symbol
stringlengths
1
5
date
unknown
eps_estimate
float64
-175,140
2.6M
⌀
reported_eps
float64
-927,840
1.67M
⌀
surprise
float64
-33,233.33
3.3M
⌀
A
"2000-02-17T05:00:00"
0.22
0.3
33.67
A
"2000-05-16T05:00:00"
0.32
0.35
9.69
A
"2000-08-17T05:00:00"
0.2
0.39
95
A
"2000-11-20T05:00:00"
0.54
0.73
36.31
A
"2001-02-20T05:00:00"
0.45
0.51
13.56
A
"2001-05-17T05:00:00"
0.26
0.11
-57.58
A
"2001-08-20T05:00:00"
-0.35
-0.24
31.15
A
"2001-11-15T05:00:00"
-0.58
-0.6
-3.55
A
"2002-02-19T05:00:00"
-0.43
-0.29
32.89
A
"2002-05-16T05:00:00"
-0.23
-0.31
-34.05
A
"2002-08-19T05:00:00"
-0.15
-0.31
-106.67
A
"2002-11-18T05:00:00"
-0.12
null
100
A
"2003-02-21T05:00:00"
-0.25
-0.23
9.8
A
"2003-05-19T05:00:00"
-0.15
-0.15
0.66
A
"2003-08-18T05:00:00"
-0.07
-0.02
70.27
A
"2003-11-17T05:00:00"
0.05
0.15
177.78
A
"2004-02-17T05:00:00"
0.22
0.21
-4.11
A
"2004-05-17T05:00:00"
0.24
0.24
0.84
A
"2004-08-12T05:00:00"
0.28
0.3
9.09
A
"2004-11-11T05:00:00"
0.31
0.3
-2.28
A
"2005-02-14T05:00:00"
0.19
0.2
6.95
A
"2005-05-16T05:00:00"
0.2
0.2
null
A
"2005-08-15T05:00:00"
0.26
0.28
7.69
A
"2005-11-14T05:00:00"
0.37
0.38
2.67
A
"2006-02-13T05:00:00"
0.3
0.32
6.67
A
"2006-05-15T05:00:00"
0.37
0.4
7.62
A
"2006-08-14T05:00:00"
0.42
0.46
9
A
"2006-11-14T05:00:00"
0.54
0.52
-2.8
A
"2007-02-15T05:00:00"
0.39
0.39
1.11
A
"2007-05-14T05:00:00"
0.44
0.43
-2.27
A
"2007-08-14T05:00:00"
0.49
0.48
-1.03
A
"2007-11-15T05:00:00"
0.52
0.53
2.17
A
"2008-02-13T05:00:00"
0.41
0.42
2.13
A
"2008-05-14T05:00:00"
0.48
0.51
5.93
A
"2008-08-14T05:00:00"
0.54
0.53
-2.11
A
"2008-11-14T05:00:00"
0.59
0.62
5.31
A
"2009-02-17T05:00:00"
0.28
0.2
-29.29
A
"2009-05-14T05:00:00"
0.13
0.13
2.02
A
"2009-08-17T05:00:00"
0.11
0.15
41
A
"2009-11-13T05:00:00"
0.23
0.32
37.4
A
"2010-02-12T05:00:00"
0.32
0.38
18.5
A
"2010-05-17T05:00:00"
0.41
0.43
3.93
A
"2010-08-16T05:00:00"
0.48
0.54
13.16
A
"2010-11-12T05:00:00"
0.6
0.65
8.23
A
"2011-02-14T05:00:00"
0.57
0.6
4.35
A
"2011-05-13T05:00:00"
0.65
0.74
14.28
A
"2011-08-15T05:00:00"
0.73
0.77
5.59
A
"2011-11-15T05:00:00"
0.81
0.84
4.25
A
"2012-02-15T05:00:00"
0.69
0.69
0.29
A
"2012-05-14T05:00:00"
0.73
0.78
6.76
A
"2012-08-15T05:00:00"
0.83
0.79
-4.66
A
"2012-11-19T05:00:00"
0.8
0.86
7.55
A
"2013-02-14T05:00:00"
0.67
0.63
-5.62
A
"2013-05-14T05:00:00"
0.67
0.77
15.5
A
"2013-08-14T05:00:00"
0.62
0.68
9.51
A
"2013-11-14T05:00:00"
0.76
0.81
6.61
A
"2014-02-13T05:00:00"
0.66
0.67
1.41
A
"2014-05-14T05:00:00"
0.73
0.72
-0.78
A
"2014-08-14T17:00:00"
0.74
0.78
5.7
A
"2014-11-17T16:00:00"
0.89
0.88
-0.92
A
"2015-02-17T16:00:00"
0.41
0.41
-0.52
A
"2015-05-18T17:00:00"
0.39
0.38
-1.46
A
"2015-08-17T17:00:00"
0.41
0.44
8.2
A
"2015-11-16T16:00:00"
0.47
0.5
5.82
A
"2016-02-16T16:00:00"
0.43
0.46
6.36
A
"2016-05-16T17:00:00"
0.39
0.44
13.01
A
"2016-08-17T17:00:00"
0.47
0.49
4.6
A
"2016-11-15T16:00:00"
0.52
0.59
13.31
A
"2017-02-14T16:00:00"
0.49
0.53
8.16
A
"2017-05-22T17:00:00"
0.48
0.58
19.94
A
"2017-08-15T17:00:00"
0.52
0.59
13.1
A
"2017-11-20T16:00:00"
0.62
0.67
7.32
A
"2018-02-14T16:00:00"
0.58
0.66
13.79
A
"2018-05-14T17:00:00"
0.64
0.65
1.19
A
"2018-08-14T17:00:00"
0.63
0.67
6.81
A
"2018-11-19T16:00:00"
0.74
0.81
10.07
A
"2019-02-20T16:00:00"
0.73
0.76
4.02
A
"2019-05-14T17:00:00"
0.72
0.71
-0.75
A
"2019-08-14T17:00:00"
0.72
0.76
5.17
A
"2019-11-25T16:00:00"
0.85
0.89
4.14
A
"2020-02-18T16:00:00"
0.81
0.81
0.1
A
"2020-05-21T17:00:00"
0.61
0.71
17.16
A
"2020-08-18T17:00:00"
0.66
0.78
17.73
A
"2020-11-23T16:00:00"
0.93
0.98
5.54
A
"2021-02-16T16:00:00"
0.89
1.06
18.63
A
"2021-05-25T17:00:00"
0.83
0.97
17.34
A
"2021-08-17T17:00:00"
0.99
1.1
10.9
A
"2021-11-22T16:00:00"
1.17
1.21
2.98
A
"2022-02-22T16:00:00"
1.18
1.21
2.87
A
"2022-05-24T17:00:00"
1.12
1.13
0.87
A
"2022-08-16T17:00:00"
1.2
1.34
11.75
A
"2022-11-21T16:00:00"
1.39
1.53
10.38
A
"2023-02-28T16:00:00"
1.3
1.37
5.04
A
"2023-05-23T17:00:00"
1.26
1.27
0.62
A
"2023-08-15T17:00:00"
1.36
1.43
4.8
A
"2023-11-20T10:00:00"
1.35
null
null
A
"2024-02-26T10:00:00"
null
null
null
A
"2024-02-26T21:00:00"
null
null
null
A
"2024-05-21T11:00:00"
null
null
null
A
"2024-08-13T11:00:00"
null
null
null

Dataset Card for "earnings-sp500"

Dataset Summary

The earnings-sp500 dataset provides information on earnings reports of companies in the S&P 500 index.

Supported Tasks and Leaderboards

The dataset can be used to analyze and predict earnings surprises for companies in the S&P 500 index. It can be used to develop models for financial analysis and trading strategies.

Languages

[N/A]

Dataset Structure

Data Instances

[N/A]

Data Fields

  • symbol (string): A string representing the ticker symbol or abbreviation used to identify the company.
  • date (timestamp[ns, tz=EST]): A timestamp indicating the date of the earnings report. The timestamps are in the Eastern Standard Time (EST) timezone.
  • eps_estimate (float64): A floating-point number representing the estimated earnings per share (EPS) for the company.
  • reported_eps (float64): A floating-point number representing the reported earnings per share (EPS) for the company.
  • surprise (float64): A floating-point number representing the surprise factor, calculated as the difference between the reported EPS and the estimated EPS.

Data Splits

A single split, called train.

Dataset Creation

Curation Rationale

The earnings-sp500 dataset was created to provide data on earnings reports of companies in the S&P 500 index for research and analysis purposes.

Source Data

Initial Data Collection and Normalization

The data was collected from various financial sources and normalized for consistency.

Annotations

Annotation Process

[N/A]

Who are the Annotators?

[N/A]

Personal and Sensitive Information

[N/A]

Considerations for Using the Data

Social Impact of Dataset

[N/A]

Discussion of Biases

[N/A]

Other Known Limitations

[N/A]

Additional Information

Dataset Curators

The earnings-sp500 dataset was collected by https://edarchimbaud.substack.com.

Licensing Information

The earnings-sp500 dataset is licensed under the MIT License.

Citation Information

https://edarchimbaud.substack.com, earnings-sp500 dataset, GitHub repository, https://github.com/edarchimbaud

Contributions

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