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StarMine MarketPsych Media Sentiment Model

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An overview of StarMine MarketPsych Media Sentiment Model

The StarMine MarketPsych Media Sentiment (MMS) model is a stock ranking system that provides a 1-100 daily percentile ranking for over 16,000 global stocks. MMS complements the StarMine suite of equity models and follows a similar methodology in research and implementation. The model is derived from our MarketPsych Analytics, a market leader in financial media sentiment data.

The output includes an overall score, as well as specific Equity, Business, and Management scores. The MMS scores are designed to predict the next month’s relative share price returns, with higher ranked stocks outperforming lower.

The historical evaluation demonstrates significant outperformance of higher deciles versus lower ones, with the top-bottom decile spread averaging 10.4% annually from 2006 to October 2020, including 12.3% in the out-of-sample period. The MMS scores are uncorrelated with traditional market factors and complement fundamental models.

Key Facts

Geographical coverage

Global

History

From 1998

Data format

CSV

SQL

Text

Delivery mechanism

Deployed/Onsite Servers

FTP

SFTP

Data frequency

Daily

Features & Benefits

What you get with StarMine MarketPsych Media Sentiment Model

Easy-to-interpret real-time analytics across news and social media.
The MMS Model shows significant top-bottom decile spreads as well as low correlations to traditional equity and StarMine factors.
The MMS Model is the first StarMine equity returns model based on news and social media sentiment.

How it works

Accessing the dataset

This dataset can be used by the following products. Talk to us to learn more about different packages and offerings.

Products

StarMine Direct FTP

All of the StarMine models are available for delivery via File Transfer Protocol (FTP). The StarMine FTP delivery is also named StarMine Direct in MyLSEG for client alerting purposes.

Data Formats:: CSV; Text

Delivery Mechanisms:: FTP; SFTP

Service Frequencies:: Daily

LSEG Quantitative Analytics

"LSEG Quantitative Analytics – a powerful, scalable platform to manage, maintain and integrate quantitative analysis and investment data. It is available with the following deployment options: o Deployed (On Premise) o Deployed (VM Hosted) o Cloud (Azure) o Cloud (Snowflake) "

Data Formats:: SQL

Delivery Mechanisms:: Deployed/Onsite Servers

Service Frequencies:: Daily

DETAILED DATA SUPPORT

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Americas

All countries (toll free): +1 800 427 7570
Brazil: +55 11 47009629
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Europe: +442045302020
Africa: +27 11 775 3188
Middle East & North Africa: 800035704182

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China mainland: +86 10 6627 1095
Hong Kong & Macau: +852 3077 5499
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Malaysia & Brunei: +603 7 724 0502
New Zealand: +64 9913 6203
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Singapore and all non-listed ASEAN Countries:
+65 6415 5484
Taiwan: +886 2 7734 4677
Thailand & Laos: +662 844 9576

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