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cq_earnings_distortion_signal by CloudQuant

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Dataset Name: cq_earnings_distortion_signal

Group: trading_signal
Vendor: CloudQuant
Asset Class: Equity
Data Update Frequency: day

CQ Earnings Distortion Signal

This dataset evaluates earning distortions to determine overstated and understated earning releases based on New Constructs Core Earnings dataset. Generally a high distortion signal score means a overstated earning release, and vice versa. The signal is updated on a daily basis as new earnings releases become available.

Data Contained in this Dataset

Column Type Description
_seq uint Internal sequence number used to keep data rows in order
timestamp string Timestamp of the Data - America/New York Time.
muts uint64 Microseconds Unix Timestamp. An integer representation of a timestamp with microsecond precision that can be compared directly to other timestamps.
symbol string Trading Symbol or Ticker
date string date
cq_signal1 double Earnings Distortion Total
cq_signal2 double Earnings Distortion Total per Assets
cq_signal3 double Earnings Distortion Hidden
cq_signal4 double Tax Distortion
cq_signal5 double Earnings Distortion Expenses Foreign Currency