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Zacks Earnings Surprises
Updated daily, this data set chronicles historical estimated and actual earnings and surprise calculations for 6,000 US and Canadian listed companies covering the last ten years.
Zacks provides a rolling ten year history of earnings surprises, including historical earnings report dates, estimated EPS as of the report date, the standard deviation of the EPS estimates, reported EPS actuals, and calculated surprise differences between estimates and actuals in both dollar and percentage terms. Under the Zacks BNRI methodology, all EPS figures are adjusted for non-recurring items and stock option expenses across all tickers. Surprise figures are calculated as the difference between the EPS estimates and reported actuals. Significant surprise figures can generate a drift effect up or down in the stock price over the following one to two weeks after the earnings report date. Alpha can be found by comparing the size of the surprise figures to stock price movements in the days following earnings reports, particularly in cases where the amount of the surprise exceeds the standard deviation of the estimate, or in cases where a company has reported a consisten series of positive surprises, then reverses course with a negative surprise or vice versa.
How to use
# import the Pipeline versions
from import EarningsSurprises

# import the free sample dataset
from import earnings_surprises_free

# import the premium dataset
from import earnings_surprises
Key Metrics
eps_act - Earnings per share (EPS) actual for the period
eps_pct_diff_surp - Earnings per share (EPS) surprise percent for the period
eps_amt_diff_surp - Earnings per share (EPS) surprise amount for the period
act_rpt_code - Actual report time of day code
eps_mean_est - Earnings per share (EPS) mean estimate for the period
Example Usage
Various notebooks, algorithms, and posts that use this data.

At the center of everything we do is a strong commitment to independent research and sharing its profitable discoveries with investors. We were founded by Len Zacks, whose life's work has been to help investors find success. In 1978, armed with his PhD from MIT, he hit upon a key discovery: Earnings estimate revisions are the most powerful force impacting stock prices. Today, we're characterized by a team of experts who are passionate about your investing success. And everyone is focused on sharing the same reliable investment research they would want for themselves.
Timespan of data
27 May 2006 - Ongoing
Free data availability
27 May 2006 - 07 May 2020