
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 |