-
Summary
As earnings season approaches, investors and corporate leaders face the challenge of separating signal from noise in a rapidly shifting macro and cost environment. This session explores how sell-side expectations and supply-chain relationships can be combined to create a clearer, forward-looking view of earnings risk and resilience.
The discussion examines how analyst estimate revisions evolve through earnings season, how cost and margin pressures propagate through customer-supplier networks, and how these signals can be monitored in real time using integrated datasets from Visible Alpha, Business Relationship Analytics, and ProntoNLP.
What You’ll Learn
- How sell-side revisions behave through earnings season
- How supply-chain relationships transmit cost and margin pressure
- How to monitor earnings risk using integrated datasets
- How to apply a repeatable framework across reporting cycles
Who Should Attend?
- Equity investors
- Earnings-focused analysts
- Risk and portfolio managers
Speakers
S&P Global Market Intelligence
Daniel Sandberg
Global Head of Quantitative Research & Solutions
Daniel J. Sandberg, PhD, CFA is a thought-leader at the intersection of data science, finance, and mathematics. After 9 years studying the physical sciences, Dan decided to apply his quantitative skill set to the field of equity research. In his current role, Dan leads original research projects, validates new alternative data sets, and builds better technology for Investment Management professionals.
S&P Global Market Intelligence
Samrudhi Kaulapure
Quantitative Researcher, Quantitative Research & Solutions
Samrudhi Kaulapure is a Quantitative Researcher at S&P Global with a background in factor research and systematic investing. Her work includes developing and redesigning factors, productionising global risk factors, and building/testing signals using Python. She has also supported research automation and production processes across investment research workflows. She holds a Master’s degree in Finance from Illinois Institute of Technology’s Stuart School of Business and a B.E. in Electronics and Telecommunication Engineering from Fr. Conceicao Rodrigues Institute of Technology.
S&P Global Market Intelligence
Liam Hynes
Head of New Product Development – Public Markets
Liam Hynes serves as the Global Head of New Product Development. In this role, he leads strategic product innovation, driving the development of cutting-edge research & solutions across the firm’s extensive data and analytics platforms. His work spans the entire solution life cycle from proof-of-concept development, business assessment, beta client engagement, blueprint creation, product development, go-to-market strategies and commercialisation. Under Liam’s leadership, the team has delivered impactful research such as Questioning the Answers, blueprint solutions such as QTA & Ripple Effect and product launches with CCDE.
Before assuming his current role, Liam served as Head of ESG & Quant Specialists, EMEA, advising S&P clients on quantitative modelling, climate risk assessments, and alternative data integration. Prior to S&P Global, he was Founding Partner & Portfolio Manager at Monreith Capital LLP, managing a Global Financials Hedge Fund. He also held senior investment roles at Liontrust Asset Management and Occam Assest Management, focusing on emerging markets and commodities.
Liam is currently pursuing a PhD in AI & Finance from Kemmy Business School, where his research covers natural language processing, network theory, and AI-driven executive sentiment & behavioural analysis. He has also earned a BSc (Hons) in Mathematics from the University of Limerick and holds a Machine Learning certification from Stanford University.
Questions?
Please contact us if you need more information or have trouble accessing the webinar.