S&P 500 Earning Per Share Estimates¶

Historical development of EPS estimates for S&P 500. Notice how estimates are always high for 3 years forward but then adjust to reality...

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# Download data for multiple fiscal periods
import polars as pl

from polars_bloomberg import BQuery

with BQuery(timeout=50000) as con:
    res = []
    for n in range(1, 4):
        tbl = con.bql(f"""
            let(#eps=headline_eps_market(
                    fa_period_offset={n},
                    fa_period_type=A,
                    as_of_date=range('2009-12-31', TODAY(), frq=W)
                    );
            )
            get(#eps)
            for(['SPX Index'])
        """).combine()
        res.append(tbl)
data = pl.concat(res).drop_nulls().sort(by="AS_OF_DATE")
data.head(3)
# Download data for multiple fiscal periods
import polars as pl

from polars_bloomberg import BQuery

with BQuery(timeout=50000) as con:
    res = []
    for n in range(1, 4):
        tbl = con.bql(f"""
            let(#eps=headline_eps_market(
                    fa_period_offset={n},
                    fa_period_type=A,
                    as_of_date=range('2009-12-31', TODAY(), frq=W)
                    );
            )
            get(#eps)
            for(['SPX Index'])
        """).combine()
        res.append(tbl)
data = pl.concat(res).drop_nulls().sort(by="AS_OF_DATE")
data.head(3)

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shape: (3, 6)

ID	#eps	CURRENCY	REVISION_DATE	AS_OF_DATE	PERIOD_END_DATE
str	f64	str	date	date	date
"SPX Index"	62.792159	"USD"	2009-12-31	2009-12-31	2009-12-31
"SPX Index"	79.130444	"USD"	2009-12-31	2009-12-31	2010-12-31
"SPX Index"	95.303385	"USD"	2009-12-31	2009-12-31	2011-12-31