|
|
|
--- |
|
language: |
|
- en |
|
license: other |
|
task_categories: |
|
- tabular-regression |
|
features: |
|
- name: symbol |
|
dtype: string |
|
- name: date |
|
dtype: string |
|
- name: reportedDate |
|
dtype: string |
|
- name: reportedEPS |
|
dtype: float64 |
|
- name: estimatedEPS |
|
dtype: float64 |
|
- name: surprise |
|
dtype: float64 |
|
- name: surprisePercentage |
|
dtype: float64 |
|
- name: reportTime |
|
dtype: string |
|
extra_gated_prompt: "To get access to this dataset, you must subscribe to Papers With Backtest. To subscribe, go to https://paperswithbacktest.com/ > Login > Choose Your Plan > Subscribe." |
|
--- |
|
# Dataset Information |
|
|
|
This dataset includes quarterly earnings reports for various US stocks. |
|
|
|
## Instruments Included |
|
|
|
- 7000+ US Stocks |
|
|
|
## Dataset Columns |
|
|
|
- `symbol`: The stock ticker or financial instrument identifier associated with the data. |
|
- `date`: The end date of the fiscal period for which the financial data is reported. |
|
- `reported_date`: The actual date on which the company reported its earnings or financial results. |
|
- `reported_eps`: The earnings per share (EPS) that the company actually reported, representing its profitability on a per-share basis. |
|
- `estimated_eps`: The earnings per share (EPS) that analysts or financial experts estimated prior to the actual report, reflecting market expectations. |
|
- `surprise`: The difference between the reported EPS and the estimated EPS, indicating whether the company exceeded or fell short of expectations. |
|
- `surprise_percentage`: The percentage difference between the reported EPS and the estimated EPS, providing a relative measure of the earnings surprise. |
|
- `report_time`: The time of day when the earnings report was released, often categorized as "Before Market Open" (BMO) or "After Market Close" (AMC). |
|
|
|
## Data Splits |
|
|
|
The data is split into a training set. |
|
|
|
## Dataset Maintenance |
|
|
|
The dataset is updated on a monthly basis by [Papers With Backtest](https://paperswithbacktest.com). |
|
|