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Glossary

Attention-to-Price Divergence

The gap between how much an asset’s social attention has changed and how much its price has changed over the same window.

Range
unbounded; expressed in percentage points, can be positive or negative
Formula summary
social-volume change % minus price change % (first-party, computed by MarketMoodIQ)

Attention-to-Price Divergence is a first-party MarketMoodIQ metric: the difference between an asset’s social volume change and its price change over the same window. Large positive values mean attention is rising faster than price; large negative values mean the opposite — price is moving without a matching pickup in conversation.

How it’s built

We take the asset’s social-volume percentage change versus its immediately preceding snapshot and subtract the 24-hour price change percentage. It’s a simple subtraction, not a ratio, so the result is in percentage points.

How to read it

  • Strongly positive — the crowd is talking about the asset a lot more than price action would suggest. Sometimes this precedes a price move; sometimes it’s just noise or a news event with no lasting price impact.
  • Near zero — attention and price are moving in step.
  • Strongly negative — price is moving (up or down) while social attention hasn’t caught up yet.

Common misreadings

The "same window" comparison isn’t a smoothed baseline the way Social Velocity is — the volume side compares against the single most recent prior snapshot, not a rolling 7-day average, so it can be noisier snapshot-to-snapshot. Treat a single large reading as a prompt to look closer, not as a standalone signal, and cross-check against the raw Social Volume and price charts before drawing a conclusion.

Related

Note: Research and education only. Not financial advice. Social metrics reflect crowd attention and chatter, not asset value or future price movement.