Daily consensus EPS, revenue and EBITDA estimates with revision counts, dispersion and earnings surprises for about 18,000 companies, kept point in time since 2008.
Data product · Listing updated 11 Nov 2026
Worldwide, no country restrictions stated.
Consensus recalculated hourly during US and European trading hours
About 18,000 companies and 40 million individual estimates
Mid-market, Enterprises
Contributed forecasts from sell-side brokers and independent research firms, plus reported actuals
Secure contributor feed, normalized to fiscal calendars with stale and outlier screening
Consensus forecasts and the revisions behind them, stored exactly as they stood on each day.
Mean and median consensus for EPS, revenue, EBITDA, dividends per share and free cash flow across the current and next two fiscal years and the next four quarters. Each consensus row includes the number of contributing estimates, standard deviation, high and low, and 7-day and 30-day counts of upward and downward revisions. Once a company reports, the actual and the surprise versus the final consensus are added. An optional premium file includes individual estimates with anonymized contributor IDs.
Estimates come from about 210 sell-side brokers and independent research firms that contribute through a secure feed. Each submission is normalized to the company's fiscal calendar, checked for stale values (older than 120 days are excluded from consensus) and screened for outliers. Consensus is recalculated hourly during US and European trading hours and snapshotted at the close each day, so history is point in time. Coverage is about 18,000 companies, densest in the US, Europe and developed Asia-Pacific.
13 fields as documented by Ledgerwell Markets.
| Field | Type | Description | Example |
|---|---|---|---|
| ledgerwell_id | string | Permanent security ID | — |
| ticker | string | Ticker on the as-of date | — |
| fiscal_period | string | Target period, for example FY2027 or Q3-2026 | — |
| metric | string | EPS, revenue, EBITDA, DPS or FCF | — |
| consensus_mean | number | Mean of active estimates | — |
| consensus_median | number | Median of active estimates | — |
| estimate_count | integer | Number of active estimates | — |
| std_dev | number | Standard deviation of active estimates | — |
| revision_up_30d | integer | Upward revisions in the past 30 days | — |
| revision_down_30d | integer | Downward revisions in the past 30 days | — |
| actual | number | Reported value once available | — |
| surprise_pct | number | Actual versus final consensus, in percent | — |
| as_of_date | date | Snapshot date | — |
Real rows from the provider's sample file. Personal data is masked before anything is shown.
| tickerstring | fiscal_periodstring | metricstring | consensus_meanstring | estimate_countstring | revision_up_30dstring | revision_down_30dstring | as_of_datestring |
|---|---|---|---|---|---|---|---|
| DEMO | FY2027 | EPS | 3.42 | 24 | 6 | 2 | 2026-11-06 |
| EXMPL | Q4-2026 | Revenue | 1840000000 | 17 | 1 | 5 | 2026-11-06 |
| SMPL | FY2027 | EBITDA | 212000000 | 9 | 0 | 0 | 2026-11-06 |
Prices in USD, as published by Ledgerwell Markets
consensus, revisions and surprises
adds individual estimates with anonymized contributors
Converted amounts use DataStoa display rates and are approximate. Ledgerwell Markets quotes the final price, taxes and terms.
Request detailed pricingWorldwide coverage.
Time coverage: 2008 to present.
Provider-reported
Latency: Consensus recalculated hourly during US and European trading hours
DataStoa has not audited these figures. Ask the provider how they are measured, or test them on a sample.
The licence is agreed directly between you and Ledgerwell Markets. This summary is provider-reported; the linked terms prevail.
Not listed: use in commercial products, AI / ML model training, AI retrieval and grounding, redistribution allowed, marketing and outreach. Ask Ledgerwell Markets if you need any of these.
Point-in-time US equities, fundamentals and estimates for quants
Ledgerwell Markets delivers clean, point-in-time market data for systematic investors: consolidated US equity prices, standardized fundamentals and consensus estimates on one security master. Every dataset keeps as-first-published history, so backtests only see what was known at the time.
Also available on: Snowflake Marketplace, AWS Data Exchange, Databricks Marketplace
What buyers say about Ledgerwell Markets. Reviews cover the provider, not only this listing.
from 3 reviews
Consensus and revision history are clean and the surprise calculations match our own. For a team of three the price of the individual-estimates tier is hard to justify, so we stayed on consensus only. They did offer a shorter first term.
Martin H., Portfolio manager, Boutique asset manager
Splits and dividends arrive with ex-dates a day ahead, so our adjusted prices no longer break on Monday mornings. One-minute bars have occasional gaps on very illiquid names, which is expected but worth knowing.
Grace O., Data engineer, Retail brokerage app
Restatements are kept as separate vintages with the original filing timestamp, so our backtests finally stopped leaking future information. Delisted companies are in the history, which matters for survivorship. Onboarding took two calls and a well-documented schema file.
Daniel K., Quant researcher, Systematic hedge fund