No. of Recommendations: 15
Many sources provide Operating Earnings (FactSet) for example, but getting nominal Reported Earnings per share is hard.Indeed.
Especially if you want to find the "as reported and known at the time" figure for each date that is the bottom-up sum of the individual trailing four quarters for each firm--no estimates and no lag. Since reporting is staggered among firms, this figure changes almost every week. I subscribe to Pinnacle, but they lost whatever source they were using, so it is no longer in the W1 file they deliver weekly.
The only source I have found is the *graph* in the Factset weekly Earnings Insight report which is, for now, inexplicably free.
For example, in the current file dated August 7, the graph at the top of page 35 (almost at the end), the black line is what you want. I have been reduced to using a graph-to-data conversion tool : )
With some imprudent zooming in and interpolating at the half-pixel level, I get the latest figure as $273.88.
I don't have an equivalent source for dividends or sales at present.
You can get quarterly sales figures (with a lag), I think from the official S&P figures, from Multipl.com, but I guess they lost t heir data source too, as the last update was for the September 2025 quarter.
multpl.com - By quarterI have earnings, sales, and dividend figures for all individual S&P firms from Value Line, so I could add them up, but that has two problems. First, I would need the correct float-adjusted weights for every firm in the index, which are equally difficult to come by and change all the time. I guess just adding up by "full" market cap would be relatively close?? And second, Value Line doesn't report revenue for banks because "sales" don't have the same meaning for a bank as for a manufacturer. I think most sources use the equivalent of gross margin as the sales figure for banks. e.g., I think (??) that if a bank's business unit borrows at 3% and lends that at 5%, the "sales" figure is the 2% gap, not the 5% actual revenue in the simple meaning of total funds from clients arriving in their account. Since I have never really found a use for the "sales" figure of a bank, I've never looked into the details of what they're actually doing. Value Line avoids the problem by not reporting any figure. I avoid the problem by considering the price-to-sales-ratio only among non-financials, specifically the median.
Jim