How are the various variables defined?

Below you will find the definitions of all variables offered through the NL Analytics platform, sorted alphabetically.

business_sector

This variable refers to an English-readable label for the third and fourth digits of the trbc variable.

Example: Food & Beverages.

cik

This variable refers to the Central Index Key (CIK). This is a number given to an individual or company by the United States Security and Exchange Commission (SEC).

Example: 40704.

company_name

The variable 'company_name' is the English name of the company that holds the earnings call. Example value: General Mills Inc.

date

This variable shows the date the earnings call was held on. Note that this information can also be found in the variable called 'start_time'. Note also that the date is based on UTC time. If you need a precise date, please use start_time.

Example: 2020-07-01.

date_q

This variable refers to the first day of the calendar (not fiscal) quarter during which this earning call was held. It is based on start_time and provided for convenience.

Example: 2020-07-01.

economic_sector

This variable refers to an English-readable label for the first two digits of the trbc variable.

Example: Consumer Non-Cyclicals.

event_name

This variable refers to the name of the earnings call event. The name usually includes the fiscal period that the earnings call is about.

Example: Q4 2020 General Mills Inc Earnings Call.

exposure

This variable refers to the number of sentences in the earnings call containing at least one of the search keywords. Please also see here for a more precise definition.

Example: 11.

headquarterscountry

This variable refers to the registered country of this earnings call’s company.

Example: United States.

isin

This variable refers to the International Securities Identification Number (ISIN). It is a unique twelve-digit code that is assigned to every security issuance in the world.

Example: US3703341046.

negative

This variable refers to the number of sentences in the earnings call containing at least one of the search keywords that also mention at least one negative sentiment word. Please also see here for a more precise definition.

Example: 1.

nla_id

This variable is a universally unique identifier (UUID) that we use to uniquely identify each document in our database.

Example: fdbdef9e-5893-43ff-9a92-7e5ea0986824.

nr_of_sentences

This variable refers to the total number of sentences in the earnings call transcript.

Example: 224.

positive

This variable refers to the number of sentences in the earnings call containing at least one of the search keywords that also mention at least one positive sentiment word. Please also see here for a more precise definition.

Example: 3.

risk

This variable refers to the number of sentences in the earnings call containing at least one of the search keywords that also mention at least one risk. Please also see here for a more precise definition.

Example: 7.

sentiment

This variable refers to the positive sentiment minus the negative sentiment results in this overall sentiment measure. Please also see here for a more precise definition.

Example: -3.

start_time

This variable refers to the ISO 8601 timestamp of when the earnings call started. The timezone is UTC.

Example: 2020-07-01 11:20:00+00:00.

tickersymbol

This variable refers to the unique ticker symbol for the company that is holding the earnings call.

Example: GIS.

trbc

This variable refers to the Thomson Reuters Business Classification (TRBC). It is an industry classification with a hierarchical five-level structure. It was developed by Reuters and later rebranded to TRBC.

Example: 5410202011, where:

• The first two digits represent the "Economic Sector". In this case, 54 refers to "Consumer Non-Cyclicals".

• The first four digits represent the "Business Sector". In this case, 5410 refers to "Food & Beverages".

• The first six digits represent the "Industry Group". In this case, 541020 refers to "Food & Tabacco".

• The first eight digits represent the "Industry". In this case, 54102020 refers to "Food Processing".

• The ten digits represent the "Activity". In this case, 5410202011 refers to "Flour Milling".