Historical Earnings Database & Price Changes
Historical Earnings Database, contains a list of historical earnings dates for most U.S. publicly traded stocks from Q2 2009 to Q2 2013. This file includes over 3,500 symbols and approximately 70,000 historical earnings dates, please see our samples below.
Please be aware that some dates (about 13%) are missing or unavailable. This is due to a number of issues including a pre-release of earnings, re-releases of earnings, mergers, buyouts, unconfirmed dates or unknown times. Other times the company simply wasn’t publicly traded yet.
The zip file contains three csv files and the samples below
with the three above csv file set, the user is able to find , how the stock has historically traded in reaction to its Earnings reports, ranging from 5 days prior to the Earnings data , on the Earnings Data and 5 days after Earnings date.
ps: as shown in the table above the user can find that $F is rose 82% of times from two trading days ago till the close before Earnings announcement ( t-2)