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| 1 | +--- |
| 2 | +layout: model |
| 3 | +title: Sentiment Analysis on Broker's Reports |
| 4 | +author: John Snow Labs |
| 5 | +name: finclf_bert_broker_sentiment_analysis |
| 6 | +date: 2023-01-31 |
| 7 | +tags: [licensed, en, finance, bert, classification, tensorflow] |
| 8 | +task: Text Classification |
| 9 | +language: en |
| 10 | +edition: Finance NLP 1.0.0 |
| 11 | +spark_version: 3.0 |
| 12 | +supported: true |
| 13 | +engine: tensorflow |
| 14 | +annotator: FinanceBertForSequenceClassification |
| 15 | +article_header: |
| 16 | + type: cover |
| 17 | +use_language_switcher: "Python-Scala-Java" |
| 18 | +--- |
| 19 | + |
| 20 | +## Description |
| 21 | + |
| 22 | +This English Sentiment Analysis Text Classifier will determine from a Broker's report whether a text is Positive, Negative, Neutral, or other expression. |
| 23 | + |
| 24 | +## Predicted Entities |
| 25 | + |
| 26 | +`Positive`, `Negitive`, `Neutral`, `other` |
| 27 | + |
| 28 | +{:.btn-box} |
| 29 | +<button class="button button-orange" disabled>Live Demo</button> |
| 30 | +<button class="button button-orange" disabled>Open in Colab</button> |
| 31 | +[Download](https://s3.amazonaws.com/auxdata.johnsnowlabs.com/finance/models/finclf_bert_broker_sentiment_analysis_en_1.0.0_3.0_1675177527227.zip){:.button.button-orange} |
| 32 | +[Copy S3 URI](s3://auxdata.johnsnowlabs.com/finance/models/finclf_bert_broker_sentiment_analysis_en_1.0.0_3.0_1675177527227.zip){:.button.button-orange.button-orange-trans.button-icon.button-copy-s3} |
| 33 | + |
| 34 | +## How to use |
| 35 | + |
| 36 | + |
| 37 | + |
| 38 | +<div class="tabs-box" markdown="1"> |
| 39 | +{% include programmingLanguageSelectScalaPythonNLU.html %} |
| 40 | +```python |
| 41 | +# Test classifier in Spark NLP pipeline |
| 42 | +document_assembler = nlp.DocumentAssembler() \ |
| 43 | + .setInputCol('text') \ |
| 44 | + .setOutputCol('document') |
| 45 | + |
| 46 | +tokenizer = nlp.Tokenizer() \ |
| 47 | + .setInputCols(['document']) \ |
| 48 | + .setOutputCol('token') |
| 49 | + |
| 50 | +# Load newly trained classifier |
| 51 | +sequenceClassifier_loaded = finance.BertForSequenceClassification.pretrained("finclf_bert_broker_sentiment_analysis", "en", "finance/models")\ |
| 52 | + .setInputCols(["document",'token'])\ |
| 53 | + .setOutputCol("class") |
| 54 | + |
| 55 | +pipeline = Pipeline(stages=[ |
| 56 | + document_assembler, |
| 57 | + tokenizer, |
| 58 | + sequenceClassifier_loaded |
| 59 | +]) |
| 60 | + |
| 61 | +# Generating example |
| 62 | +example = spark.createDataFrame([["""UPL |
| 63 | + |
| 64 | + |
| 65 | +Estimate change |
| 66 | +TP change |
| 67 | +Rating change |
| 68 | + |
| 69 | +Bloomberg UPLL IN |
| 70 | +Equity Shares (m) 765 |
| 71 | +M.Cap.(INRb)/(USDb) 538.2 / 6.5 |
| 72 | +52-Week Range (INR) 848 / 608 |
| 73 | +1, 6, 12 Rel. Per (%) 0/-20/-3 |
| 74 | +12M Avg Val (INR M) 2009 |
| 75 | + |
| 76 | +Financials & Valuation s (INR b) |
| 77 | +Y/E Mar 2022 2023E 2024E |
| 78 | +Sales 462.4 537.0 593.4 |
| 79 | +EBITDA 101.7 121.5 135.3 |
| 80 | +PAT 48.5 54.9 61.0 |
| 81 | +EBITDA (%) 22.0 22.6 22.8 |
| 82 | +EPS (INR) 63.5 71.7 79.7 |
| 83 | +EPS Gr. (%) 39.9 13.0 11.1 |
| 84 | +BV/Sh. (INR) 429 512 652 |
| 85 | +Ratios |
| 86 | +Net D/E 1.0 0.8 0.5 |
| 87 | +RoE (%) 24.5 23.1 20.7 |
| 88 | +RoCE (%) 15.1 16.2 16.5 |
| 89 | +Payout (%) 21.1 18.0 17.6 |
| 90 | +Valuations |
| 91 | +P/E (x) 11.3 10.0 9.0 |
| 92 | +EV/EBITDA (x) 7.6 6.3 5.2 |
| 93 | +Div Yield (%) 1.4 1.7 2.0 |
| 94 | +FCF Yield (%) 4.4 7.2 14.0 |
| 95 | + |
| 96 | +Shareholding pattern (%) |
| 97 | + Sep-22 Jun-22 Sep-21 |
| 98 | +Promoter 29.0 29.0 28.0 |
| 99 | +DII 17.2 16.5 18.0 |
| 100 | +FII 42.8 36.4 35.1 |
| 101 | +Others 11.1 18.1 19.0 |
| 102 | +Note: FII includes depository receipts |
| 103 | + |
| 104 | + CMP: INR 717 TP: INR 780 (+9%) Neutral |
| 105 | + |
| 106 | +Higher working capital adversely impacts CFO |
| 107 | +Earnings better than expected |
| 108 | + UPLL reported strong revenue growth of 18% YoY , driven primarily by an |
| 109 | +increase in price realization ( up 21% YoY). However, volume s declined (down |
| 110 | +7% YoY) in 2QFY23, led by rationalization of product mix toward high margin |
| 111 | +products. Except Europe (+1% YoY), all other key geographies registered a |
| 112 | +strong sales growth of over 20% YoY. |
| 113 | + Gross debt increased to INR 326b in 2QFY23 from INR 301b in 1Q FY23 with |
| 114 | +net debt rising INR20b QoQ to INR 285b, due to an increas e in working |
| 115 | +capital requirement . This increase in working capital also resulted in cash |
| 116 | +outflow from operation of INR45.94b in 1HFY23 v/s cash outflow INR24.15b |
| 117 | +in 1HFY22 . |
| 118 | + We largely maintain our FY23E/FY24 E earnings . We reiterate our Neutral |
| 119 | +rating on the stock with a TP of INR 780 (premised on 1 0x FY24E P/E) ."""]]).toDF("text") |
| 120 | + |
| 121 | +result = pipeline.fit(example).transform(example) |
| 122 | + |
| 123 | +# Checking results |
| 124 | +result.select("text", "class.result").show(truncate=False) |
| 125 | +``` |
| 126 | + |
| 127 | +</div> |
| 128 | + |
| 129 | +## Results |
| 130 | + |
| 131 | +```bash |
| 132 | ++----------+ |
| 133 | +|result | |
| 134 | ++----------+ |
| 135 | +|[Neutral] | |
| 136 | ++----------+ |
| 137 | +``` |
| 138 | + |
| 139 | +{:.model-param} |
| 140 | +## Model Information |
| 141 | + |
| 142 | +{:.table-model} |
| 143 | +|---|---| |
| 144 | +|Model Name:|finclf_bert_broker_sentiment_analysis| |
| 145 | +|Compatibility:|Finance NLP 1.0.0+| |
| 146 | +|License:|Licensed| |
| 147 | +|Edition:|Official| |
| 148 | +|Input Labels:|[document, token]| |
| 149 | +|Output Labels:|[class]| |
| 150 | +|Language:|en| |
| 151 | +|Size:|402.5 MB| |
| 152 | +|Case sensitive:|true| |
| 153 | +|Max sentence length:|128| |
| 154 | + |
| 155 | +## References |
| 156 | + |
| 157 | +An in-house annotated dataset |
| 158 | + |
| 159 | +## Benchmarking |
| 160 | + |
| 161 | +```bash |
| 162 | +label precision recall f1-score support |
| 163 | + Negative 1.00 0.81 0.90 16 |
| 164 | + Neutral 0.84 0.84 0.84 25 |
| 165 | + Positive 0.74 0.88 0.80 32 |
| 166 | + other 1.00 0.77 0.87 13 |
| 167 | + accuracy - - 0.84 86 |
| 168 | + macro-avg 0.89 0.82 0.85 86 |
| 169 | +weighted-avg 0.86 0.84 0.84 86 |
| 170 | +``` |
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