“Our communication is all about facts. However, we face a lack of evidence on how investors perceive them.”
Head of Corporate Communications

Our methodology

data-collection

Data collection
Our advanced algorithms collect company-specific capital market disclosures. We then pre-process the financial disclosures such that they are compatible with our language processor. In addition, we match each single disclosure with the corresponding abnormal stock return.

machine-learning

Machine learning algorithm
Our proprietary machine learning algorithm extracts those words from stock market updates that are relevant and causally influence stock price movements. We then calculate a Tonality score to reflect the investor perception of the relevant words.

tonality-of-words

Tonality of words
Our algorithms generate a list of relevant words for investors. Each of these words has an associated Tonality score which describes how positively or negatively investors perceive this word in capital market communications.

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