metadata
language:
- en
license: other
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_info:
features:
- name: symbol
dtype: string
- name: datetime
dtype: string
- name: surprise_probability
dtype: float64
- name: eps_surprise
dtype: float64
- name: actual_earning_result
dtype: float64
- name: estimated_earning
dtype: float64
- name: date_pub
dtype: string
- name: market_cap
dtype: float64
Dataset Information
Weekly Earnings Surprise metrics for publicly traded companies, provided by SOV.AI.
Each row represents a ticker's earnings report snapshot with probabilities and magnitudes of EPS surprises.
- Coverage: ~4,330+ tickers, history back to 2016-12-30
- Update cadence: Weekly (data typically lands late Friday 23:00–00:00 local time to the provider)
- Fields:
surprise_probability: Probability of an earnings surprise occurringeps_surprise: EPS surprise value (actual minus estimate)actual_earning_result: Actual reported EPSestimated_earning: Analyst consensus EPS estimatedate_pub: Publication datetime of the earnings reportmarket_cap: Market capitalization (USD)
Data Source
Data provided by SOV.AI.