Social Sentiment Metrics for Equities - Twitter
Overview
Normalized social sentiment data feed of aggregated Tweets and comparisons to the security’s own baseline, from 2011 to present.
| Data Information | Value |
|---|---|
| Refresh Cadence | Weekly |
| Historical Coverage | 2011-Present |
Schema
| Name | Description |
|---|---|
| AS_OF_DATE | Date |
| TICKER | Twitter product symbol |
| RAW_S | Raw-S is the summation of sentiment of unique tweets received from credible accounts in a rolling 24-hour window at the time of observation |
| RAW_S_MEAN | Raw-S-Mean is the 20-day moving average of Raw-S at the time of observation. |
| RAW_VOLATILITY | Raw-Volatility is the 20-day moving standard deviation of Raw-S at the time of observation. |
| RAW_SCORE | This is the statistical Z-Score of Raw-S at the observation time |
| S | Similar to Raw-S. The key difference here is that S is the exponentially time-weighted summation of tweets in the 24-hour window. |
| S_MEAN | The 20-day moving average of S at the time of observation. |
| S_VOLATILITY | The 20-day moving standard deviation of S at the time of observation. |
| S_SCORE | Normalized value of S. This is CA's S-Score |
| S_VOLUME | Indicative Tweet volume used to compute the sentiment estimate. This is the number of unique tweets arriving in a 24-hour interval from certified CA accounts. |
| SV_MEAN | 20 day moving average of S-Volume at the time of observation. The SV-mean provides a baseline for calculating SV-Score |
| SV_VOLATILITY | 20 day moving standard deviation of S-Volume at the time of observation |
| SV_SCORE | Normalized value of S-Volume A Z-score of the S-Volume, computed like Raw-Score and S-Score |
| S_DISPERSION | Measure of the Tweet source diversity contributing to a sentiment estimate. |
| S_BUZZ | A measure of unusual volume activity compared to a universe of stocks. Provides a cross-sectional view of unusual Twitter activity at the observation time. |
| S_DELTA | Change in S-Score over a 15-min lookback period. |
Updated about 1 month ago