundamental analyst ratings (Overweight/Underweight) to identify 'quantamental' opportunities.
Table of Contents
- Key Takeaways
- Quant Driven Earnings Ideas
- Live Performance Review
- Disclosure Section
- Analyst Certification
- Global Research Conflict Management Policy
- Important Regulatory Disclosures on Subject Companies
- STOCK RATINGS
- Global Stock Ratings Distribution
- Analyst Stock Ratings
- Analyst Industry Views
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Authors
Ronald HoStephan M KesslerRakhi AroraStephan HellerUkyo Haraguchi
Securities
AMATINTU.ONVDA.OABNd.ASMSCI USHEI.N
Themes
Quantamental InvestingSystematic Earnings Surprise Forecasting
Regions
North AmericaEuropeUnited StatesNetherlandsItaly