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brain_blmcf_ext_10-k_metrics by Brain

Name: brain_blmcf_ext_10-k_metrics
Brand: Brain
SKU: BRN-00106
Price: 9999.99 USD
Availability: InStock

Category: financials , main_tax_category , sec_filing ,

Product Type: sec_filing

Region: US ,

Industry: Consumer Discretionary , Consumer Staples , Energy , Financials , Health Care , Industrials , Information Technology , Materials , Real Estate , Telecommunication Services , Utilities ,

Asset Classes: Equity ,

Data Frequency: day

Quantity must be 1 or more

Dataset Name: brain_blmcf_ext_10-k_metrics

Group: sec_filing
Vendor: Brain
Asset Class: Equity
Data Update Time(s): 7:05 AM EST
Data Update Frequency: day

The Brain Language Metrics on Company Filings (BLMCF) monitors several language metrics on 10-Ks and 10-Qs for 6000+ US stocks. This EXTENDED version provides additional language metrics covering not only the report as a whole but also for specific report sections (e.g. Risk Factors and MD&A sections).

Data Contained in this Dataset

Column	Type	Description
_seq	uint	Internal sequence number used to keep data rows in order
timestamp	string	Timestamp of the Data - America/New York Time.
muts	uint64	Microseconds Unix Timestamp. An integer representation of a timestamp with microsecond precision that can be compared directly to other timestamps.
symbol	string	Trading Symbol or Ticker
COMPOSITE_FIGI	string	The FIGI composite code (https://www.openfigi.com) that identifies the stock across related exchanges in the same country.
DATE	string	Date
LAST_REPORT_CATEGORY	string	Category of last report (with respect to DATE) issued by the company (10-Q or 10-K)
LAST_REPORT_DATE	string	The date of last report (with respect to DATE) issued by the company in YYYY-MM-DD format
N_SENTENCES	uint	Number of sentences extracted from the last available report. 1 - inf
MEAN_SENTENCE_LENGTH	double	The mean sentence length measured in terms of the mean number of words per sentence for the last available report. 1 - inf
SENTIMENT	double	The financial sentiment of the last available report. -1.0 to +1.0
SCORE_UNCERTAINTY	double	The percentage of financial domain “uncertainty” language for present in the last report. 0.0 - 1.0
SCORE_LITIGIOUS	double	The percentage of financial domain “litigious” language for present in the last report. 0.0 - 1.0
SCORE_CONSTRAINING	double	The percentage of financial domain “constraining” language present in the last report. 0.0 - 1.0
SCORE_INTERESTING	double	The percentage of financial domain “interesting” language present in the last report. 0.0 - 1.0
READABILITY	double	Reading grade level for the the report expressed by a number corresponding to US education grade. The score is obtained from the average of various readability tests to measure how difficult is the text to understand (e.g. Gunning Fog Index). 0,inf
LEXICAL_RICHNESS	double	Lexical richness measured in terms of the Type-Token Ratio (TTR) which calculates the number of types (total number of words) divided by the number of tokens (number of unique words). The basic logic behind this measure is that if the text is more complex
LEXICAL_DENSITY	double	Lexical density to measure the text complexity by computing the ratio between number of lexical words (nouns, adjectives, lexical verbs, adverbs) divided by the total number of words in the document. 0.0 - 1.0
SPECIFIC_DENSITY	double	Percentage of words belonging to the specific dictionary used for company filings analysis present in the last available report. 0.0 - 1.0
RF_N_SENTENCES	double	Number of sentences extracted from the section “Risk Factors” of the last available report.
RF_MEAN_SENTENCE_LENGTH	double	The mean sentence length measured in terms of the mean number of words per sentence for the section “Risk Factors” of the last available report. 1,inf
RF_SENTIMENT	double	The financial sentiment for the section “Risk Factors” of the last available report. -1.0 to +1.0
RF_SCORE_UNCERTAINTY	double	The percentage of financial domain “uncertainty” language present in the section “Risk Factors” of the last
RF_SCORE_LITIGIOUS	double	The percentage of financial domain “litigious” language present in the section “Risk Factors” of the last
RF_SCORE_CONSTRAINING	double	The percentage of financial domain “constraining” language present in the section “Risk Factors” of the last report. 0.0 - 1.0
RF_SCORE_INTERESTING	double	The percentage of financial domain “interesting” language present in the section “Risk Factors” of the last
RF_READABILITY	double	Reading grade level for the section “Risk Factors” of the last available report. 1,inf
RF_LEXICAL_RICHNESS	double	Lexical richness for the section “Risk Factors” of the last available report. 0.0 - 1.0
RF_LEXICAL_DENSITY	double	Lexical density for the section “Risk Factors” of the last available report. 0.0 - 1.0
RF_SPECIFIC_DENSITY	double	Percentage of words belonging to the specific dictionary used for company filings analysis present in the section “Risk factors” of the last available report. 0.0 - 1.0
MD_N_SENTENCES	double	Number of sentences extracted from the “MD&A” sections of the last available report. 1,inf
MD_MEAN_SENTENCE_LENGTH	double	The mean sentence length measured in terms of the mean number of words per sentence for the “MD&A”
MD_SENTIMENT	double	The financial sentiment for the “MD&A” sections of the last available report. -1.0 to +1.0
MD_SCORE_UNCERTAINTY	double	The percentage of financial domain “uncertainty” language present in the “MD&A” sections of the last report. 0.0 - 1.0
MD_SCORE_LITIGIOUS	double	The percentage of financial domain “litigious” language present in the “MD&A” sections of the last report. 0.0 - 1.0
MD_SCORE_CONSTRAINING	double	The percentage of financial domain “constraining” language present in the “MD&A” sections of the last
MD_SCORE_INTERESTING	double	The percentage of financial domain “interesting” language present in the “MD&A” sections of the last report. 0.0 - 1.0
MD_READABILITY	double	Reading grade level for the “MD&A” sections of the last available report. 0,inf
MD_LEXICAL_RICHNESS	double	Lexical richness for the “MD&A” sections of the last available report. 0.0 - 1.0
MD_LEXICAL_DENSITY	double	Lexical density for the “MD&A” sections of the last available report. 0.0 - 1.0
MD_SPECIFIC_DENSITY	double	Percentage of words belonging to the specific dictionary used for company filings analysis present in the

Important Dataset Notes

This dataset is not available for direct online purchase. Please contact sales directly at sales@CloudQuant.com. The data is available through our normal sales department who can provide you with current pricing and a quote for accessing this valuable dataset. This may be due to a number of reasons such as dataset intended use, size of the company (or investment fund) using the dataset, or for simple legal requirements that CloudQuant needs to ensure are in place prior to licensing the dataset to you.