Saudi Tadawul Post-Earnings Announcement Drift (PEAD) Dataset

The Saudi Tadawul Post-Earnings Announcement Drift (PEAD) Dataset (2020–2025) contains daily stock prices, earnings announcement dates, and selected financial and technical indicators for 60 companies listed on the Saudi Stock Exchange (Tadawul). The dataset covers the period from 2020 to 2025 and includes 20 large-cap, 20 mid-cap, and 20 small-cap companies. It was developed to support machine learning-based classification and prediction of post-earnings announcement drift across different market capitalization segments.