The identification of the types of risks is determined by utilizing the financial indicators of the 10-Q reports. However, we are unaware of studies that simultaneously analyze financial performance and text sentiment of 10-Q reports in the context of stock price dynamics. Research results show a statistically significant positive relationship between sentiment and the S&P 500 market index. In times of crisis in the market, the reaction of stock prices to news is even more pronounced. Facilitating the processing of unstructured data is particularly important since, in many cases, intelligent workers are not replaced by technology. On the contrary, their work increases, and decision support system allows for a more in-depth task analysis. The purpose of this paper is to find the relationship between stock prices, financial indicators from the quarterly report, and the results of the sentiment analysis of this report. The paper examines stock price forecasting models and identifies how the current research addresses a gap in stock price forecasting. From the reports of analysts, when analyzing sentiments, the company’s financial indicators are not analyzed, but only the text of the reports. Our advanced approach combines quantitative and textual information to analyze reports regarding their impact on the company’s share price. The presented approach can be helpful for the manager of clients’ investment assets to support decision-making regarding the rebalancing of the investment portfolio.