Predictive power of sentiment - Context Analytics

S-Factor Introduction Video Blog

May 10, 2022

Our S-factor metrics have harnessed the power of social media to benefit investors. The online discussions of the Stockmarket online greatly effects the market. By filtering through over 500 million tweets a day, SMA metrics ingests the full firehose for topics of interest from Twitter, Stocktwits and more with 10+ years or out of sample […]

SMA Predicts Brexit Two Weeks Before The Vote

June 24, 2016

People seem surprised that Britain voted to exit the EU. We at SMA with our partners the CBOE are not nearly as surprised as everyone else. Russell Rhoads from the CBOE has been blogging and Tweeting with SMA data for two weeks that it looks like the Brexit is going to happen. Let’s look at […]

Twitter Leads News For MSFT, LNKD Acquisition

June 13, 2016

As is the case with most corporate events now, MSFT buying LNKD broke on Twitter first. The very first mention of this is any news article was at 7:38 AM (CDT) but Social Market Analytics (SMA) detected this 7 minutes ahead at 7:31. SMA’s patented algorithm digests, filters and evaluates Tweets in real time. The […]

StockTwits based S-Factor Return Charts

May 13, 2016

Social Market Analytics (SMA) aggregates the intentions of investors as expressed on the StockTwits platform. SMA creates proprietary S-Factor metrics that quantitatively describe the current conversation relative to historical benchmarks. This data provides strong predictors of future price movement. This blog will focus on the deterministic nature of the StockTwits data set when aggregated into […]

Twitter Sentiment and Longer Holding Periods

April 20, 2016

Signals derived from Twitter data have typically been viewed as shorter term signals. There are a number of reasons for this. One reason is the lack of out of sample data to back test trading systems on. At SMA we now have nearly four and a half years of sentiment metrics to use in the creation […]

2015 In Review

January 4, 2016

Wow, what a ride 2015 was with the S&P 500 closing slightly down for the year. As we head into 2016 are you going to continue to look at the same factors as everyone else or maybe try something new? Below are the returns for stocks with significantly positive and negative pre-market open S-Scores. […]

Long/Short Research on Russell 1000 Stocks

December 8, 2015

People ask about the persistence of SMA sentiment signals over time. The signal length is dependent on the S-Factor used. S-Mean for example represents a 20 day look back period and is generally used as a longer term signal. We looked at a theoretical strategy using a universe of the Russell 1000 and S-Factors: S-Score, […]

Social Market Analytics Visualization Tools

October 6, 2015

Social Market Analytics has been offering API access to our data since inception. Fewer people know we also offer powerful visualization and screening tools. We offer two ways to access our data without programming. First, we have a robust Excel Add-in that allows for Real-Time screening and historical retrieval. This functionality is ideal for integrating […]

Sentiment Leading Recent Market Volatility

September 3, 2015

The chart below looks at the percentage of positive Tweets versus the percentage of negative Tweets over the last couple of weeks. There are usually significantly more positive than negative Tweets so the fact that the negative percentage was so high is valuable data in itself. As you can see the percentage of negative Tweets […]

Predictive Power of SMA S-Factors

July 7, 2015

Every quarter we review performance returns and statistical ratios for our family of S-Factors. S-Score is a normalized representation of sentiment over a pre-defined look back period and is a key metric. Below are some charts that look at the full history and YTD performance of our data across the entire universe. Anyone can pick […]

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