---
title: Earnings Forecast Accuracy
url: https://www.ml-quant.com/papers/ssrn/4827682/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4827682
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4827682
featured: 2024-05-15
citations: unknown
topic: Econometrics & Forecasting
---


# Earnings Forecast Accuracy

The study examines the link between model-based earnings forecast accuracy and portfolios sorted on implied cost of capital, highlighting that machine learning models provide the highest return spreads and the importance of considering transaction costs in financial analysis.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4827682
- Identifier: SSRN 4827682
- Released: 2024-03-14
- First featured: Quant Letter No. 49 (2024-05-15): https://www.ml-quant.com/issues/2024-05-15/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Econometrics & Forecasting

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