SMA Team - Context Analytics

SMA Classifications Data for Daily Trading Strategy

October 10, 2022

Increasing Transparency in Investments with ESG Reports

October 3, 2022

Which companies are impacted by Nord Stream Pipeline?

September 27, 2022

ESG Reports Increase Transparency in Investments.

September 27, 2022

Using Social Sentiment to Weight S&P 500 Constituents

September 19, 2022

In this brief analysis we discuss how Social Sentiment can enhance stock selection and be used to tilt the weights of S&P 500 Constituents to outperform market benchmarks. SMA uses our patent NLP to calculate sentiment on each Tweet with fine grain scores ranging from -1.0000 to 1.0000. Negative 1 is extremely negative and positive […]

Alpha in SMA Machine Readable Filings

September 7, 2022

This blog is a follow-up to our research paper “Machine Readable Filings (MRF) Word Count Alpha” which is an extension of Harvard Lazy Prices. This blog focuses on word count, sentiment factors and changes in those factors associated with regulatory filings. SMA partnered with S&P Global Market Intelligence to provide textual data in U.S. SEC […]

Using ThemeX to Understand Mentions of Recession in Corporate Filings

August 31, 2022

In this video we demonstrate how easy-to-use and powerful the ThemeX tool is on the Unstructured Data Terminal. We use ThemeX to search filings, transcripts and social media for macro insights on the impact of a recession. To learn more email us at ContactUs@SocialMarketAnalytics.com or schedule a demo use this link: https://outlook.office365.com/owa/calendar/SocialMarketAnalytics@socialmarketanalytics.com/bookings/

Predictive Power Of Sentiment On Earnings Q&A Extension

August 24, 2022

Earnings performance and indicators are one of the most looked at metrics within the finance community when choosing to invest in a security. Paired with earnings announcements are a conference calls where management comments on the company’s performance in a prepared statement. Afterwards investors can ask questions about specific components of the company and its […]

Predictive Power of Sentiment on Earnings Q&A

August 9, 2022

One of the most closely followed events on the corporate calendar are earnings calls. This gives executives the opportunity to comment on earnings and answer questions from those outside of the company. Using our patented Natural Language Processing, Social Market Analytics scores Earnings Call Transcripts in real time and creates metrics based on sentiment, word […]

General Market Indicator: Volatility of Sentiment Helpful in Predicting Overall Market Performance

August 3, 2022

The target of this research was to find an indicator that helps predict the direction of the overall US Equity market for the next week using sentiment data from the previous week. The hypothesis is when there is high volatility in sentiment over the previous week, which means investors have differing opinions, the subsequent week […]

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