Overview

This dataset can be treated as a stand alone data product that could be integrated into any big data analytics tool at the security level. Alternatively, for customers wishing to procure Amenity Analytics custom dashboard can do so via Marketplace.

Earnings Plus Interim Transcripts Sentiment Dataset

The data is based on sentiment and topic analysis of quarterly earnings call transcripts with Q&A plus documents from interim events that take place in the periods between earnings: guidance calls, analyst calls, presentations (ex: investor conferences), sales and revenue calls, special situations (ex: M&A). This results in a real-time dataset that provides a significantly more accurate representation of a company’s performance.

Amenity applies contextual natural language processing and sentiment analysis on these events to derive numerical scores (signals). The scores are the result of the net sentiment divided by the total negative and positive extractions in the document. Also includes counts that make up those scores. Scores can be split by major document types and sections.

Sentiment is analyzed at the Key Driver level which is based on key fundamental factors that drive stock performance: CapEx, Capital Returns, Deception, Executive Change, Guidance Tracker, Headwinds/Tailwinds, Irregularities, Margin, Market Position & Pricing Power, M&A, Wage. Each Key Driver is a scored set of text extractions using granular taxonomy, aggregated from similar topics on a fundamental theme affecting a company’s performance.

The entities covered in this dataset are a majority of public companies worldwide that do earnings calls ( 12,000 companies). The underlying source of the data is FactSet transcripts for earnings calls and the interim events. Transcript history is 17 years, News history is 4 years, and Filings history is 10 years.

Amenity Analytics applies contextual natural language processing and sentiment analysis on transcripts to derive a numerical score (signal). The score is the result of the net sentiment divided by the total negative and positive extractions in the transcript. Also includes counts that make up those scores.

The Values in this dataset are represented with scores between -1 and 1. A score of -1 is the most negative and +1 is the most positive. Neutral is 0.

The dataset includes total score + counts and score + counts per key driver (margin, headwind/tailwind, capex, etc.).

Key Benefits

• Via Marketplace: Dashboard Interface. Intuitive and provides an efficient, scalable way for portfolio managers and analysts to monitor exposures, find ideas, and quickly validate investment theses

Use Cases

• Alpha Generation via Analysis
• Fama-French Factor Attribution *Screening and Idea Generation
• Stock Selection and Relative Stock Selection
• Transcript Surveillance and Monitoring
• Baskets and Trading Structure Creation

Verticals

• Hedge Funds *Asset Managers
• Banks
• Capital Markets
• Insurance

Dataset General Information

Data Description and Data Dictionary

The file contains the the following fields:

Note: there is also count and score information (positive, negative counts and scores, weighted and unweighted) for each of the key drivers (Market Position, Deception, etc.) in the same format as “total” above

Update Frequency

• For trials the data does not update
• Paid subscriber data updates daily

Applications

• What you can do: Develop time series, use for backtesting or fundamental analysis or for company rankings
• What you cannot do: Dive into specific event/extractions counts or see what the text extractions were; in addition this cannot be resold in part or in full as a commercial dataset.

Additional Information

• [API Documentation] Available to subscribed users only (https://amenityanalytics.readme.io/ )

Regulatory and Compliance Information

Portions of the Services (including the Content) may be provided through third-party providers, such as FactSet, LexisNexis, and/or EDGAR, which may impose certain restrictions or additional terms and conditions.

Required Information to Start a Subscription

• EIN number
• # of applications,
• # of users
• # of regions
• # companies in coverage
• User(s) email address

Need Help?

• If you have questions about our products, contact us using the support information: douglas.hopkins@amenityanalytics.com

About Amenity

We develop cloud-based analytics solutions to help businesses draw actionable insights from text on a massive scale. Fortune 100 companies, hedge funds, financial exchanges, and insurance companies rely on our proprietary NLP technology for use on sources ranging from regulatory filings and earnings call transcripts to news coverage, social media activity, and research reports.

• [Amenity Earnings Plus Interim Reports Overview] https://info.amenityanalytics.com/l/700953/2022-05-04/2vxbnh/700953/1651689255CztNOOzH/Amenity_Transcripts_Plus_Interim_Data_Feed.pdf 
• [Amenity Key Drivers Fact Sheet] https://info.amenityanalytics.com/l/700953/2022-06-17/31zpgn/700953/1655499962pCszzJUP/Key_Drivers_Overview_2022.pdf