Color- Highest Short Term News Sentiment - Dark Green
Sort- Higher Sentiment Lower Left, Lower Sentiment Upper Right
Height- Taller Buildings have Higher Volatility
Look for: Tall stocks in the lower left hand corner (dark green) having the greatest One Week News Sentiment Score and the highest ATM Far Term Call Implied Volatility. Shorter stocks in the lower left hand corner have lower volatility. This View was filtered to only display stocks with recent (1 week) positive news scores vs. long term (1 month) negative news scores.
Summary: This View makes it is easy to see if any uptick in Sentiment is combined with high Volatility in option pricing. A standout is DNDN (see price chart), where the News Sentiment, Stock Price and Volatility have all moved up. With drug trial news coming, it might be good to take advantage of DNDN's current conditions and take profits now.
Created in AlphaVision with RavenPack News Sentiment Scores and Hanweck Option Data
To use this view, download AlphaVision Professional, then download and open the View from this link: Hype Landscape.aqv. Your AlphaVision subscription must include RavenPack data (call us for a free trial).
If you need assistance, just email support@aqumin.com or call 713-781-2121.
For more research on using News Sentiment Reversals for trading go to: http://ravenpack.com/research/sentimentreversalspaperform.htm
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