Brain

Sentiment and Language Metrics of Company Filings and Earnings Calls

Provides sentiment scores derived from 10-K and 10-Q company filings and earnings call transcripts
Additionally captures the occurrence of specific types of language such as "constraining" language, "litigious" language, and "uncertainty" language, as well as readability scores and other lexical metrics
Uses natural language processing to quantify unstructured text
Consists of two datasets sold as a bundle: Language Metrics on Company Filings and Language Metrics on Earnings Call Transcripts
Language Metrics on Company Filings covers the largest 6,000+ US stocks, and Language Metrics on Earnings Call Transcripts covers the largest 4,500+ US stocks
No survivorship bias: includes active and delisted tickers
Provides metrics for the most recent report or transcript as well as the delta between the two most recent reports or transcripts
Provides metrics for the whole document as well as for specific sections:
  • Company filings sections: Risk Factors, and Management Discussion and Analysis
  • Earnings call sections: Management Discussion, Analysts' Questions, and Management Answers to Analysts' Questions
Historical data back to 2010 for Company Filings and 2012 for Earnings Call Transcripts
For more information, see the product factsheets:

Language Metrics Bundle

Select license to see pricing

billed annually

Data history:
2010 - present
Included datasets:
  • Brain Language Metrics on Company Filings
  • Brain Language Metrics on Earnings Call Transcripts

Language Metrics Bundle

Select license to see pricing

billed monthly

Data history:
2010 - present
Included datasets:
  • Brain Language Metrics on Company Filings
  • Brain Language Metrics on Earnings Call Transcripts

About the Provider

BRAIN is a research company that creates proprietary datasets and algorithms for investment strategies. The team combines extensive experience in financial markets with strong competence in statistics, machine learning, and natural language processing.
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