The goal of this project is to analyze the sentiment of management discussion and analysis (MD&A) sections of 10-K filings of companies in the S&P 500 index and predict the stock price movement of the company. This will then be tested against the actual stock price movement of the company to determine the accuracy of the model.
We selected the top 100 companies in the S&P 500 index to analyze the sentiment of the MD&A section of their 10-K filings. The companies are selected based on their market capitalization and a limit of 100 companies is set because of API limitations. The list is taken from S&P 500 index as at 2024-02-14.