News Analytics Data Can Help Forewarn of Market Risks
Traditionally used by hedge funds to drive alpha-generating strategies, news analytics data also has applications for assessing financial market risks, as the deep dive into the research below shows.
Vaccine mentions surge after Lancet study, signals based on RavenPack sentiment outperform, panic spikes in Ukraine
In this COVID-19 update, vaccine news surges, news sentiment data compared to broker recommendations, and panic peaks in Ukraine. Read the full article for further analysis
How Would News Sentiment Strategies Have Performed During the Corona Crisis Compared to Broker Research?
A recent study ranked over 150 brokers according to how profitable their research recommendations would have been during COVID - and they included signals based on RavenPack data.
Lockdown News Rises, Media Talk about Schools Spikes, Launching our U.S. Presidential Election Monitor
In this issue, the news analytics of lockdown, chatter about school closures spikes, announcing the launch of our U.S. Presidential Election Monitor, and we highlight an advanced feature of the COVID-19 monitor.
COVID Still Dominates Headlines as Cases Resurge, News about Evictions Rises, Monitor Trending Topics
In this update, news about coronavirus remains high as case hotspots trigger second wave fears, stories about housing and evictions become a trending topic and we highlight more key features from our COVID dashboard.
News Analytics Reflect Reacceleration in Cases, French Sentiment Peaks, Key COVID Indexes
In our latest update, we track the news analytics of a possible emerging second wave, news sentiment peaks in France on falling hospitalizations, and we take a tour of the key analytical gauges on our news monitor and how investors can use them in their decision-making.
Child Poverty on the Rise Due to COVID, Fake News Peaks in the U.S., Russia Reopening
In this update, news rises about poverty worsening due to coronavirus, China-U.S. ties are further strained by fake news claims, and Russia reopens for business.
Mental Fallout, Renewed Second Wave Fears, the June 11 Sell-Off Analyzed, Announcing our New Presidential Monitor
In this update, metrics from Sweden, Switzerland, and Spain, the mental health fallout from COVID-19, we announce the launch of our 2020 presidential monitor, spotlight on the recent sell-off.
Latest Research Papers
Combining insider transactions with earnings call transcripts signals
Insider transactions data provides investors with insights into how C-level executives interpret their own information flow and form their views on potential mispricings in the market. On the other hand, earnings call transcripts give investors an opportunity to gain additional insights into the fundamental performance of a company.
From Earnings News to Earnings Intelligence: Combining News and Earnings-call Transcripts
In recent research (Hafez 2021), we introduced our Transcripts product and demonstrated how trading signals generated from earnings call transcripts can be used to construct portfolios that outperform the market across trading horizons ranging from days to a month.
Uncover Alpha with Earnings Calls Transcript Data
Incorporating Earnings Calls transcript data increases IR to 1.4 for US Mid/Large Caps and 2.3 for Small Caps.
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