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metadata
language:
  - en
license: other
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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 occurring
    • eps_surprise: EPS surprise value (actual minus estimate)
    • actual_earning_result: Actual reported EPS
    • estimated_earning: Analyst consensus EPS estimate
    • date_pub: Publication datetime of the earnings report
    • market_cap: Market capitalization (USD)

Data Source

Data provided by SOV.AI.