Over the last year I've seen HitWise play with financial forecasting on their blog - now it's Compete.com's turn and they seem to be able to get decent results with it.

 

Hopefully, Compete will open up more of it's platform.  I think the quality of forecasting depends on the answers your seeking from Web Analytics.

"… don’t know if it’s a cause or an effect, but it sure seems like there’s a high correlation between unique visits to TheStreet.com and the value of the S&P 500. I think this one might require some further analysis. If it turns out that the results are predictive, maybe I’ll be able to alter my investment strategy. Booyah indeed.

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This is pretty cool, and it's free.