Earnings announcements create the most volatile trading days of the year. Don't just trade the headline number. Access 20+ years of precise Surprise History, Standardized Consensus Estimates, and Post-Earnings Announcement Drift (PEAD) data. See why a "Beat" isn't always a "Buy."
Quantitative trading requires more than just "Actual vs. Expected." We provide the context needed to model the reaction.
A generic "Average Estimate" is often stale. Our "Smart Consensus" filters out analyst estimates older than 30 days, giving you the true market expectation going into the print. We also flag "Whisper Numbers" where crowd sentiment diverges from Wall Street.
Backtesting requires precision. We explicitly flag whether earnings were released Before Market Open (BMO), After Market Close (AMC), or During Market Hours, ensuring your algorithms execute trades at the correct timestamp, preventing look-ahead bias.
Did they beat on Revenue or just cost-cutting? We separate Top-Line Surprise (Revenue) from Bottom-Line Surprise (EPS). We also include Guidance revisions, helping you spot the "Beat and Raise" (Bullish) vs. the "Beat and Lower" (Bearish) scenarios.
"Get me the last 4 quarters of NVDA earnings surprises." Ideal for live dashboards.
"Download the full 20-year history of the S&P 500." Perfect for backtesting PEAD strategies.
Query the earnings call transcript: "Did the CFO mention 'AI Demand' as a reason for the guidance hike?"
Sync our Earnings_Master table directly to your Snowflake/BigQuery warehouse.
{
"ticker": "NVDA",
"fiscal_period": "2024-Q4",
"report_date": "2024-02-21",
"time_of_day": "After-Market",
"EPS": {
"actual": 5.16,
"consensus": 4.64,
"surprise": 0.52,
"surprise_percent": 11.21
},
"Revenue": {
"actual": 22100000000,
"consensus": 20620000000,
"surprise_percent": 7.17
},
"Stock_Price": {
"price_before": 674.72,
"price_after": 785.38,
"reaction_1d": 16.4
}
} time_of_day : Critical for execution. Knowing if the report was "After-Market" ensures your backtest doesn't try to enter a position at 10:00 AM on the report date. surprise_percent (Alpha Signal) : The standardized measure of the "shock." A high positive surprise percent (>5%) in both EPS and Revenue typically correlates with sustained momentum (PEAD). reaction_1d : The immediate market verdict. We calculate the 1-day price change adjusted for the market open, giving you the "Realized Volatility" of the event. consensus : The "Smart Mean" of analyst estimates prior to the release. We exclude outliers and stale data points to give you the most accurate hurdle rate.
Our team of experienced financial advisors is here to provide personalized guidance and support.
Yes. By default, our EPS fields align with the "Street Consensus" (usually Non-GAAP/Adjusted), as this is what moves the stock price. However, we provide a type=gaap parameter if you need the strict accounting figures.
We parse the press release immediately. Headline numbers (EPS, Revenue) are available via API within 50-200 milliseconds of publication. Full details (Guidance, Margins) follow shortly after.
Yes. Our dataset doesn't just show the final "Surprise"; it shows the trend of estimates leading up to the report. You can see if analysts were upgrading or downgrading the stock in the weeks prior to the release.
We cover 30,000+ active tickers globally, including all constituents of the Russell 3000, FTSE 100, and major Asian indices. If it has liquid options, we likely have the earnings history.
Yes. Our "Cross-Document Query" engine allows you to search a theme (e.g., "AI CapEx") across 10-Ks, Earnings Calls, and Expert Transcripts simultaneously, giving you a complete view of the topic.
We cover 60+ global markets. Our platform includes built-in translation for over 60 languages , allowing you to search and read filings or transcripts from local markets in English without losing context.
