Signals
PIT-safe
Get Earnings Signals
get_earnings_signalssample
sp500
full
Trend-based earnings expectations and surprise metrics. EPS trend is a 4-quarter trailing average; surprise_pct shows how actual EPS deviated from the trend estimate. Use as_of_date for PIT-safe backtesting — filters by knowledge_at to avoid look-ahead bias.
Example Call
# Using the Valuein MCP server from Python (via MCP SDK)
# Or call directly from Claude / Cursor after setup
result = await client.call_tool(
"get_earnings_signals",
arguments={
"ticker": "EXAMPLE"
}
)
print(result)Direct tool call:get_earnings_signals(ticker="TSLA", as_of_date="2024-01-01")
Inputs
| Parameter | Type | Required | Description |
|---|---|---|---|
ticker | string | required | Ticker symbol |
as_of_date | string | optional | YYYY-MM-DD PIT filter. Only returns signals with knowledge_at on or before this date. |
Output Fields
entity_idperiod_endfiscal_yearfiscal_periodknowledge_ateps_actualeps_trend_esteps_surprise_pctrevenue_actualrevenue_yoy_pctExample Response
[
{
"entity_id": "0000320193",
"period_end": "2024-03-15",
"fiscal_year": 2024,
"fiscal_period": "FY",
"knowledge_at": "2024-03-15",
"eps_actual": null,
"eps_trend_est": null,
"eps_surprise_pct": null
}
]Returns Tesla quarterly EPS actuals vs. 4-quarter trend estimates as of Jan 2024.
Notes
surprise_pct is NULL when the EPS trend base is near zero (|trend| < 0.001) to avoid division instability. This is intentional — filter IS NOT NULL for momentum screens.
Plan Access
sample
✓ Availablesp500
✓ Availablefull
✓ Available