FMP
Datasets
Pricing
How to Backtest Portfolio Performance Using Earnings Surprises
A portfolio backtest is one of the most effective ways for analysts to test strategy durability before committing real capital. By simulating how a portfolio would have performed in the past, you can ...
The Missed Expectations Playbook: Turning Earnings Disappointments into Strategic Advantage with FMP Data
Disappointment casts a longer shadow than surprise. When a company misses consensus EPS or revenue expectations, it’...
Tracking Post-Earnings Announcement Drift with FMPs Market Data
When earnings season hits, stock prices don’t just react in the moment—they often keep moving in a pattern that savvy tr...
Anomaly Detection For Professional Markets With FMP APIs
Anomaly detection in financial data is the process of spotting unusual patterns—such as revenue spikes, EPS drops, or ma...
Use Forward Guidance to Build Sector-Level Forecasts
Analyst estimates and press releases only tell part of the story. To truly understand where markets are heading, institu...