Capture market moving information in SEC disclosures
Sentiment and theme classification at the sentence level
• Section: Risk Factors
• Theme: Customer Demand
• Sentiment: Negative
SEC Filings are a consistent source of orthogonal Alpha. Alexandria's NLP models read each sentence in a filing to classify themes, sentiment, similarity and more.
From research to application. Find Alpha in year over year changes in Filings.
Alexandria SEC sentiment classification delivers strong absolute returns and a Sharpe Ratio in excess of 1.2 for Large Cap Equities.
Programmatically evaluate topics and sentiment across your investable universe
Access 20+ years of historical data and real time data on over 1.7 million company corporate events worldwide
Enhance your investment processes with a factor proven to add meaningful alpha