Based on the attached EA screen showing the recent quarterly aggregate surprise earnings of the $12$ S&P$500$ sectors and their following $1-$day price reaction, what can we infer about the predictability of earnings surprises on price reactions?

Eamiegs arprimp are pistrong predictor of etock pice reactions.

Earmings suprifer ark good pedictor of elock price meactions when they are postive.