
Overview
Brain Language Metrics on Earnings Calls Transcripts
Overview
The exploitation of textual unstructured content (news, company filings, earnings calls etc) in financial analysis is quickly expanding across both quantitative and discretionary strategies as reflected in the growing number of academic papers and products in this domain.
The Brain Language Metrics on Earnings Calls Transcripts (BLMECT) dataset has the objective of monitoring several language metrics for the quarterly earnings call transcripts of 4500+ US stocks.
The dataset is composed of two parts. Part one includes several language metrics for the most recent earnings call transcript for each stock, namely:
Financial sentiment
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Percentage of words belonging to financial domain classified by language types: constraining, litigious, uncertainty and interesting language. Readability score
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Lexical metrics such as lexical density and richness of text
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Text statistics such as the transcript length
Part two includes the differences between the most recent earnings call transcript and the previous one:
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Difference of the various language metrics (e.g. delta sentiment, delta readability score, delta percentage of a specific language type etc.)
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Similarity metrics between documents, also with respect to a specific language type (for example similarity with respect to “litigious” language or “uncertainty” language)
The metrics calculation is reported separately for the following sections of the transcript:
- Management Discussion
- Analysts’ Questions
- Management Answers to Analysts’ Questions
Historical Trial
The dataset contains historical data from January 2012 to July 2021 that can be freely accessed for 2 months. For a live feed please contact us at support@braincompany.co and we will make accessible a customized version of the product on AWS Data Exchange according to Client requirements.
Feed Details
The dataset is updated with a daily frequency since new earnings calls transcripts are published every day for some of the universe stocks. Clearly the data for each stock will change on a quarterly basis when new earnings calls are published. The historical dataset is available from year 2012.
Disclaimer
The content of this dataset is not to be intended as investment advice. The material is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provvaluee investment advisory or other services by Brain. Brain makes no guarantees regarding the accuracy and completeness of the information expressed in the dataset.
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Additional details
You will receive access to the following data sets.
Data set name | Type | Historical revisions | Future revisions | Sensitive information | Data dictionaries | Data samples |
|---|---|---|---|---|---|---|
Brain Machine Language Metrics on Earnings Calls Transcripts (History Trial) | All historical revisions | All future revisions | Not included | Not included |
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