Historical earnings surprise data

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valerio.gemmetto
valerio.gemmetto Newcomer
in Eikon Data APIs

Is it possible to download historical earnings surprise data? I would like to get a percentage value (predicted EPS over actual EPS) per earnings event (i.e., in general four events per year for any stock in the SP500). This seems to be possible in the eikon terminal (as shown in the figure, row "Surprise %"), but using the field "TR.EPSActSurprise" as suggested does not provide the same results. Could you please help me? Thank you


earnings-surprise-hist.png

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Best Answer

  • zoya faberov
    zoya faberov ✭✭✭✭✭
    Answer ✓

    Hello @valerio.gemmetto ,

    I believe the field you have matched is correct:

    As you are looking to match quarterly data, I have run a quick verification using DIB selecting TR.EPSActSurprise, Series, Quarterly:

    epsaapldib.gif

    copying the field definition info code:

    ek.get_data(['AAPL.OQ'],['TR.EPSActSurprise','TR.EPSActSurprise.date'],
               parameters = {'SDate':'0','EDate':'-5','Period':'FQ0','Frq':'FQ'})

    and comparing the results:

    epsaaplcompare.gif

    from what I see, the quarterly data points match between the two results.

    For more in-depth understanding of content and the additional aspects of it, please contact Refinitiv Eikon content experts directly via Refinitiv Helpdesk Online -> Content -> Eikon.

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