metadata

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
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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.