region:us
---
dataset_info:
  features:
  - name: symbol
    dtype: string
  - name: date
    dtype: timestamp[ns, tz=EST]
  - name: eps_estimate
    dtype: float64
  - name: reported_eps
    dtype: float64
  - name: surprise
    dtype: float64
  splits:
  - name: train
    num_bytes: 274840
    num_examples: 6924
  download_size: 133883
  dataset_size: 274840
configs:
- config_name: default
  data_files:
  - split: train
    path: data/train-*
---
# Dataset Card for "earnings-sp500"

## 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-sp500 dataset provides information on earnings reports of companies in the S&P 500 index.

### Supported Tasks and Leaderboards

The dataset can be used to analyze and predict earnings surprises for companies in the S&P 500 index. It can be used to develop models for financial analysis and trading strategies.

### 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 (timestamp[ns, tz=EST]): A timestamp indicating the date of the earnings report. The timestamps are in the Eastern Standard Time (EST) timezone.
- eps_estimate (float64): A floating-point number representing the estimated earnings per share (EPS) for the company.
- reported_eps (float64): A floating-point number representing the reported earnings per share (EPS) for the company.
- surprise (float64): A floating-point number representing the surprise factor, calculated as the difference between the reported EPS and the estimated EPS.

### Data Splits

A single split, called train.

## Dataset Creation

### Curation Rationale

The earnings-sp500 dataset was created to provide data on earnings reports of companies in the S&P 500 index for research and analysis purposes.

### Source Data

#### Initial Data Collection and Normalization

The data was collected from various financial sources 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-sp500 dataset was collected by https://edarchimbaud.substack.com.

### Licensing Information

The earnings-sp500 dataset is licensed under the MIT License.

### Citation Information

> https://edarchimbaud.substack.com, earnings-sp500 dataset, GitHub repository, https://github.com/edarchimbaud

### Contributions