This dashboard explores whether public sentiment about a stock, drawn from news and social media, anticipates, follows, or has no relationship to its price, following the methodology set out in the research proposal.
Reading the chart. For the selected stock, the blue line is the price (left axis, in dollars) and the green line is the sentiment (right axis), a smoothed trend with faint dots at each day's mentions. Grey bars at the bottom show how many mentions occurred each day. Drag across the chart to zoom in; once zoomed to intraday resolution the background shades by market session (pre-market, regular hours, after-hours, overnight, weekend, holiday), so you can see whether price moved before the regular session even opened.
Sentiment runs from −1 to +1: −1 means the mentions were maximally negative / bearish, 0 is neutral or mixed, and +1 means maximally positive / bullish. The lead/lag chart below is the rigorous test: it measures whether sentiment moves before price (leads) or after it (reacts).
Correlation of decayed sentiment with price return at each day-offset. Bars right of 0 (positive lag): sentiment leads price by that many days. Bars left of 0: sentiment reacts to earlier price moves. This is the rigorous correlation measure (the overlay above is for visual context only).
This is the study's central question about timing. Using hourly prices, sentiment change is correlated against two versions of the price path across a range of hour offsets: the full path, which includes pre-market and after-hours moves, and the regular-hours-only path, which is what a trader active only from 9:30 to 4:00 would experience. If sentiment leads the regular path but only coincides with, or lags, the full path, the extended-hours market had likely absorbed it before the regular session opened, so a retail trader could not have acted on it in time. New to these plots, or seeing the two charts disagree? See how to read them, with examples of each scenario.