How Will Tyson Foods Stock React To Its Upcoming Earnings?
Tyson Foods (NYSE:TSN) is set to report its earnings on Monday, May 4, 2026. The company has $23 Bil in current market capitalization. Revenue over the last twelve months was $55 Bil, and it was operationally profitable with $1.2 Bil in operating profits and net income of $200 Mil. While the post-earnings stock reaction will depend on how the results and outlook stack up against investor expectations, a detailed look at historical results can aid you if you are an event-driven trader.
Here is how: either understand the historical odds and position yourself prior to the earnings announcement, or look at the correlation between immediate and medium-term returns post earnings and enter a trade one day after the announcement.
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Tyson Foods’s Historical Odds Of Positive Post-Earnings Return
Some observations on one-day (1D) post-earnings returns:
- There are 20 earnings data points recorded over the last five years, with 12 positive and 8 negative one-day (1D) returns observed. In summary, positive 1D returns were seen about 60% of the time.
- However, this percentage decreases to 58% if we consider data for the last 3 years instead of 5.
- Median of the 12 positive returns = 2.3%, and median of the 8 negative returns = -5.1%
Additional data for observed 5-Day (5D) and 21-Day (21D) returns post earnings are summarized along with the statistics in the table below.
| Forward Returns | |||
|---|---|---|---|
| Earnings Date | 1D | 5D | 21D |
| 2/2/2026 | 0.6% | -0.1% | -2.8% |
| 11/10/2025 | 2.3% | 2.5% | 10.4% |
| 8/4/2025 | 2.4% | 8.6% | 8.6% |
| 5/5/2025 | -7.7% | -9.0% | -7.4% |
| 2/3/2025 | 2.2% | 2.6% | 8.0% |
| 11/12/2024 | 6.5% | 9.7% | 6.1% |
| 8/5/2024 | 2.1% | 0.8% | 6.7% |
| 5/6/2024 | -5.7% | -3.8% | -7.7% |
| 2/5/2024 | 2.0% | -6.7% | -3.8% |
| 11/13/2023 | -2.8% | 3.8% | 8.0% |
| 8/7/2023 | -3.8% | -2.2% | -6.8% |
| 5/8/2023 | -16.4% | -19.5% | -16.1% |
| 2/6/2023 | -4.6% | -5.7% | -8.1% |
| 11/14/2022 | -3.8% | -2.8% | -3.5% |
| 8/8/2022 | -8.4% | -6.5% | -16.0% |
| 5/9/2022 | 2.2% | -0.9% | -2.2% |
| 2/7/2022 | 12.2% | 11.0% | 5.1% |
| 11/15/2021 | 3.5% | 0.3% | 6.2% |
| 8/9/2021 | 8.7% | 15.2% | 9.3% |
| 5/10/2021 | 0.0% | 1.9% | -0.1% |
| SUMMARY STATS | |||
| # Positive | 12 | 10 | 9 |
| # Negative | 8 | 10 | 11 |
| Median Positive | 2.3% | 3.2% | 8.0% |
| Median Negative | -5.1% | -4.8% | -6.8% |
| Max Positive | 12.2% | 15.2% | 10.4% |
| Max Negative | -16.4% | -19.5% | -16.1% |
Correlation Between 1D, 5D and 21D Historical Returns
A relatively less risky strategy (though not useful if the correlation is low) is to understand the correlation between short-term and medium-term returns post earnings, find a pair that has the highest correlation, and execute the appropriate trade. For example, if 1D and 5D show the highest correlation, a trader can position themselves “long” for the next 5 days if the 1D post-earnings return is positive. Here is some correlation data based on a 5-year and a 3-year (more recent) history. Note that the correlation 1D_5D refers to the correlation between 1D post-earnings returns and subsequent 5D returns.
| History | 1D_5D | 1D_21D | 5D_21D |
|---|---|---|---|
| 5Y History | -11.2% | -4.9% | -27.2% |
| 3Y History | -1.6% | 8.0% | -19.5% |
Is There Any Correlation With Peer Earnings?
Sometimes, peer performance can have an influence on post-earnings stock reaction. In fact, the pricing-in might begin before the earnings are announced. Here is some historical data on the past post-earnings performance of Tyson Foods stock compared with the stock performance of peers that reported earnings just before Tyson Foods. For fair comparison, peer stock returns also represent post-earnings one-day (1D) returns.
| 1D Return | Peer Post-Earnings 1D Return | |
|---|---|---|
| TSN Earnings Dates | TSN | CAG |
| 8/4/2025 | 2.4% | -2.3% |
| 8/5/2024 | 2.1% | 7.0% |
| 8/7/2023 | -3.8% | -2.2% |
| 8/8/2022 | -8.4% | 4.4% |
| 8/9/2021 | 8.7% | -1.5% |
| CORRELATION | -19.3% |
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