Estimates.csv:
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 |
Consensus.csv:
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 |
Estimates.csv:
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:
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:
Field | Description |
---|---|
Id | The Estimize unique identifier for the estimate |
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:
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) |
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:
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:
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:
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 the Estimize consensus |
Actual | The reported KPI value for this reporting period |