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brain_blmcf_ext_all_differences

brain_blmcf_ext_all_differences by Brain

Dataset Name: brain_blmcf_ext_all_differences


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_DATE string The date of last report (with respect to DATE) issued by the company in YYYY-MM-DD format
LAST_REPORT_CATEGORY string Category of last report (with respect to DATE) issued by the company.
LAST_REPORT_PERIOD uint The period of the last available report. For 10-K annual reports this is an integer number labelling the
PREV_REPORT_DATE string Category of previous report (with respect to LAST_REPORT_DATE) issued by the company.10-K or
PREV_REPORT_CATEGORY string The date of previous report (with respect to LAST_REPORT_DATE) issued by the company in YYYY-MM-DD format.
PREV_REPORT_PERIOD uint The period of the last available report. For 10-K annual reports this is an integer number labelling the annual reports. For 10-Q quarterly report this a integer number from 1 to 3 labelling the period report. This is used to perform differences between r
DELTA_PERC_N_SENTENCES double Percentage change of the number of sentences between the last available report (LAST_REPORT_DATE) and the previous report of same period and category (PREV_REPORT_DATE). -inf, +inf
DELTA_PERC_MEAN_SENTENCE_LENGTH double Percentage change of sentence length (mean number of words per sentence) between the last available
DELTA_SENTIMENT double The difference of financial sentiment between the last available report (LAST_REPORT_DATE) and the previous report of same period and category (PREV_REPORT_DATE). -2.0 - +2.0
DELTA_SCORE_UNCERTAINTY double The difference of percentage of financial domain “uncertainty” language between the last available
DELTA_SCORE_LITIGIOUS double The difference of percentage of financial domain “litigious” language between the last available report (LAST_REPORT_DATE) and the previous report of same period and category (PREV_REPORT_DATE). -1.0 to +1.0
DELTA_SCORE_CONSTRAINING double The difference of percentage of financial domain “constraining” language between the last available report (LAST_REPORT_DATE) and the previous report of same period and category (PREV_REPORT_DATE). -1.0 to +1.0
DELTA_SCORE_INTERESTING double The difference of percentage of financial domain “interesting” language between the last available report (LAST_REPORT_DATE) and the previous report of same period and category (PREV_REPORT_DATE). -1.0 to +1.0
DELTA_READABILITY double The difference of the readability metric between the last available report (LAST_REPORT_DATE) and the previous report of same period and category (PREV_REPORT_DATE). -inf, +inf
DELTA_LEXICAL_RICHNESS double The difference of the lexical richness metric between the last available report (LAST_REPORT_DATE) and the previous report of same period and category (PREV_REPORT_DATE). -1.0 to 1.0
DELTA_LEXICAL_DENSITY double The difference of the lexical density metric between the last available report (LAST_REPORT_DATE) and the previous report of same period and category (PREV_REPORT_DATE). -1.0 to 1.0
DELTA_SPECIFIC_DENSITY double The difference of the specific density metric between the last available report (LAST_REPORT_DATE) and the previous report of same period and category (PREV_REPORT_DATE). -1.0 to 1.0
SIMILARITY_ALL double The language similarity between the last available report (LAST_REPORT_DATE) and the previous report of same period and category (PREV_REPORT_DATE). 0.0 - 1.0
SIMILARITY_POSITIVE double The similarity in terms of financial domain “positive” language between the last available report (LAST_REPORT_DATE) and the previous report of same period and category (PREV_REPORT_DATE). 0.0 - 1.0
SIMILARITY_NEGATIVE double The similarity in terms of financial domain “negative” language between the last available report (LAST_REPORT_DATE) and the previous report of same period and category (PREV_REPORT_DATE). 0.0 - 1.0
SIMILARITY_UNCERTAINTY double The similarity in terms of financial domain “uncertainty” language between the last available report (LAST_REPORT_DATE) and the previous report of same period and category (PREV_REPORT_DATE). 0.0 - 1.0
SIMILARITY_LITIGIOUS double The similarity in terms of financial domain “litigious” language between the last available report LAST_REPORT_DATE) and the previous report of same period and category (PREV_REPORT_DATE). 0.0 - 1.0
SIMILARITY_CONSTRAINING double The similarity in terms of financial domain “constraining” language between the last available report (LAST_REPORT_DATE) and the previous report of same period and category (PREV_REPORT_DATE). 0.0 - 1.0
SIMILARITY_INTERESTING double The similarity in terms of financial domain “interesting” language between the last available report (LAST_REPORT_DATE) and the previous report of same period and category (PREV_REPORT_DATE). 0.0 - 1.0
RF_DELTA_PERC_N_SENTENCES double Percentage change of the number of sentences between the “Risk Factors” section of the last available report (LAST_REPORT_DATE) and the same section of the previous report of same period and category (PREV_REPORT_DATE). -inf, +inf
RF_DELTA_PERC_MEAN_SENTENCE_LENGTH double Percentage change of mean sentence length between the “Risk Factors” section of the last available report (LAST_REPORT_DATE) and the same section of the previous report of same period and category. -inf,+inf
RF_DELTA_SENTIMENT double The difference of financial sentiment between the “Risk Factors” section of the last available report (LAST_REPORT_DATE) and the same section of the previous report of same period and category (PREV_REPORT_DATE).-2.0 to +2.0
RF_DELTA_SCORE_UNCERTAINTY double The difference of percentage of financial domain “uncertainty” language between the “Risk Factors” section of the last available report (LAST_REPORT_DATE) and the same section of the previous report of same period and category (PREV_REPORT_DATE). -1.0 to
RF_DELTA_SCORE_LITIGIOUS double The difference of percentage of financial domain “litigious” language between the “Risk Factors” section of the last available report (LAST_REPORT_DATE) and the same section of the previous report of same period and category (PREV_REPORT_DATE). -1.0 to +1
RF_DELTA_SCORE_CONSTRAINING double The difference of percentage of financial domain “constraining” language between the “Risk Factors” section of the last available report (LAST_REPORT_DATE) and the same section of the previous report of same period and category (PREV_REPORT_DATE). -1.0 to
RF_DELTA_SCORE_INTERESTING double The difference of percentage of financial domain “interesting” language between the “Risk Factors” section of the last available report (LAST_REPORT_DATE) and the same section of the previous report of same period and category (PREV_REPORT_DATE). -1.0 to
RF_DELTA_READABILITY double The difference of the readability metric between the “Risk Factors” section of the last available report (LAST_REPORT_DATE) and the same section of the previous report ofsame period and category (PREV_REPORT_DATE). -inf, +inf
RF_DELTA_LEXICAL_RICHNESS double The difference of the lexical richness metric between the “Risk Factors” section of the last available report (LAST_REPORT_DATE) and the same section of the previous report of same period and category (PREV_REPORT_DATE). -1.0 to +1.0
RF_DELTA_LEXICAL_DENSITY double The difference of the lexical density metric between the “Risk Factors” section of the last available report (LAST_REPORT_DATE) and the same section of the previous report of same period and category
RF_DELTA_SPECIFIC_DENSITY double The difference of the specific density metric between the “Risk Factors” section of the last available report (LAST_REPORT_DATE) and the same section of the previous report of same period and category
RF_SIMILARITY_ALL double The language similarity between the “Risk Factors” section of the last available report (LAST_REPORT_DATE) and the same section of the previous report of same period and category (PREV_REPORT_DATE). 0.0 - 1.0
RF_SIMILARITY_POSITIVE double The similarity in terms of financial domain “positive” language between the “Risk Factors” section of the last available report (LAST_REPORT_DATE) and the same section of the previous report of same period and category (PREV_REPORT_DATE). 0.0 - 1.0
RF_SIMILARITY_NEGATIVE double The similarity in terms of financial domain “negative” language between the “Risk Factors” section of the last available report (LAST_REPORT_DATE) and the same section of the previous report of same period and category (PREV_REPORT_DATE). 0.0 - 1.0
MD_DELTA_PERC_N_SENTENCES double Percentage change of the number of sentences between the “MD&A” section of the last available report (LAST_REPORT_DATE) and the same section of the previous report of same period and category (PREV_REPORT_DATE). -inf, +inf
MD_DELTA_PERC_MEAN_SENTENCE_LENGTH double Percentage change of mean sentence length between the “MD&A” section of the last available report (LAST_REPORT_DATE) and the same section of the previous report of same period and category
MD_DELTA_SENTIMENT double The difference of financial sentiment between the “MD&A” section of the last available report (LAST_REPORT_DATE) and the same section of the previous report of same period and category (PREV_REPORT_DATE) -2.0 to +2.0
MD_DELTA_SCORE_UNCERTAINTY double The difference of percentage of financial domain “uncertainty” language between the “MD&A” section of the last available report (LAST_REPORT_DATE) and the same section of the previous report of same period and category (PREV_REPORT_DATE). -1.0 to +1.0
MD_DELTA_SCORE_LITIGIOUS double The difference of percentage of financial domain “litigious” language between the “MD&A” section of the last available report (LAST_REPORT_DATE) and the same section of the previous report of same period and category (PREV_REPORT_DATE). -1.0 to +1.0
MD_DELTA_SCORE_CONSTRAINING double The difference of percentage of financial domain “constraining” language between the “MD&A” section of the last available report (LAST_REPORT_DATE) and the same section of the previous report of same period and category (PREV_REPORT_DATE). -1.0 to +1.0
MD_DELTA_SCORE_INTERESTING double The difference of percentage of financial domain “interesting” language between the “MD&A” section of the last available report (LAST_REPORT_DATE) and the same section of the previous report of same period and category (PREV_REPORT_DATE). -1.0 to +1.0
MD_DELTA_READABILITY double The difference of the readability metric between the “MD&A” section of the last available report (LAST_REPORT_DATE) and the same section of the previous report of same period and category (PREV_REPORT_DATE). -inf to +inf
MD_DELTA_LEXICAL_RICHNESS double The difference of the lexical richness metric between the “MD&A” section of the last available report and the same section of the previous report of the same period and category -1.0 to +1.0
MD_DELTA_LEXICAL_DENSITY double The difference of the lexical density metric between the “MD&A” section of the last available report (LAST_REPORT_DATE) and the same section of the previous report of same period and category
MD_DELTA_SPECIFIC_DENSITY double The difference of the specific density metric between the “MD&A” section of the last available report (LAST_REPORT_DATE) and the same section of the previous report of same period and category
MD_SIMILARITY_ALL double The language similarity between the “MD&A” section of the last available report (LAST_REPORT_DATE) and the same section of the previous report of same period and category (PREV_REPORT_DATE). 0.0 to 1.0
MD_SIMILARITY_POSITIVE double The similarity in terms of financial domain “positive” language between the “MD&A” section of the last available report (LAST_REPORT_DATE) and the same section of the previous report of same period and category
MD_SIMILARITY_NEGATIVE double The similarity in terms of financial domain “negative” language between the “MD&A” section of the last available report (LAST_REPORT_DATE) and the same section of the previous report of same period and category


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.