symbol
string
| date
string
| id
int64
0
4
| fiscal_end
string
| consensus_eps_forecast
float64
-7.99
120
| high_eps_forecast
float64
-7.99
429
| low_eps_forecast
float64
-7.99
106
| no_of_estimates
int64
1
25
| up
int64
0
15
| down
int64
0
22
|
|---|---|---|---|---|---|---|---|---|---|
"A" | "2023-05-27" | 0 | "Jul 2023" | 1.37 | 1.37 | 1.36 | 7 | 0 | 5 |
"A" | "2023-05-27" | 1 | "Oct 2023" | 1.61 | 1.63 | 1.6 | 6 | 1 | 3 |
"A" | "2023-05-27" | 2 | "Jan 2024" | 1.46 | 1.49 | 1.42 | 4 | 0 | 3 |
"A" | "2023-05-27" | 3 | "Apr 2024" | 1.43 | 1.46 | 1.39 | 4 | 1 | 1 |
"A" | "2023-05-27" | 4 | "Jul 2024" | 1.5 | 1.58 | 1.42 | 4 | 0 | 3 |
"A" | "2023-05-28" | 0 | "Jul 2023" | 1.37 | 1.37 | 1.36 | 7 | 0 | 5 |
"A" | "2023-05-28" | 1 | "Oct 2023" | 1.61 | 1.63 | 1.6 | 6 | 1 | 3 |
"A" | "2023-05-28" | 2 | "Jan 2024" | 1.46 | 1.49 | 1.42 | 4 | 0 | 3 |
"A" | "2023-05-28" | 3 | "Apr 2024" | 1.43 | 1.46 | 1.39 | 4 | 1 | 1 |
"A" | "2023-05-28" | 4 | "Jul 2024" | 1.5 | 1.58 | 1.42 | 4 | 0 | 3 |
"A" | "2023-05-29" | 0 | "Jul 2023" | 1.37 | 1.37 | 1.36 | 7 | 0 | 5 |
"A" | "2023-05-29" | 1 | "Oct 2023" | 1.61 | 1.63 | 1.6 | 6 | 1 | 3 |
"A" | "2023-05-29" | 2 | "Jan 2024" | 1.46 | 1.49 | 1.42 | 4 | 0 | 3 |
"A" | "2023-05-29" | 3 | "Apr 2024" | 1.44 | 1.46 | 1.39 | 4 | 2 | 1 |
"A" | "2023-05-29" | 4 | "Jul 2024" | 1.5 | 1.58 | 1.42 | 4 | 0 | 3 |
"A" | "2023-05-30" | 0 | "Jul 2023" | 1.37 | 1.37 | 1.36 | 7 | 0 | 5 |
"A" | "2023-05-30" | 1 | "Oct 2023" | 1.61 | 1.63 | 1.6 | 6 | 1 | 3 |
"A" | "2023-05-30" | 2 | "Jan 2024" | 1.46 | 1.49 | 1.42 | 4 | 0 | 3 |
"A" | "2023-05-30" | 3 | "Apr 2024" | 1.44 | 1.46 | 1.39 | 4 | 2 | 1 |
"A" | "2023-05-30" | 4 | "Jul 2024" | 1.5 | 1.58 | 1.42 | 4 | 0 | 3 |
"A" | "2023-05-31" | 0 | "Jul 2023" | 1.37 | 1.37 | 1.36 | 7 | 0 | 5 |
"A" | "2023-05-31" | 1 | "Oct 2023" | 1.61 | 1.63 | 1.6 | 6 | 1 | 3 |
"A" | "2023-05-31" | 2 | "Jan 2024" | 1.46 | 1.49 | 1.42 | 4 | 0 | 1 |
"A" | "2023-05-31" | 3 | "Apr 2024" | 1.44 | 1.46 | 1.39 | 4 | 2 | 0 |
"A" | "2023-05-31" | 4 | "Jul 2024" | 1.5 | 1.58 | 1.42 | 4 | 0 | 1 |
"A" | "2023-06-01" | 0 | "Jul 2023" | 1.37 | 1.37 | 1.36 | 7 | 0 | 5 |
"A" | "2023-06-01" | 1 | "Oct 2023" | 1.61 | 1.63 | 1.6 | 6 | 1 | 3 |
"A" | "2023-06-01" | 2 | "Jan 2024" | 1.46 | 1.49 | 1.42 | 4 | 0 | 0 |
"A" | "2023-06-01" | 3 | "Apr 2024" | 1.44 | 1.46 | 1.39 | 4 | 2 | 0 |
"A" | "2023-06-01" | 4 | "Jul 2024" | 1.5 | 1.58 | 1.42 | 4 | 0 | 0 |
"A" | "2023-06-02" | 0 | "Jul 2023" | 1.37 | 1.37 | 1.36 | 7 | 0 | 5 |
"A" | "2023-06-02" | 1 | "Oct 2023" | 1.61 | 1.63 | 1.6 | 6 | 1 | 3 |
"A" | "2023-06-02" | 2 | "Jan 2024" | 1.46 | 1.49 | 1.42 | 4 | 0 | 0 |
"A" | "2023-06-02" | 3 | "Apr 2024" | 1.44 | 1.46 | 1.39 | 4 | 2 | 0 |
"A" | "2023-06-02" | 4 | "Jul 2024" | 1.5 | 1.58 | 1.42 | 4 | 0 | 0 |
"A" | "2023-06-05" | 0 | "Jul 2023" | 1.37 | 1.37 | 1.36 | 7 | 0 | 5 |
"A" | "2023-06-05" | 1 | "Oct 2023" | 1.61 | 1.63 | 1.6 | 6 | 1 | 3 |
"A" | "2023-06-05" | 2 | "Jan 2024" | 1.46 | 1.49 | 1.42 | 4 | 0 | 0 |
"A" | "2023-06-05" | 3 | "Apr 2024" | 1.44 | 1.46 | 1.39 | 4 | 2 | 0 |
"A" | "2023-06-05" | 4 | "Jul 2024" | 1.5 | 1.58 | 1.42 | 4 | 0 | 0 |
"A" | "2023-06-06" | 0 | "Jul 2023" | 1.37 | 1.37 | 1.36 | 7 | 0 | 5 |
"A" | "2023-06-06" | 1 | "Oct 2023" | 1.61 | 1.63 | 1.6 | 6 | 1 | 3 |
"A" | "2023-06-06" | 2 | "Jan 2024" | 1.46 | 1.49 | 1.42 | 4 | 0 | 0 |
"A" | "2023-06-06" | 3 | "Apr 2024" | 1.44 | 1.46 | 1.39 | 4 | 2 | 0 |
"A" | "2023-06-06" | 4 | "Jul 2024" | 1.5 | 1.58 | 1.42 | 4 | 0 | 0 |
"A" | "2023-06-07" | 0 | "Jul 2023" | 1.37 | 1.37 | 1.36 | 7 | 0 | 5 |
"A" | "2023-06-07" | 1 | "Oct 2023" | 1.61 | 1.63 | 1.6 | 6 | 1 | 3 |
"A" | "2023-06-07" | 2 | "Jan 2024" | 1.46 | 1.49 | 1.42 | 4 | 0 | 0 |
"A" | "2023-06-07" | 3 | "Apr 2024" | 1.44 | 1.46 | 1.39 | 4 | 2 | 0 |
"A" | "2023-06-07" | 4 | "Jul 2024" | 1.5 | 1.58 | 1.42 | 4 | 0 | 0 |
"A" | "2023-06-08" | 0 | "Jul 2023" | 1.37 | 1.37 | 1.36 | 8 | 0 | 6 |
"A" | "2023-06-08" | 1 | "Oct 2023" | 1.61 | 1.63 | 1.6 | 6 | 1 | 3 |
"A" | "2023-06-08" | 2 | "Jan 2024" | 1.46 | 1.49 | 1.42 | 4 | 0 | 0 |
"A" | "2023-06-08" | 3 | "Apr 2024" | 1.44 | 1.46 | 1.39 | 4 | 2 | 0 |
"A" | "2023-06-08" | 4 | "Jul 2024" | 1.5 | 1.58 | 1.42 | 4 | 0 | 0 |
"A" | "2023-06-09" | 0 | "Jul 2023" | 1.37 | 1.37 | 1.36 | 8 | 0 | 6 |
"A" | "2023-06-09" | 1 | "Oct 2023" | 1.61 | 1.63 | 1.6 | 6 | 1 | 3 |
"A" | "2023-06-09" | 2 | "Jan 2024" | 1.44 | 1.49 | 1.42 | 4 | 0 | 1 |
"A" | "2023-06-09" | 3 | "Apr 2024" | 1.43 | 1.46 | 1.39 | 4 | 2 | 1 |
"A" | "2023-06-09" | 4 | "Jul 2024" | 1.49 | 1.58 | 1.42 | 4 | 0 | 1 |
"A" | "2023-06-12" | 0 | "Jul 2023" | 1.37 | 1.37 | 1.36 | 8 | 0 | 6 |
"A" | "2023-06-12" | 1 | "Oct 2023" | 1.61 | 1.63 | 1.6 | 6 | 1 | 3 |
"A" | "2023-06-12" | 2 | "Jan 2024" | 1.44 | 1.49 | 1.42 | 4 | 0 | 1 |
"A" | "2023-06-12" | 3 | "Apr 2024" | 1.43 | 1.46 | 1.39 | 4 | 2 | 1 |
"A" | "2023-06-12" | 4 | "Jul 2024" | 1.49 | 1.58 | 1.42 | 4 | 0 | 1 |
"A" | "2023-06-13" | 0 | "Jul 2023" | 1.37 | 1.37 | 1.36 | 8 | 0 | 6 |
"A" | "2023-06-13" | 1 | "Oct 2023" | 1.61 | 1.63 | 1.6 | 6 | 1 | 3 |
"A" | "2023-06-13" | 2 | "Jan 2024" | 1.44 | 1.49 | 1.42 | 4 | 0 | 1 |
"A" | "2023-06-13" | 3 | "Apr 2024" | 1.43 | 1.46 | 1.39 | 4 | 2 | 1 |
"A" | "2023-06-13" | 4 | "Jul 2024" | 1.49 | 1.58 | 1.42 | 4 | 0 | 1 |
"A" | "2023-06-14" | 0 | "Jul 2023" | 1.37 | 1.37 | 1.36 | 8 | 0 | 6 |
"A" | "2023-06-14" | 1 | "Oct 2023" | 1.61 | 1.63 | 1.6 | 6 | 1 | 3 |
"A" | "2023-06-14" | 2 | "Jan 2024" | 1.44 | 1.49 | 1.42 | 4 | 0 | 0 |
"A" | "2023-06-14" | 3 | "Apr 2024" | 1.43 | 1.46 | 1.39 | 4 | 2 | 0 |
"A" | "2023-06-14" | 4 | "Jul 2024" | 1.49 | 1.58 | 1.42 | 4 | 0 | 0 |
"A" | "2023-06-15" | 0 | "Jul 2023" | 1.37 | 1.37 | 1.36 | 8 | 0 | 6 |
"A" | "2023-06-15" | 1 | "Oct 2023" | 1.61 | 1.63 | 1.6 | 6 | 1 | 3 |
"A" | "2023-06-15" | 2 | "Jan 2024" | 1.44 | 1.49 | 1.42 | 4 | 0 | 0 |
"A" | "2023-06-15" | 3 | "Apr 2024" | 1.43 | 1.46 | 1.39 | 4 | 2 | 0 |
"A" | "2023-06-15" | 4 | "Jul 2024" | 1.49 | 1.58 | 1.42 | 4 | 0 | 0 |
"A" | "2023-06-16" | 0 | "Jul 2023" | 1.37 | 1.37 | 1.36 | 8 | 0 | 6 |
"A" | "2023-06-16" | 1 | "Oct 2023" | 1.61 | 1.63 | 1.6 | 6 | 1 | 3 |
"A" | "2023-06-16" | 2 | "Jan 2024" | 1.44 | 1.49 | 1.42 | 4 | 0 | 0 |
"A" | "2023-06-16" | 3 | "Apr 2024" | 1.43 | 1.46 | 1.39 | 4 | 2 | 0 |
"A" | "2023-06-16" | 4 | "Jul 2024" | 1.49 | 1.58 | 1.42 | 4 | 0 | 0 |
"A" | "2023-06-19" | 0 | "Jul 2023" | 1.37 | 1.37 | 1.36 | 8 | 0 | 6 |
"A" | "2023-06-19" | 1 | "Oct 2023" | 1.61 | 1.63 | 1.6 | 6 | 1 | 3 |
"A" | "2023-06-19" | 2 | "Jan 2024" | 1.44 | 1.49 | 1.42 | 4 | 0 | 0 |
"A" | "2023-06-19" | 3 | "Apr 2024" | 1.43 | 1.46 | 1.39 | 4 | 2 | 0 |
"A" | "2023-06-19" | 4 | "Jul 2024" | 1.49 | 1.58 | 1.42 | 4 | 0 | 0 |
"A" | "2023-06-20" | 0 | "Jul 2023" | 1.37 | 1.37 | 1.36 | 8 | 0 | 6 |
"A" | "2023-06-20" | 1 | "Oct 2023" | 1.61 | 1.63 | 1.6 | 6 | 1 | 3 |
"A" | "2023-06-20" | 2 | "Jan 2024" | 1.44 | 1.49 | 1.42 | 4 | 0 | 0 |
"A" | "2023-06-20" | 3 | "Apr 2024" | 1.43 | 1.46 | 1.39 | 4 | 2 | 0 |
"A" | "2023-06-20" | 4 | "Jul 2024" | 1.49 | 1.58 | 1.42 | 4 | 0 | 0 |
"A" | "2023-06-21" | 0 | "Jul 2023" | 1.37 | 1.37 | 1.36 | 8 | 0 | 6 |
"A" | "2023-06-21" | 1 | "Oct 2023" | 1.61 | 1.63 | 1.6 | 6 | 1 | 3 |
"A" | "2023-06-21" | 2 | "Jan 2024" | 1.44 | 1.49 | 1.42 | 4 | 0 | 0 |
"A" | "2023-06-21" | 3 | "Apr 2024" | 1.43 | 1.46 | 1.39 | 4 | 2 | 0 |
"A" | "2023-06-21" | 4 | "Jul 2024" | 1.49 | 1.58 | 1.42 | 4 | 0 | 0 |
Dataset Card for "earnings-forecast-sp500"
Dataset Summary
The earnings-forecast-sp500 dataset provides information about the earnings forecast for the S&P 500 index constituents. The dataset includes features that detail each company's fiscal end, the consensus earnings per share (EPS) forecast, the high and low EPS forecasts, the number of estimates, and the number of upward and downward revisions.
Supported Tasks and Leaderboards
[N/A]
Languages
[N/A]
Dataset Structure
Data Instances
[N/A]
Data Fields
- symbol (string): A string representing the ticker symbol or abbreviation used to identify the company.
- date (string): A string indicating the date of the forecast.
- id (int64): An integer representing the unique identifier for the forecast.
- fiscal_end (string): A string indicating the fiscal end date for the forecast.
- consensus_eps_forecast (float64): A floating-point number representing the consensus earnings per share forecast.
- high_eps_forecast (float64): A floating-point number representing the highest earnings per share forecast.
- low_eps_forecast (float64): A floating-point number representing the lowest earnings per share forecast.
- no_of_estimates (int64): An integer representing the number of estimates contributing to the consensus forecast.
- up (int64): An integer representing the number of upward revisions to the forecast.
- down (int64): An integer representing the number of downward revisions to the forecast.
Data Splits
[N/A]
Dataset Creation
Curation Rationale
The earnings-forecast-sp500 dataset was developed to support the development of high-frequency trading algorithms and investment strategies that rely on earnings forecasts.
Source Data
Initial Data Collection and Normalization
This data was sourced from financial data providers and normalized for consistency.
Annotations
Annotation process
[N/A]
Who are the annotators?
[N/A]
Personal and Sensitive Information
[N/A]
Considerations for Using the Data
Social Impact of Dataset
[N/A]
Discussion of Biases
[N/A]
Other Known Limitations
[N/A]
Additional Information
Dataset Curators
The earnings-forecast-sp500 dataset was collected by https://edarchimbaud.substack.com.
Licensing Information
The earnings-forecast-sp500 dataset is licensed under the MIT License.
Citation Information
https://edarchimbaud.substack.com, earnings-forecast-sp500 dataset, GitHub repository, https://github.com/edarchimbaud
Contributions
Thanks to @edarchimbaud for adding this dataset.
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