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Investor Perceptions of the Relationship of S&P 500 Stocks

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This Demonstration shows a graph of investors’ perceptions of how stocks are related, based on information from an online stock forum on Twitter [1]. Each vertex represents a stock. A line joining two vertices means that the two corresponding stocks were mentioned together in the stock forum.

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The thickness of a line represents how much higher its occurrence is than pure chance. The size of a vertex represents the frequency of mentions for the stock. The different shapes used for the vertices indicate the industry for the stocks:

The only information used is that which includes both the most frequently mentioned 64 stocks and the most frequently mentioned eight industries.

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Contributed by: Xuxiang (Peter) Li (March 2012)
(NYU Polytechnic Institute, Finance and Risk Engineering Department)
Open content licensed under CC BY-NC-SA

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[1] T. O. Sprenger and I. M. Welpe, "Tweets and Peers: Defining Industry Groups and Strategic Peers Based on Investor Perceptions of Stocks on Twitter," Algorithmic Finance, 1(1), 2011 pp. 57–76. http://dx.doi.org/10.3233/AF-2011-006.

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