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). | |