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?

O Earnings surprises are astrong prodictor of etock prico reacions.

O Earnings supprises aro not a good predicor of stock pricercications.

Earnings surpises are good predictor of stock prict regetions when they are postivo.