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Record W3135249701

Does the Income Statement Have Predictive Value

2014· article· en· W3135249701 on OpenAlexaff
Camillo Lento, Naqi Sayed, Lisha Zhang

Bibliographic record

VenueSSRN Electronic Journal · 2014
Typearticle
Languageen
FieldBusiness, Management and Accounting
TopicFinancial Reporting and Valuation Research
Canadian institutionsLakehead University
Fundersnot available
KeywordsIncome statementNet incomeEarningsRevenueEconomicsCash flow statementFinancial statementActuarial scienceComprehensive incomeOperating cash flowAccrualEconometricsRevenue recognitionCash flowAccountingGross incomeBalance sheetAuditPublic economicsFinancial accountingAccounting information system
DOInot available

Abstract

fetched live from OpenAlex

This study investigates the predictive value of three key income statement line items: revenues, gross margin and net income (earnings). The income statement line items are tested to determine if they can predict a firm’s future performance in both the short-run and long-run across three broad measure: 1) a market-based measure (change in future stock price); 2) a cash-based measure (change in future cash flows); and 3) an accrual-based measure (change in return on assets). The study analyzes data from 5,244 firm-quarter observations using Standard & Poor’s 500 firms from 1998-2007. The results reveal that earnings are the most robust indicator of a firm’s future performance in the short-run and long-run, followed by gross margin and then revenues. Overall, this study suggests that the income statement does have predictive value, and that the predictive value increases as more cost information is presented. These results are significant for investors, boards of directors, and standard setters. In regards to standard setters, the results support the recognition, measurement and presentation standards for the income statement but suggest that further refinements to improve predictive ability are warranted.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.009
metaresearch head score (Gemma)0.001
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.090
Threshold uncertainty score0.488

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0090.001
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0010.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.001
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.013
GPT teacher head0.278
Teacher spread0.265 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designTheoretical or conceptual
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations0
Published2014
Admission routes1
Has abstractyes

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