task_categories:tabular-regression language:en license:mit region:us
---
language:
- en
license: mit
task_categories:
- tabular-regression
dataset_info:
  features:
  - name: symbol
    dtype: string
  - name: date
    dtype: string
  - name: id
    dtype: int64
  - name: fiscal_end
    dtype: string
  - name: consensus_eps_forecast
    dtype: float64
  - name: high_eps_forecast
    dtype: float64
  - name: low_eps_forecast
    dtype: float64
  - name: no_of_estimates
    dtype: int64
  - name: up
    dtype: int64
  - name: down
    dtype: int64
  splits:
  - name: train
    num_bytes: 8432712
    num_examples: 94561
  download_size: 763273
  dataset_size: 8432712
configs:
- config_name: default
  data_files:
  - split: train
    path: data/train-*
---
# Dataset Card for "earnings-forecast-sp500"

## Table of Contents
- [Table of Contents](#table-of-contents)
- [Dataset Description](#dataset-description)
  - [Dataset Summary](#dataset-summary)
  - [Supported Tasks and Leaderboards](#supported-tasks-and-leaderboards)
  - [Languages](#languages)
- [Dataset Structure](#dataset-structure)
  - [Data Instances](#data-instances)
  - [Data Fields](#data-fields)
  - [Data Splits](#data-splits)
- [Dataset Creation](#dataset-creation)
  - [Curation Rationale](#curation-rationale)
  - [Source Data](#source-data)
  - [Annotations](#annotations)
  - [Personal and Sensitive Information](#personal-and-sensitive-information)
- [Considerations for Using the Data](#considerations-for-using-the-data)
  - [Social Impact of Dataset](#social-impact-of-dataset)
  - [Discussion of Biases](#discussion-of-biases)
  - [Other Known Limitations](#other-known-limitations)
- [Additional Information](#additional-information)
  - [Dataset Curators](#dataset-curators)
  - [Licensing Information](#licensing-information)
  - [Citation Information](#citation-information)
  - [Contributions](#contributions)

## Dataset Description

- **Homepage:** https://edarchimbaud.substack.com
- **Repository:** https://github.com/edarchimbaud
- **Point of Contact:** contact@edarchimbaud.com

### 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](https://github.com/edarchimbaud) for adding this dataset.