Neudata Neudata - Alternative Data Intelligence
Email [email protected]
  • For data buyers
    • Investment Managers
    • Private Equity & Venture Capital
    • Corporate
  • For data providers
    • Neudata Provider Premium
  • Events
  • About
    • People
    • Careers
    • Press Resources
    • Contact
  • News
  • Sign in
Request a trial

Alternative Data News and Insight

  • All
  • News
  • Sentry
  • Intelligence
  • Signal
  • Literature Review
  • Tidbits
  • Sentry Report
  • Events
  • Can mobile app usage help predict stock returns?

    Published research suggests that there is a relationship between mobile app usage and the financial performance of publicly traded companies. We summarise the findings of this research and also highlight several Neudata-listed alternative data providers that may be applicable for such use cases.
    Literature Review 24 Feb 2020
  • Online media sources: a leading crude oil price indicator?

    We highlight key findings from an academic paper which analyses whether WTI crude oil price movements can be forecast based on daily traffic and sentiment analysis of four different online media platforms. We also highlight why several Neudata-listed alternative data providers may be useful for readers interested in using a similar approach to crude oil price forecasting.
    Literature Review 26 Jul 2018
  • Verifying Japanese inflation statistics using alt data

    We summarise conclusions drawn from an academic paper comparing Japanese CPI data with a Neudata listed alternative data provider in an attempt to evaluate the accuracy of official statistics vs a ‘true’ inflation measure. The authors conclude that 1) the Japanese CPI is a poor predictor of actual inflation when measured inflation is below c.2%, and 2) the US PCE deflator methodology is superior to the Japanese CPI methodology. We also evaluate several alternative Japanese data providers and recommend further academic reading on this topic.
    Literature Review 6 Jun 2018
  • Can Twitter and Google sentiment lead stock market returns?

    This study attempts to analyse the effectiveness of using Twitter and Google to predict stock index returns across the US, UK, Canada and China by measuring the appearance of bullish or bearish terms across Twitter and Google Trends and subsequently creating a 'bullishness index'. We identify key findings and the alternative data providers that are relevant to this analysis.
    Literature Review 6 Feb 2018
  • Does cleaner environmental performance improve a firm’s financial performance?

    We summarise key findings from an academic paper which attempts to show whether financial performance is positively related to environmental performance by studying alternative data across several hundred Japanese manufacturing firms.
    Literature Review 2 Feb 2018
  • Is there value in tracking earnings release date changes?

    With a popular corporate events data aggregator as the primary source of data for this study, the authors claim companies that advance their earnings announcements by 4 or more days exhibit positive earnings surprises, while firms that delay earnings announcements after previously announcing their release date are more likely to have negative earnings surprises. The authors suggest that companies delay their announcement date due to negative events.
    Literature Review 2 Feb 2018
  • Is extended hours trading predictive of future returns?

    In this study, data from a financial news provider was used to examine whether trading in extended hours is predictive of future returns for US stocks. Specifically, the data provider captured a given stock’s return from the time of the news item through to the end of the session.
    Literature Review 1 Feb 2018
1 … 3 4 5 6 7

Sign up for Alternative data news and trends

Find out more about Neudata and keep up-to-date by signing up to our email newsletter.

Follow us

Neudata Ltd © 2022. All rights reserved.
  • Terms and Conditions
  • Privacy Statement
  • Cookies