Datasets:
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). | |