Global Equities - Context Analytics

Research: NSE Pre-Market Open Sentiment Dispersion

September 10, 2025

Methodology We examined the NSE equity universe using pre-market open sentiment factors (S-Factors) derived from Twitter. To capture the breadth of participation in discussions, we focused on S-Dispersion, which measures the percentage of tweets coming from unique accounts (i.e., how diverse the sources of sentiment are). This metric falls between 0 and 1, where 1 […]

How CompuText Turns Financial Filings Into Instant Intelligence

May 29, 2025

CompuText extracts key financial events, root causes, and sentiment from the most extensive library of corporate filings and earnings call transcripts, both domestic and global. Events are curated by top finance experts, backed by a decade of technological innovation in extracting and parsing unstructured financial data. Built by CFAs and CPAs with PhDs in accounting, […]

Navigate Trade Turbulence with ThemeXplorer

March 27, 2025

In an increasingly complex and volatile macroeconomic environment, staying ahead of developing trends is critical for risk managers, analysts, and portfolio managers alike. The recent wave of tariff announcements and pauses by the U.S. government—particularly those initiated on February 1st by President Donald Trump—has ignited global concern and triggered heightened language in corporate filings. This […]

Utilizing Social Media Sentiment on Australian Securities

March 12, 2025

Context Analytics (CA) is proud to announce an expansion in social sentiment global security coverage to include Australian securities (ASX). Similar to other foreign asset classes CA covers, the ASX dataset will retrieve textual data from Twitter messages and generate sentiment scores using our proprietary Natural Language Processing (NLP) technology. These sentiment scores are actionable […]

Unlocking Alpha in India's NSE: Harnessing Stocktwits Sentiment Data

February 26, 2025

Context Analytics (CA) is proud to serve as an exclusive partner of Stocktwits—a dynamic financial social media platform where investors share insights, opinions, and real-time commentary on a wide range of securities. Through this unique collaboration, CA has since expanded its coverage to include Indian securities (NSE).

Context Analytics TSX Asset Class on StockTwits

April 5, 2023

Intro: Context Analytics has developed its S-Factor and Activity feeds on TSX securities sourced from StockTwits messages. This aggregates StockTwits conversations on Canadian securities using our patented NLP. From a historical backtest, over the past 4+ years, the spread between TSX securities in the highest and lowest S-Score quintile yields a return of over 140%.

Increasing Transparency in Investments with ESG Reports

September 27, 2022

In recent years, due to climate and social challenges, companies have begun shifting priorities to include Environmental, Social, and Governance (ESG) initiatives into their business practices. ESG Reports inform investors on how companies are implementing ESG policies. With SMA parsing technology, these magazine-style documents are parsed according to the structure of the underlying document with […]

Alpha Around the World: Insights into Global Annual Reports

November 1, 2021

Social Market Analytics (SMA) has created the Global Machine Readable Filings (GMRF) dataset in partnership with S&P Global Market Intelligence. GMRF provides parsed textual data broken down to sections along with metrics like word count and sentiment on annual and interim reports for companies around the world. Extraneous information such as images, tables, and page […]

IHS Markit Analysis of Social Market Analytics LSE Equity Data

March 11, 2019

Social Market Analytics partners with IHS Markit to distribute our S-Factor data through the IHS Markit Research Signals Feed. Recently, IHS Markit added our LSE 1000 Equity S-Factor Feed to their data offerings. In conjunction with the launch IHS Markit authored a research paper exploring the predictive nature of the SMA S-Factor data on LSE equity […]

Predicting LSE Security Price Movements with Twitter Sentiment

October 10, 2018

Social Market Analytics, Inc. (SMA) aggregates the intentions of professional investors as expressed on Twitter & StockTwits and publishes a series of metrics that describes the current conversation relative to historical benchmarks. Our data is a leading indicator of price movement both positive and negative. There is unique predictive information in unstructured content. Social Market Analytics […]

Research: NSE Pre-Market Open Sentiment Dispersion

September 10, 2025

How CompuText Turns Financial Filings Into Instant Intelligence

May 29, 2025

Navigate Trade Turbulence with ThemeXplorer

March 27, 2025

Utilizing Social Media Sentiment on Australian Securities

March 12, 2025

Unlocking Alpha in India's NSE: Harnessing Stocktwits Sentiment Data

February 26, 2025

Context Analytics TSX Asset Class on StockTwits

April 5, 2023

Increasing Transparency in Investments with ESG Reports

September 27, 2022

Alpha Around the World: Insights into Global Annual Reports

November 1, 2021

IHS Markit Analysis of Social Market Analytics LSE Equity Data

March 11, 2019

Predicting LSE Security Price Movements with Twitter Sentiment

October 10, 2018

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