Social Sentiment for select ETF's

A few months ago, we quietly released a new type of sentiment indicator.  These indicators are based on automated sentiment analysis using natural language processing of social streams.

In the case of the Social Sentiment indicators, we are following Twitter messages that mention particular stocks and ETF's, capturing those messages and then analyzing each of these messages for sentiment. These messages are then assigned a rating of 'bullish', 'bearish' or 'neutral' (some messages are categorized as 'spam').

For each stock and/or ETF, the social sentiment indicator is created based on the ratio of bearish messages to bullish messages (e.g., a Bear / Bull Ratio) to create a contrarian sentiment indicator. Much like many of our other indicators, the Social Sentiment indicators have extreme values that help investors better understand movements in the market.

An example of the SPY Social Sentiment indicator is shown in Figure 1.

[caption id="attachment_732" align="aligncenter" width="600"] Figure 1: SPY Social Sentiment[/caption]

Currently, we have 27 ETF's listed. We've selected these 27 based on signal quality (Volume of messages, signal levels, etc) and may add more ETF's and stocks in the future. You can find these indicators here.

Social Sentiment indicators are available to Premium Subscribers.