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

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Dataset Structure

Data Instances

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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

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

Annotations

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Personal and Sensitive Information

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Considerations for Using the Data

Social Impact of Dataset

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Discussion of Biases

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Other Known Limitations

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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