--- 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).