| 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 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. | |