New estimate factors

Dear all , the following is now available under ESTIMATES->SURPRISE & ACTUAL

These are for past results. A “past estimate” is the latest estimate consensus right before the company announced. An “actual result” is what the company reported standardized by the analyst accounting standard.

We will soon add future estimates for sales figures. Something like NextFYSalesMean.

List of new factors

Analyst Sales Surprise

SalesSurprise(offset,type) Sales Surprise in %
SalesSurp%Q1 Sales Surprise (Estimated vs. Actual), 1 Quarter Ago (%)
SalesSurp%Q2 Sales Surprise (Estimated vs. Actual), 2 Quarters Ago (%)
SalesSurp%Q3 Sales Surprise (Estimated vs. Actual), 3 Quarters Ago (%)
SalesSurp%Q4 Sales Surprise (Estimated vs. Actual), 4 Quarters Ago (%)
SalesSurp%Q5 Sales Surprise (Estimated vs. Actual), 5 Quarters Ago (%)

Analyst Sales Actual

SalesActual(offset,type) Historical (Actual) Sales
SalesActualQ1 Sales Actual, 1 Quarter Ago
SalesActualQ2 Sales Actual, 2 Quarters Ago
SalesActualQ3 Sales Actual, 3 Quarters Ago
SalesActualQ4 Sales Actual, 4 Quarters Ago
SalesActualQ5 Sales Actual, 5 Quarters Ago

Analyst Sales Estimate

SalesEst(offset,type) Historical Sales Estimate
SalesEstQ1 Sales Estimate, 1 Quarter Ago
SalesEstQ2 Sales Estimate 2 Quarters Ago
SalesEstQ3 Sales Estimate, 1 Quarter Ago
SalesEstQ4 Sales Estimate, 1 Quarter Ago
SalesEstQ5 Sales Estimate, 1 Quarter Ago

Latest Actuals

LatestActualPeriodDate Period date of latest analysts actuals, represented as a number YYYYMMDD. NOTE: analysts actuals can precede SEC filings
LatestActualDays Days since analysts actuals were published for the most recent quarter. NOTE: analysts actuals can precede SEC filings

New toys with which to play! Thanks Marco and Company!!

Hi Marco,

Does LatestActualDays count the number of trading days or the number of calendar days?

thanks

Calendar days. Trading days we usually call them bars.

Thank you!

Marco,

I used the screener to output LatestActualDays for the ticker PIR on various dates.
PIR filed an 8-K with preliminary results on 24 Sept 2015.
This is what I got:

LatestActualDays screen date
11 06/10/15
11 05/10/15
9 04/10/15
9 03/10/15
2 02/10/15
2 01/10/15
2 30/09/15
2 29/09/15
2 28/09/15
2 27/09/15
2 26/09/15
94 25/09/15

It appears that the analysts updated their numbers on the same date as the SEC filing,
and this was included in the P123 database 2 days later. But after that LatestActualDays was only incremented occasionally, so LatestActualDays is only an approximate value.

thanks

We don’t have daily historical data. Historical screens revert to the closest weekend snapshot. For current screens there’s an additional daily snapshot from Tue-Fri .

You are seeing data from four different snapshots:

one from yesterday’s snapshot which is used for 5/10 6/10
one from this weekend used for 4/10 3/10
one from 9/26 used for 7 values
etc.

ok, thanks for the explanation!

nice

Thanks Marco and P123! Future estimates for sales figures will also be great.