US Fundamentals Data - Company Earnings (Dates, EPS Estimates vs Actual)
The Earnings dataset delivers a clean record earnings dates, EPS esimates versus actual EPS of every US-listed earnings release from 2000 — over 25 years. Each record carries the announcement date, consensus EPS estimate, reported EPS, as well as the release time (before market open, after market close, or during regular hours).
Access the data set by downloading Excel-comapitable csv files, or use the API for more granular queries :
Earnings Release Dates (by Ticker)
Click Execute to generate a sample
Response Fields
| Field | Name | Description |
|---|---|---|
| date | Date | Earnings release date. |
| eps_estimate | EPS Estimate | Consensus analyst EPS estimate ahead of the release. |
| eps_reported | EPS Reported | Actual reported EPS (null for future events). |
| release_time | Release Time | BMO (before market open), AMC (after market close), or
in-hours. |
Earnings Release Calendar (Date Range)
Click Execute to generate a sample
Response Fields
| Field | Name | Description |
|---|---|---|
| ticker | Ticker | Stock symbol. |
| date | Date | Earnings release date. |
| eps_estimate | EPS Estimate | Consensus analyst EPS estimate ahead of the release. |
| eps_reported | EPS Reported | Actual reported EPS (null for future events). |
| release_time | Release Time | BMO, AMC, or in-hours. |
Common Use Cases
- Long-history surprise studies — backtest post-earnings drift, surprise factors, and BMO/AMC effects across two and a half decades of releases.
- Earnings surprise screens — combine reported EPS with estimate to compute surprise and rank historical results.
- Event-driven backtests — align earnings dates to a price series and study post-event drift.
- Daily briefs — build a calendar widget showing every name reporting before the open or after the close.
- Earnings risk — flag portfolio holdings that report inside a given window so you can adjust exposure.