A look at Twitter messages in 2012 mentioning $SPY and S&P500 Symbols

A look at Twitter messages in 2012 mentioning $SPY and S&P500 Symbols

twitter-bird-blue-on-whiteCross Posted at TradeTheSentiment.com

While working up my data analysis chapter of my dissertation, I came across some interesting tidbits of information and thought I’d share.

Nothing here is earth-shattering and there’s not much I (or you) can do with this…but I thought it interesting and hope someone else out there does too. I’ve shared other findings before – and continue to share my daily Bear/Bull Ratio via my Trade The Sentiment site, which is an outcome of this research.

For the data collection phase of my dissertation, I collected Twitter messages for all stocks in the S&P500 index and the SPY ETF itself.  There are many great pieces of knowledge that I’ve gathered from this work – some I’ve shared but most I won’t share because I need something to put into the dissertation. 🙂

So…here’s some data that you might find interesting (or maybe you won’t). Without further ado – and without interpretation, here you go:

SPY and all symbols in S&P 500 Index

Dates: Jan 1 – Dec 30 2012

  • Number of Twitter Messages Captured: 1,655,962
  • Number of Symbols: 501 (S&P 500 + SPY)
  • Number of days messages captured: 361
  • Number of Twitter users: 224,499
  • Average Messages per day: 4,587.15
  • Average Messages per user: 7.38
  • Date with Highest message volume: December 5 2012
  • Symbol with most Mentions: AAPL (620,964 messages or 37.5% of messages)
  • Symbol with most Bearish Mentions: AAPL with 98,402 messages with bearish sentiment
  • Symbol with most Bullish Mentions: AAPL with 78,353 messages with bullish sentiment
  • User with most Tweets: SeekingAlpha
  • Top 10 users account for 128,703 messages or 7.77% of messages
  • Top 25 users account for 197,878 messages or 11.95% of messages
  • Top 50 users account for 278,846 messages or 16.84% of messages
  • 50% of messages were sent by 849 Twitter users or 0.38% of users
  • 80% of messages were sent by 14,049 Twitter users or 12.27% of users

 Top 50 captured Twitter Users:

  1. SeekingAlpha
  2. BigTicks
  3. thefinancepress
  4. wallstCS
  5. CPUStocks
  6. gasoilstocks
  7. ADVFNplc
  8. MarketCurrents
  9. StockRecaps
  10. PerforM84697233
  11. TheStreet
  12. simplestockqtes
  13. Tradified
  14. SAI
  15. BigChipStocks
  16. pennystockguys
  17. DJThistle
  18. RetailerStocks
  19. TradingGuru
  20. boogidown
  21. USwwwStocks
  22. lluccipha
  23. MNYCx
  24. investorpoint
  25. takingstock614
  26. tradingview
  27. stockticks
  28. 1nvestor
  29. ForTraders
  30. FastFoodStocks
  31. StockTwits
  32. some_win
  33. ValueStocksNow
  34. PiggyStocks
  35. Insider_Trades
  36. 61point8
  37. BlueFielder
  38. tlmontana
  39. stockguy22
  40. Phil_Goodship
  41. LaMonicaBuzz
  42. Jamtrades
  43. businessinsider
  44. BUDDIEE18
  45. ZolmaxNews
  46. OneChicago
  47. olyant75
  48. onebrow1
  49. DeidreZune
  50. bored2tears

Cross Posted at TradeTheSentiment.com