News events are not obvious. For news events, on the whole, there is no clear winning rate and income, and there is no obvious difference between individual stocks responding to events. Among them, there is an obvious negative correlation in the combination of high news event response in the energy industry. Financial, health care, public utilities, telecommunications services and other industries have a winning rate of more than 50%.
News emotion has a certain winning rate. For news emotion events, the winning rate is basically maintained at more than 50% at different time scales. For groups with different response degrees of events, most of them have a winning rate of more than 50% and the mean value can be positive, and there is no obvious difference between different response degrees. Industry, information technology and public utilities have a winning rate of more than 50%.
Twitter events have an impact. For twitter events, under different time scales, the winning rate is basically maintained at more than 50% and the return is positive. With the growth of holding time, the winning rate and return are decreasing. For groups with different response degrees of events, most of them have a winning rate of more than 50% and the mean value can be positive, and there is no obvious difference between different response degrees. Industry, information technology and public utilities have a winning rate of more than 50%
Tweet emotional events are not obvious. For tweet emotional events, under different time scales, the investment winning rate based on tweet emotional events is basically maintained at about 50%, and the return is negative. In the optional consumer and financial industries, there are obvious differences among the groups with different response degrees.
