S-Factor Social Sentiment Data for US Equities

Context Analytics, formerly known as Social Market Analytics, has expanded its depth of data to include all textual data. We source, clean, structure, and analyze textual data for investable insights and business intelligence.

The S-Factor data feed aggregates the Twitter conversation over the last 24 hours and compares it to a twenty-day baseline. 19 metrics are published every minute. CA's patented sentiment engine scans the full Twitter firehose for relevant Tweets. Patented natural language processing calculates sentiment on each Tweet which is then aggregated. Snapshots can be requested at time periods (1m, 15m, Hourly, Daily, etc.).

The sample dataset includes 15-minute updates from the past 3 years of out of sample data for US equities derived from Twitter. The 19 available metrics include:

-S-Score: The normalized representation of a security’s sentiment time series over a lock back period
-S-Volume: The Volume of indicative tweets contributing to a security’s S-Score at an observation time
-S-Dispersion: A measure of the diversity of Twitter sources contributing to a security’s S-Score
-S-Volatility: A measure of the variability of a stock’s sentiment time series over a look back period
-SV-Score: The normalized representation of a stock's indicative Tweet volume time series over a look back period

Dataset Overview:
-Coverage: 4,800 equities
-Geographic Coverage: United States
-Industry Coverage: All
-History: 2012
-Data Source: Twitter

Visit our website (https://www.socialmarketanalytics.com) for research and blogs of the returns:

https://blog.socialmarketanalytics.com/twitter-vs-stocktwits-a-comparison-of-daily-s-score-returns/daily-twitter-sentiment-a-comparison-of-universe-performance

https://blog.socialmarketanalytics.com/twitter-vs-stocktwits-a-comparison-of-daily-s-score-returns/twitter-vs-stocktwits-a-comparison-of-daily-s-score-returns

搜集汇总

背景与挑战

背景概述

该数据集提供基于Twitter的美国股票社交情绪分析，包含19种专利算法计算的分钟级情绪指标，覆盖4800只美股，历史数据自2012年起。数据包含S-Score等核心指标，反映股票情绪趋势及推文来源多样性。