Is the expected move a straddle implied move?

No. It is explicitly a one-standard-deviation estimate calculated from underlying price, annualized IV, and calendar days to expiry. The contract does not price a straddle.

Does analyze-earnings infer management guidance?

No. Guidance is reported as not available because the workflow does not ingest transcript text or infer a comparable management-guidance series.

Can AI predict stock prices with this MCP tool?

No. AI cannot predict stock prices with certainty, and this MCP tool does not promise future returns. It gives an agent bounded data or validation results that still require independent review, risk controls, and source checking.

Agent workflows

Earnings Intelligence MCP Tool for AI Agents

analyze-earnings returns bounded earnings intelligence for one exact active US-listed company or ADR. It includes the next event when known, four or eight normalized historical periods, EPS and revenue surprise summaries, timing-aware dividend-adjusted price reactions, analyst expectations, explicit guidance unavailability, and optional one-standard-deviation IV event risk.

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MCP tool name

analyze-earnings

Example prompt

Use Pineify analyze-earnings for AAPL at compact detail. Summarize EPS and revenue history, validate any price reactions, and label optional expected move as a one-standard-deviation IV estimate.

Direct answer

What analyze-earnings does

Compact detail uses four historical periods and two analyst horizons; standard uses eight periods and four horizons. Negative estimates are valid, while a zero estimate keeps the beat/miss/equal classification but makes surprise percent null.

The options event estimate uses underlying price × annualized IV × square root of calendar days divided by 365. It is not described as a straddle implied move and does not require real-time trade or quote records.

Contract

What the agent sends and receives

Inputs

`symbol`: one exact bare ticker for an active US-listed company or ADR with USD market data.
`detail: "compact" | "standard"`: optional; standard is the default and controls the fixed history and analyst-horizon bounds.
No quarter count, custom event window, transcript request, strategy, option contract, or provider selector is accepted.

Structured output

`earnings-intelligence-v1` structured content with `earnings-intelligence-methodology-v1` and explicit calculation labels.
Identity, optional next event, bounded history and summary, close-to-close reactions, analyst expectations, guidance status, optional options event risk, and deterministic risk flags.
Coverage, source times, warnings, nullable formula outputs, and partial status preserve missing event, price, analyst, expiry, IV, and provider boundaries.

Capabilities

Where this MCP tool fits

Normalize upcoming and historical earnings

Returns the next supported event inside 90 calendar days and bounded EPS/revenue actual, estimate, surprise, and classification records.

Calculate timing-aware reactions

Uses dividend-adjusted trading-day closes for before-market and after-market events while returning null for unsupported timing or baselines.

Add optional IV event risk

Selects the nearest supported post-event expiry and near-ATM call/put IV, Greeks, and open interest, including single-side coverage when necessary.

Agent workflow

A bounded call from question to review

1
Send one exact ticker
Use a bare symbol such as AAPL and select compact or standard detail.
2
Read history before optional event data
Confirm the historical EPS or revenue core is available, then inspect the next event, reactions, expectations, and options sections.
3
Verify formula labels and nulls
Keep zero-estimate surprise, unsupported timing, missing baselines, and missing IV as explicit nulls rather than inferred values.

Prompt examples

Questions an agent can route to this tool

"Use Pineify analyze-earnings for AAPL at compact detail. Summarize EPS and revenue history, validate any price reactions, and label optional expected move as a one-standard-deviation IV estimate."

"Analyze MSFT earnings at standard detail. Separate confirmed from estimated events and report every coverage gap without inferring management guidance."

Operator notes

How I review the result

I preserve the event timing and trading-day baseline used by each price reaction instead of comparing arbitrary calendar closes.

I call the options value a one-standard-deviation IV estimate and keep call-only, put-only, or missing-IV coverage visible.

Boundaries to keep in the prompt

The next event may be empty, and compact or standard history is capped at four or eight periods. The tool does not accept arbitrary history windows.
Guidance is explicitly `not_available`; the workflow does not read transcript text or infer management guidance trends.
Options event risk can be empty or partial and is based on IV, Greeks, and open interest. It is not a straddle price, live quote, options strategy, or recommendation.
The tool does not predict earnings, prices, or returns and does not provide personalized investment advice.

Pineify MCP is an information and code-validation tool, not investment advice. It does not promise returns, place trades, or modify a portfolio. Review timestamps, source fields, code diagnostics, and risk assumptions before acting.

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