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Monthly Portfolio using Twitter Raw-S

December 6, 2023

Intro: Using Social Sentiment from Twitter messages can enhance security selection. Aggregating raw sentiment over monthly periods can be used to create portfolios that outperform industry benchmarks by over 3% annually.

Monthly Portfolio using Twitter S-Buzz

November 8, 2023

Messages from Twitter provide useful information for security selection. Aggregating these messages and creating social sentiment scores can yield insights. Using Context Analytics Twitter S-Buzz score, customers can create portfolios that outperform the market.

StockTwits Real Estate Indicator

August 2, 2023

In the realm of investments, diversification plays a crucial role in reducing risks and maximizing returns. The real estate market is often viewed as an attractive alternative asset class for portfolio diversification due to its lower correlation with other sectors. In this blog, we explore the behavior of the real estate market using sentiment metrics […]

Changes in Risk Section of SEC Filings Impact Future Returns

June 29, 2023

Explore the predictive power of Context Analytics metrics derived from SEC filings.

Monthly Sentiment Index – S&P 500

May 18, 2023

Even on the most liquid stocks, Context Analytics’ Social Sentiment provides an edge. Using only S&P 500 constituents, this Monthly Social Sentiment Index outperforms the market by over 2.5% annually over the past 5+ years.

ThemeX Index: Increased Recurring Revenue

March 1, 2023

Intro: By using Context Analytics’ ThemeX search capabilities, users can create custom portfolios from its results. A search on ‘Increased Recurring Revenue’ yields a variety of securities that are grouped into a Monthly Long Only portfolio which outperforms the market by over 4.5% annually over a 10+ year sample.

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 […]

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 […]

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 […]

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