You need to agree to share your contact information to access this dataset
This repository is publicly accessible, but you have to accept the conditions to access its files and content.
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.
Log in or Sign Up to review the conditions and access this dataset content.
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.
- Downloads last month
- 23