Dataset Card for "earnings-surprise-sp500"

Dataset Summary

The earnings-surprise-sp500 dataset provides information about the earnings surprises of the S&P 500 index constituents. An earnings surprise occurs when a company's reported quarterly or annual profits are above or below analysts' expectations.

Supported Tasks and Leaderboards

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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 (string): A string indicating the date of the earnings release.
• id (int64): A unique identifier for each earnings surprise event.
• fiscal_qtr_end (string): A string indicating the end of the fiscal quarter for which earnings are reported.
• date_reported (timestamp[ns]): The exact timestamp when the earnings were reported.
• eps (float64): The Earnings Per Share (EPS) reported by the company for the period.
• consensus_forecast (string): The consensus forecast for the EPS among analysts before the earnings were released.
• percentage_surprise (string): The percentage by which the reported EPS differed from the consensus forecast, representing the earnings surprise.

Data Splits

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Dataset Creation

Curation Rationale

The earnings-surprise-sp500 dataset was curated to facilitate the study of earnings surprises and their impact on stock prices.

Source Data

The data was collected from various financial data providers and normalized for this dataset.

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

Licensing Information

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

Citation Information

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

Contributions

Thanks to @edarchimbaud for adding this dataset.