Introducing corporate earnings call sentiment data as one of the contributing factors to the Nasdaq Analytics Hub. The Analytics Hub is a machine intelligence engine that combines third-party and Nasdaq datasets for new, unique market signals. All third-party data partners must pass a rigorous Nasdaq vetting process, including survivor-bias-free back-testing—confirming the validity and effectiveness of the data.
Historical analysis of earnings calls and other publicly available statements, including scoring on trend, momentum, and aggregate sector sentiment, plus 10K and 10Q regulatory filings:
Context and insights into the language used by both corporate officers and analysts
Covering ~3,000 publicly traded companies in the US
Historical data covering at least five years of history; some as far as 2001
Scoring manifests as a number centered on zero—indicated by negative or positive corresponding outlooks
Additional value-added data and analytics fields derived from Nasdaq’s machine learning
Raw data provided by Prattle. Prattle quantifies market-moving language from central bank and corporate communications via advanced analytics and machine learning.
Back-tested results demonstrate signals from the Hub outperformed their benchmarks over multi-year periods: