StarMine MarketPsych Media Sentiment Model

• LSEG provides the StarMine MarketPsych Media Sentiment Model as a daily stock ranking signal derived from financial media sentiment. Our model delivers 1-100 percentile rankings for more than 16,000 global stocks.

• We build the model from MarketPsych Analytics, a recognised source of financial media sentiment intelligence. LSEG provides an overall score together with Equity, Business and Management sentiment scores for more granular analysis.

• Our MMS scores are designed to forecast relative share price returns over the following month. LSEG helps clients identify sentiment-driven opportunities that can complement fundamental and quantitative equity models.

• Historical evaluation of the model shows meaningful separation between high- and low-ranked stocks, with the top-bottom decile spread averaging 10.4% annually from 2006 to October 2020. We provide a sentiment signal designed to be largely uncorrelated with traditional market factors and useful in diversified investment processes.