BF.B Earnings History

Brown-Forman Corporation (BF.B) operates in the Consumer Defensive sector, specifically the Beverages - Wineries & Distilleries industry, with a market capitalization near $12.10B, listed on NYSE, employing roughly 5,700 people, carrying a beta of 0.35 to the broader market. Brown-Forman Corporation, together with its subsidiaries, manufactures, distills, bottles, imports, exports, markets, and sells various alcoholic beverages. Led by Lawson E. Whiting, public since 1980-03-17.

Brown-Forman Corporation has beat EPS estimates in 2 of the last 6 quarters.

DateEPS Est.EPS ActualSurpriseRevenue Est.Revenue Actual
Jun 4, 20260.32N/AN/A$877.5MN/A
Mar 4, 20260.470.58N/A$1.00B$1.06B
Aug 28, 20250.470.36N/A$1.02B$924.0M
Jun 3, 20250.340.31N/A$967.1M$894.0M
Mar 4, 20250.460.43N/A$987.7M$1.03B
Dec 5, 20240.490.55N/A$1.10B$1.09B

What BF.B's Earnings History Tells Options Traders

Brown-Forman Corporation has missed estimates more often than it has beat them (only 2 beats in 6 reports). Names with poor beat-rate history typically carry richer downside skew going into earnings and produce larger post-event moves on misses, conditions where put-spread or long-vol structures may carry edge over premium-selling. Beat rate is one input to event-driven sizing; pair it with the implied-vs-realized volatility view, the current IV rank, and the put-call skew going into the print. Surprise magnitude matters as much as direction - an in-line beat with conservative guidance can produce a larger negative move than a missed quarter with raised forward guidance. The earnings table above shows the most recent six reported quarters; for the full multi-year history including revenue growth trajectory and EPS guidance trends, the per-ticker fundamentals view aggregates the underlying GAAP filings.

How Earnings Drive BF.B Options Pricing

Earnings events are the largest single driver of single-name implied volatility in equity options markets. Pre-event, IV inflates over the two-to-three week run-up as the binary uncertainty of the print compounds; the IV rank typically peaks the day before the announcement. Post-event, IV crushes back toward the realized-volatility baseline as uncertainty resolves. The magnitude of the crush depends on how stretched pre-event IV was relative to the eventual realized move - an oversized pre-event IV with an undersized realized move produces the cleanest premium-selling outcome, while a stretched IV that still under-prices a tail move on the print produces the cleanest long-vol outcome.

The catalyst calendar for BF.B matters beyond the headline EPS surprise. Forward guidance revisions, capital-allocation changes (dividend hikes, buyback authorizations, M&A announcements), and segment-level performance discussions can drive larger post-event moves than the headline beat or miss. Pair the earnings beat-rate read above with the upcoming-event calendar and the IV-rank view to size pre-event and post-event positioning; for short-vol structures the goal is to be long premium-rich and to harvest the IV crush, while for long-vol structures the goal is to own gamma cheap into a regime where the realized move is likely to exceed the implied move.

Frequently asked BF.B earnings questions

How often does BF.B beat earnings estimates?
Brown-Forman Corporation (BF.B) has beat consensus EPS estimates in 2 of the last 6 quarters. The table above shows estimate, actual, surprise percent, and revenue figures per quarter. Beat-rate matters less than the *pattern* of beats and misses: a name with a consistent beat history sees implied-vol expansion ahead of the print and a sharp IV crush after.
What was BF.B's last reported earnings?
The most recent reported quarter is Jun 4, 2026. Revenue, EPS, and prior-quarter comparisons are in the table above. Subsequent estimates and analyst-revisions live on the analyst-ratings page.
How do BF.B earnings drive options pricing?
Earnings events are the single largest driver of single-name implied volatility in equity options markets. Pre-event, IV inflates as the market prices the binary outcome (beat / miss / guidance change). Post-event, IV crushes as uncertainty resolves. The size of the crush is a function of how stretched pre-event IV was relative to the realized move: an oversized pre-event IV with an undersized move produces the cleanest premium-selling result. Pair BF.B earnings history with the implied-vs-realized volatility view to size pre-event positioning.
When does BF.B report next?
Next-quarter earnings dates are typically announced by the company 3-6 weeks ahead. Check the earnings-calendar page or company investor-relations site for the confirmed date. Pre-event IV typically begins building 2-3 weeks before the announcement and peaks the day before.