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

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Languages

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Dataset Structure

Data Instances

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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

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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

This data was sourced from financial data providers and normalized for consistency.

Annotations

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Personal and Sensitive Information

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Considerations for Using the Data

Social Impact of Dataset

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Discussion of Biases

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Other Known Limitations

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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.