Estimates.csv:
Contains historical data since January 2012 up to a recent quarter with all data-in-time of over
3,000
equities and ADRs with detailed estimates and revisions per contributor.
Each "estimate" is an estimate of EPS and revenue created by an analyst in the Estimize community
| Field | Description |
|---|---|
| Estimate_id | The Estimize unique identifier for the estimate |
| Eps | The estimated value for EPS by the analyst |
| Revenue | The estimated value for Revenue by the analyst |
| Created_at | The datetime at which this estimate was created |
| Flagged | Whether the estimate was flagged as unreliable by Estimize |
| Release_id | The unique identifier of the release on which the estimate was created |
| Fiscal_quarter | The fiscal quarter (1-4) corresponding to the release |
| Fiscal_year | The fiscal year corresponding to the release |
| Reported.eps | The reported EPS for this release (if it has been reported) |
| Reported.revenue | The reported revenue for this release (if it has been reported) |
| Reports_at | The expected (or actual, if already reported) report datetime for this release |
| Instrument_id | The unique identifier for the stock |
| Ticker | The ticker for the stock |
| Cusip | The CUSIP identifier for the stock |
| Instrument_name | The company name for the stock |
| Instrument_sector | The name of the sector for the stock |
| Instrument_industry | The name of the industry for the stock |
| User_id | The Estimize unique identifier for this user (static) |
| Username | The username for the analyst (may change) |
| User_bio1 | The first level of career-biographical categorization for the analyst |
| User_bio2 | The second level of career-biographical categorization for the analyst |
| User_bio3 | The third level of career-biographical categorization for the analyst |
| User_created_at | The datetime at which the analyst joined the community |
| Point_in_time_ticker | The point in time ticker (as of estimate created date) |
| Point_in_time_cusip | The point in time CUSIP (as of estimate created date) |
Consensus.csv:
Contains information about Estimize weighted consensus along with Actuals and Wall Street consensus of each stock.
| Field | Description |
|---|---|
| Date | Date |
| Ticker | The ticker for the stock |
| Cusip | The CUSIP identifier for the stock |
| Instrument_id | The unique identifier for the stock |
| Instrument_name | The company name for the stock |
| Instrument_sector | The name of the sector for the stock |
| Instrument_industry | The name of the industry for the stock |
| Fiscal_year | The fiscal year corresponding to the release |
| Fiscal_quarter | The fiscal quarter (1-4) corresponding to the release |
| Reports_at | The expected (or actual, if already reported) report datetime for this release |
| Estimize.eps.weighted | Estimize Weighted Consensus (EPS) for this reporting period (as of 'date') |
| Estimize.eps.high | Highest EPS estimate included in the Estimize consensus |
| Estimize.eps.low | Lowest EPS estimate included in the Estimize consensus |
| Estimize.eps.sd | Standard deviation of the EPS estimates included in the Estimize consensus |
| Estimize.eps.count | Number of EPS estimates included in the the Estimize consensus |
| Estimize.revenue.weighted | Estimize Weighted Consensus (Revenue) for this reporting period (as of 'date') |
| Estimize.revenue.high | Highest Revenue estimate included in the Estimize consensus |
| Estimize.revenue.low | Lowest Revenue estimate included in the Estimize consensus |
| Estimize.revenue.sd | Standard deviation of the Revenue estimates included in the Estimize consensus |
| Estimize.revenue.count | Number of Revenue estimates included in the the Estimize consensus |
| Wallstreet.eps | The Wall Street consensus (EPS) for this reporting period (as of 'date') |
| Wallstreet.revenue | The Wall Street consensus (revenue) for this reporting period (as of 'date') |
| Actual.eps | The reported EPS for this reporting period |
| Actual.revenue | The reported Revenue for this reporting period |
| Release_id | The unique identifier of the release on which the estimate was created |
| Point_in_time_ticker | The point in time ticker (as of 'date') |
| Point_in_time_cusip | The point in time CUSIP (as of 'date') |
Estimates.csv:
Contains data with estimates of Estimize analysts made on a single release.
| Field | Description |
|---|---|
| Id | The Estimize unique identifier for the estimate |
| User_id | The unique identifier for the user who created the estimate |
| Release_id | The unique identifier of the release |
| Value | The estimated value by the analyst |
| Created_at | The datetime at which this estimate was created |
| Flagged | Whether the estimate was flagged as unreliable by Estimize |
Releases.csv:
Contains detailed data about Actual releases of Economic Indicators from January 2014 up to a recent quarter.
Each "release" is a single fiscal quarter of a stock (each estimate is made on a single release)
| Field | Description |
|---|---|
| Id | The unique identifier of the release |
| Indicator_id | The unique identifier for the economic indicator |
| Year | The calendar year for the economic indicator of the estimate |
| Period | The calendar period for the economic indicator of the estimate |
| Period_ends_on | The calendar day associated with the end of the measurement period for the economic release |
| Reports_at | The timestamp for when the actuals are reported for this period |
| Actual | The reported value for the economic indicator (empty if has not reported) |
| Actual_as_reported | The reported value at the time of report for the economic indicator (note that actuals can be revised at a later time, which will change the value of 'actual') |
Indicators.csv:
Contains data about Global Economic Indicators – 27 US and 55 international indicators.
| Field | Description |
|---|---|
| Id | The Estimize unique identifier for the indicator |
| Name | The name of the economic indicator for the estimate |
| Country | The country for the economic indicator of the estimate ( |
| Frequency | The period frequency for the economic indicator of the estimate (possible values: 'weekly', 'monthly', 'quarterly', 'market_daily') |
| Unit | The unit of the estimate and actuals (millions, percent, etc) |
| Defunct | Indicates if Estimize no longer supports estimates for this indicator |
ADP Change in Nonfarm Payrolls -
A report that measures levels of non-farm private employment.
Average Hourly Earnings -
A measure of how much workers are being paid.
Building Permits -
Permits for construction of a new or existing buildings.
Case-Shiller Home Price Index: Composite 20 -
Value of residential real estate in 20 major U.S. metropolitan areas.
Change in Crude Oil Inventories -
Barrels of commercial crude oil held by US firms.
Change in Nonfarm Payrolls -
U.S. Bureau of Labor Statistics measure of paid U.S. workers of any business.
Consumer Price Index -
Weighted average of prices of a basket of consumer goods and services.
Core Consumer Price Index -
Weighted average of prices for consumer goods and services excluding volatile goods.
Core PCEPI -
Measures price changes of consumer goods and services.
Durable Goods New Orders -
Bureau of Census measures new orders of durable goods in the near term or future.
Existing Home Sales -
National Association of Realtors measure of existing home sales.
Housing Starts -
Measures new residential construction projects during a particular month.
Industrial Production -
Measures the output of manufacturing, mining, and utilities.
Initial Claims for Unemployment Insurance -
Measures jobless claims filed by individuals seeking to receive state jobless benefits.
ISM Non-Manufacturing Index -
Survey of 400+ non-manufacturing firms' purchasing and supply executives.
Manufacturing New Orders -
Measures dollar level of new factory orders for both durable and non-durable goods.
New Single Family Houses Sold -
Sales of one unit dwelling structures.
Philly Fed Manufacturing Activity Index -
Survey measuring changes in business activity and growth.
Producer Price Index -
Average change in selling prices received by domestic producers of goods and services over time.
Purchasing Managers Index -
Measures new orders, inventory levels, production, supplier deliveries and the employment environment.
Real GDP -
Measures the value of economic output adjusted for price changes.
Retail and Food Services Sales -
Measure of the aggregated sales of retail goods over a stated time period.
Retail Sales (Excluding Vehicles and Parts) -
Measures dollar value of merchandise sold within by retailers directly to consumers.
Target Federal Funds Rate -
The federal funds interest rate at which an institution lends to another institution overnight.
Umich Consumer Sentiment -
A survey of consumer confidence conducted by the University of Michigan.
Unemployment Rate -
Percentage of the total labor force that is unemployed but actively seeking employment.
Weekly Natural Gas Storage -
EIA weekly estimate of working natural gas volumes held in underground storage facilities.
GDP Growth Rate (YoY) -
Quarterly measure of the value of economic output adjusted for price changes in Brazil, as compared to the previous year’s quarter.
Inflation Rate -
Measures a broad rise or fall in prices that consumers pay for a wide basket of consumer goods.
Interest Rate Decision -
The Central Bank of Brazil's (BCB) Monetary Policy Committee decision on the rate at which the BCB lends to commercial banks overnight.
Unemployment Rate -
Measures the number of people actively looking for a job as a percentage of the labor force in Brazil.
Balance of Trade -
The deficit or surplus on trade in goods and services between Canada and other countries
Building Permits -
Monthly percent change in value of permits for construction issued by Canadian municipalities
GDP Growth Rate -
Quarterly measure of the value of economic output adjusted for price changes in Canada, as compared to the previous quarter.
Interest Rate Decision -
The Bank of Canada's (BoC) decision on the rate at which the BoC lends to commercial banks overnight.
New House Price Index -
Monthly measure of changes over time in contractors' selling prices of new residential houses.
Unemployment Rate -
Measures the number of people actively looking for a job as a percentage of the labor force in Canada
Balance of Trade -
The deficit or surplus on trade in goods and services between China and other countries.
Caixin Manufacturing PMI -
Measures nationwide manufacturing activity, with a focus on smaller and medium-sized companies.
GDP Growth Rate (YoY) -
Quarterly measure of the value of economic output adjusted for price changes in Brazil, as compared to the previous year’s quarter.
Inflation Rate -
Measures a broad rise or fall in prices that consumers pay for a wide basket of consumer goods.
NBS Manufacturing PMI -
Measures the performance of the manufacturing sector with a focus on larger-scale, state-owned companies.
Balance of Trade -
The deficit or surplus on trade in goods and services between the Eruozone and countries outside of the Eurozone.
Business Confidence -
Measure of confidence in future development of industry
Consumer Confidence -
Monthly measure of the level of optimism consumers have about the economy.
GDP Growth Rate -
Quarterly measure of the value of economic output adjusted for price changes in the Euro Area, as compared to the previous quarter.
Inflation Rate -
Measures a broad rise or fall in prices that consumers pay for a wide basket of consumer goods in the Euro Area.
Interest Rate Decision -
The European Central Bank (ECB) decision on the rate at which the ECB lends to commercial banks overnight.
Retail Sales -
Measures total amount of goods sold via percent increase or decrease as compared to the previous month.
Unemployment Rate -
Measures the number of people actively looking for a job as a percentage of the labor force in the Euro Area.
GDP Growth Rate -
Quarterly measure of the value of economic output adjusted for price changes in
France, as compared to the previous quarter.
Manufacturing PMI -
Measures the performance of the manufacturing sector in France.
Unemployment Rate -
Measures the number of people actively looking for a job as a percentage of the labor force in France.
Balance of Trade -
The deficit or surplus on trade in goods and services between Germany and other countries.
GDP Growth Rate -
Quarterly measure of the value of economic output adjusted for price changes in Germany, as compared to the previous quarter.
GfK Consumer Climate -
Measures the level of consumer confidence in economic activity in Germany.
Ifo Business Climate Index - Measures current German business sentiment and estimates expectations for the next six months.
Industrial Production -
Measures the output of manufacturing, mining, and utilities in Germany.
Inflation Rate -
Measures a broad rise or fall in prices that consumers pay for a wide basket of consumer goods in Germany.
Manufacturing PMI -
Measures the performance of the manufacturing sector in Germany.
Unemployment Change -
Measures the actual change in the number of unemployed people in the reporting month.
Unemployment Rate -
Measures the number of people actively looking for a job as a percentage of the labor force in Germany.
ZEW Economic Sentiment -
Measures forward looking-sentiment of approximately 350 economists and analysts on the economic future of Germany in the medium-term.
Balance of Trade -
The deficit or surplus on trade in goods and services between Japan and other countries.
Consumer Confidence -
Monthly measure of the level of optimism consumers have about the economy.
GDP Growth Rate -
Quarterly measure of the value of economic output adjusted for price changes in Japan, as compared to the previous quarter.
Industrial Production -
Measures the output of manufacturing, mining, and utilities in Japan.
Interest Rate Decision -
The Bank of Japan (BoJ) decision on the rate at which the BoJ lends to commercial banks overnight.
Machinery Orders -
Month-over-month change of the number of private sector machinery orders, excluding orders for ships and from electric power companies.
Tankan Large Manufacturer's Index -
Measures the relative level of general business conditions in the manufacturing sector in Japan.
Unemployment Rate -
Measures the number of people actively looking for a job as a percentage of the labor force in Japan.
Inflation Rate -
Measures a broad rise or fall in prices that consumers pay for a wide basket of consumer goods in Russia.
Interest Rate Decision -
The Bank of Russia (BoR) decision on the rate at which the BoR lends to commercial banks overnight.
Unemployment Rate -
Measures the number of people actively looking for a job as a percentage of the labor force in Russia.
Average Earnings Index + Bonus -
Measures the change in the price both businesses and government pay for labor, including bonuses.
Claimant Count Change -
Measures the monthly change in the number of people claiming unemployment benefits.
GDP Growth Rate -
Quarterly measure of the value of economic output adjusted for price changes in the UK, as compared to the previous quarter.
Halifax House Price Index -
Measures the change in the price of homes and properties financed by the Halifax Bank Of Scotland.
Inflation Rate -
Measures a broad rise or fall in prices that consumers pay for a wide basket of consumer goods in the UK.
Interest Rate Decision -
The Bank of England (BoE) decision on the rate at which the BoE lends to commercial banks overnight.
Manufacturing PMI -
Measures the performance of the manufacturing sector in the UK.
Retail Sales -
Measures the total amount of goods sold via percent increase or decrease as compared to the previous month.
Signal_time_series.csv:
Provides data about Equities EPS Pre/Post Earnings Drift Alpha Factor Model. Pre earnings component captures EPS delta between Estimize and Wall Street in the weeks prior to announcement. Post earnings component captures EPS surprise and drift starting at the open of trading.
| Field | Description |
|---|---|
| Ticker | The ticker for the stock |
| Cusip | The CUSIP identifier for the stock |
| Fiscal_date | The financial year and quarter reporting for each stock |
| Reports_at | The expected (or actual, if already reported) report datetime for this release |
| As_of | Timestamp as of the sampling of this datapoint, in ET according to UTC offset |
| Type | Pre is calculated everyday in the 10 days before the announcement; Post is calculated everyday in the 3 days after the announcement |
| Signal | Value of the output of the Estimize factor model (-100.0 to 100.0) |
| Point_in_time_ticker | The point in time ticker |
| Point_in_time_cusip | The point in time CUSIP |
Watchlist_added.csv:
| Field | Description |
|---|---|
| Date | The 24 hour period measured |
| instrument_id | The unique identifier for the stock |
| ticker | The ticker for the stock |
| cusip | The CUSIP identifier for the stock |
| event_type | Release view or watchlist addition |
| count | The number of watchlist additions made |
Release_views.csv:
| Field | Description |
|---|---|
| Date | The 24 hour period measured |
| Instrument_id | The unique identifier for the stock |
| Ticker | The ticker for the stock |
| Cusip | The CUSIP identifier for the stock |
| Event_type | Release view or watchlist addition |
| Fiscal_year | The fiscal year corresponding to the release |
| Fiscal_quarter | The fiscal quarter (1-4) corresponding to the release |
| Estimates_count | The cumulative number of estimates submitted for the release as of the date |
| Count | The number of pageviews for the given day |
Metrics.csv:
Contains general information about KPIs
| Field | Description |
|---|---|
| Id | The unique identifier for the specific metric (ex: same store sales) |
| Name | The name of the KPI |
| Display_name | The name of the KPI |
| Unit | The unit of the estimate and actuals (millions, percent, etc) |
| Description | The long form name of the KPI |
Estimates.csv:
Contains historical data of contributors’ estimates since July 2017 up to a recent quarter.
| Field | Description |
|---|---|
| Id | The Estimize unique identifier for the estimate |
| Release_id | The unique identifier of the release on which the estimate was created |
| User_id | The Estimize unique identifier for this user (static) |
| Metric_id | The unique identifier for the specific metric (ex: same store sales) |
| Metric | The name of the KPI |
| Value | The estimated value for the KPI by the analyst |
| Created_at | The datetime at which this estimate was created |
| Flagged | Whether the estimate was flagged as unreliable by Estimize |
Consensus.csv:
Contains data about Estimize weighted consensus along with Actuals and Wall Street consensus of each stock’s metric for each release.
| Field | Description |
|---|---|
| Date | Date |
| Instrument_id | The unique identifier for the stock |
| Ticker | The ticker for the stock |
| Cusip | The CUSIP identifier for the stock |
| Release_id | The unique identifier of the release on which the estimate was created |
| Fiscal_year | The fiscal year corresponding to the release |
| Fiscal_quarter | The fiscal quarter (1-4) corresponding to the release |
| Reports_at | The expected (or actual, if already reported) report datetime for this release |
| Metric_id | The unique identifier for the specific metric (ex: same store sales) |
| Metric | The name of the KPI |
| Estimize.weighted | Estimize Weighted Consensus for this reporting period (as of 'date') |
| Estimize.mean | Estimize Mean Consensus for this reporting period (as of 'date') |
| Estimize.high | Highest estimate included in the Estimize consensus |
| Estimize.low | Lowest estimate included in the Estimize consensus |
| Estimize.sd | Standard deviation of the estimates included in the Estimize consensus |
| Estimize.count | Number of estimates included in the Estimize consensus |
| Actual | The reported KPI value for this reporting period |
Instruments.csv:
Contains relevant general information about over
3,000
stocks presented on Estimize.
| Field | Description |
|---|---|
| Id | The unique identifier of the stock |
| Ticker | The ticker for the stock |
| Cusip | The CUSIP identifier for the stock |
| Name | The company name for the stock |
| Sector | The name of the sector for the stock |
| Industry | The name of the industry for the stock |
Releases.csv
Contains relevant information about the companies’ releases.
| Field | Description |
|---|---|
| Id | The unique identifier of the release |
| Instrument_id | The unique identifier for the specific metric (ex: same store sales) ## check this one |
| Fiscal_quarter | The fiscal quarter (1-4) corresponding to the release |
| Fiscal_year | The fiscal year corresponding to the release |
| Reported.eps | The reported EPS for this release (if it has been reported) |
| Reported.revenue | The reported revenue for this release (if it has been reported) |
| Wallstreet.eps | The Wall Street consensus (EPS) for this reporting period |
| Wallstreet.revenue | The Wall Street consensus (Revenue) for this reporting period |
| Estimize.eps | Estimize Weighted Consensus (EPS) for this reporting period |
| Estimize.revenue | Estimize Weighted Consensus (Revenue) for this reporting period. |
| Estimize.count | Number of estimates included in the Estimize consensus |
| Reports_at | The expected (or actual, if already reported) report datetime for this release |
Users.csv
Contains relevant information about contributors
| Field | Description |
|---|---|
| Id | The Estimize unique identifier for this user (static) |
| Username | The username for the analyst (may change) |
| Name | The provided name of the analyst (may change) |
| Bio1 | The first level of career-biographical categorization for the analyst |
| Bio2 | The second level of career-biographical categorization for the analyst |
| Bio3 | The third level of career-biographical categorization for the analyst |
| Created_at | The datetime at which the analyst joined the community |