Tweet Sentiment's Impact on Stock Returns

862,231 Labeled Instances

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About this dataset

This dataset contains 862,231 labeled tweets and associated stock returns, providing a comprehensive look into the impact of social media on company-level stock market performance. For each tweet, researchers have extracted data such as the date of the tweet and its associated stock symbol, along with metrics such as last price and various returns (1-day return, 2-day return, 3-day return, 7-day return). Also recorded are volatility scores for both 10 day intervals and 30 day intervals. Finally, sentiment scores from both Long Short - Term Memory (LSTM) and TextBlob models have been included to quantify the overall tone in which these messages were delivered. With this dataset you will be able to explore how tweets can affect a company's share prices both short term and long term by leveraging all of these data points for analysis!

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How to use the dataset

In order to use this dataset, users can utilize descriptive statistics such as histograms or regression techniques to establish relationships between tweet content & sentiment with corresponding stock return data points such as 1-day & 7-day returns measurements.

The primary fields used for analysis include Tweet Text (TWEET), Stock symbol (STOCK), Date (DATE), Closing Price at the time of Tweet (LAST_PRICE) a range of Volatility measures 10 day Volatility(VOLATILITY_10D)and 30 day Volatility(VOLATILITY_30D ) for each Stock which capture changes in market fluctuation during different periods around when Twitter reactions occur. Additionally Sentiment Polarity analysis undertaken via two Machine learning algorithms LSTM Polarity(LSTM_POLARITY)and Textblob polarity provide insight into whether people are expressing positive or negative sentiments about each company at given times which again could influence thereby potentially influence Stock Prices over shorter term periods like 1-Day Returns(1_DAY_RETURN),2-Day Returns(2_DAY_RETURN)or longer term horizon like 7 Day Returns*7DAY RETURNS*.Finally MENTION field indicates if names/acronyms associated with Companies were specifically mentioned in each Tweet or not which gives extra insight into whether company specific contexts were present within individual Tweets aka “Company Relevancy”

Research Ideas

• Analyzing the degree to which tweets can influence stock prices. By analyzing relationships between variables such as tweet sentiment and stock returns, correlations can be identified that could be used to inform investment decisions.
• Exploring natural language processing (NLP) models for predicting future market trends based on textual data such as tweets. Through testing and evaluating different text-based models using this dataset, better predictive models may emerge that can give investors advance warning of upcoming market shifts due to news or other events.
• Investigating the impact of different types of tweets (positive/negative, factual/opinionated) on stock prices over specific time frames. By studying correlations between the sentiment or nature of a tweet and its effect on stocks, insights may be gained into what sort of news or events have a greater impact on markets in general

Acknowledgements

If you use this dataset in your research, please credit the original authors. Data Source

License

License: CC0 1.0 Universal (CC0 1.0) - Public Domain Dedication No Copyright - You can copy, modify, distribute and perform the work, even for commercial purposes, all without asking permission. See Other Information.

Columns

File: reduced_dataset-release.csv | Column name | Description | |:----------------------|:-------------------------------------------------------------------------------------------------------| | TWEET | Text of the tweet. (String) | | STOCK | Company's stock mentioned in the tweet. (String) | | DATE | Date the tweet was posted. (Date) | | LAST_PRICE | Company's last price at the time of tweeting. (Float) ...

Corporate Profits in the United States increased to 3266.20 USD Billion in the second quarter of 2025 from 3203.60 USD Billion in the first quarter of 2025. This dataset provides the latest reported value for - United States Corporate Profits - plus previous releases, historical high and low, short-term forecast and long-term prediction, economic calendar, survey consensus and news.

Key information about China Market Capitalization

• China Market Capitalization accounted for 11,870.548 USD bn in Feb 2025, compared with a percentage of 11,513.605 USD bn in the previous month
• China Market Capitalization is updated monthly, available from Jul 1995 to Feb 2025
• The data reached an all-time high of 14,375.423 USD bn in Dec 2021 and a record low of 40.601 USD bn in Jan 1996

CEIC calculates monthly Market Capitalization as the sum of Market Capitalization of Shanghai Stock Exchange and Market Capitalization of Shenzhen Stock Exchange and converts it into USD. Shanghai Stock Exchange and Shenzhen Stock Exchange provides Market Capitalization in local currency. The Federal Reserve Board period end market exchange rate is used for currency conversions.

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Corn rose to 399.02 USd/BU on September 1, 2025, up 0.26% from the previous day. Over the past month, Corn's price has risen 3.11%, but it is still 0.49% lower than a year ago, according to trading on a contract for difference (CFD) that tracks the benchmark market for this commodity. Corn - values, historical data, forecasts and news - updated on September of 2025.

Money Supply M2 in the United States increased to 21942 USD Billion in May from 21862.40 USD Billion in April of 2025. This dataset provides - United States Money Supply M2 - actual values, historical data, forecast, chart, statistics, economic calendar and news.

View data of the S&P 500, an index of the stocks of 500 leading companies in the US economy, which provides a gauge of the U.S. equity market.

With a market capitalization of 3.12 trillion U.S. dollars as of May 2024, Microsoft was the world’s largest company that year. Rounding out the top five were some of the world’s most recognizable brands: Apple, NVIDIA, Google’s parent company Alphabet, and Amazon. Saudi Aramco led the ranking of the world's most profitable companies in 2023, with a pre-tax income of nearly 250 billion U.S. dollars. How are market value and market capitalization determined? Market value and market capitalization are two terms frequently used – and confused - when discussing the profitability and viability of companies. Strictly speaking, market capitalization (or market cap) is the worth of a company based on the total value of all their shares; an important metric when determining the comparative value of companies for trading opportunities. Accordingly, many stock exchanges such as the New York or London Stock Exchange release market capitalization data on their listed companies. On the other hand, market value technically refers to what a company is worth in a much broader context. It is determined by multiple factors, including profitability, corporate debt, and the market environment as a whole. In this sense it aims to estimate the overall value of a company, with share price only being one element. Market value is therefore useful for determining whether a company’s shares are over- or undervalued, and in arriving at a price if the company is to be sold. Such valuations are generally made on a case-by-case basis though, and not regularly reported. For this reason, market capitalization is often reported as market value. What are the top companies in the world? The answer to this question depends on the metric used. Although the largest company by market capitalization, Microsoft's global revenue did not manage to crack the top 20 companies. Rather, American multinational retailer Walmart was ranked as the largest company in the world by revenue. Walmart also had the highest number of employees in the world.

The average market risk premium in the United States decreased slightly to *** percent in 2023. This suggests that investors demand a slightly lower return for investments in that country, in exchange for the risk they are exposed to. This premium has hovered between *** and *** percent since 2011. What causes country-specific risk? Risk to investments come from two main sources. First, inflation causes an asset’s price to decrease in real terms. A 100 U.S. dollar investment with three percent inflation is only worth ** U.S. dollars after one year. Investors are also interested in risks of project failure or non-performing loans. The unique U.S. context Analysts have historically considered the United States Treasury to be risk-free. This view has been shifting, but many advisors continue to use treasury yield rates as a risk-free rate. Given the fact that U.S. government securities are available at a variety of terms, this gives investment managers a range of tools for predicting future market developments.

According to estimates, Amazon claimed the top spot among online retailers in the United States in 2023, capturing 37.6 percent of the market. Second place was occupied by the e-commerce site of the retail chain Walmart, with a 6.4 percent market share, followed in third place by Apple, with 3.6 percent.

Amazon’s continued success

Amazon has long dominated the e-commerce market as the world’s favorite online marketplace. In 2022, company hit over half a trillion U.S. dollars in net sales. The United States is by far Amazon’s most profitable market, as the U.S. branch generated over 356 billion U.S. dollars in sales in 2022. Germany ranked second, with 33 billion dollars, followed closely by the United Kingdom with 30 billion dollars.

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