Key facts for StarMine MarketPsych Media Sentiment Model
Coverage metric
Geography:
North America, Asia / Pacific, EMEA, Latin America and the Caribbean
History:
From 1998
Coverage count:
Legal entities - 13900 Public companies
Asset Class
Ordinary Shares, Equities
Delivery metadata
Data Frequency
Daily
Language
English
Delivery methods:
Excel, Deployed/Onsite Servers, API, Web Service, SFTP, Cloud, Desktop, FTP, Bulk, Snowflake, Website, RSS Feed
Data formats:
PDF, GZIP, XML, JSON, CSV, SQL, Text, Python, MPEG, HTML, Bitmap, User Interface, PCAP
Minimum service frequency
Daily
Overview of StarMine MarketPsych Media Sentiment Model
PREDICTIVE SENTIMENT SIGNAL
Media Sentiment Intelligence
- Transforms news and social media sentiment into a predictive equity ranking.
- Provides daily 1–100 rankings designed to forecast next-month relative stock returns.
- Delivers overall sentiment plus Equity, Business and Management signals.
INTELLIGENT SENTIMENT ANALYSIS
Decode Media Sentiment
- Combines granular themes and sentiment derived from financial media.
- Models both market underreaction and overreaction to company-relevant information.
- Accounts for how the impact and persistence of sentiment vary across news and social media.
CAPTURE DIFFERENTIATED ALPHA
Diversify Equity Signals
- Captures market information beyond traditional fundamental and price factors.
- Provides a differentiated signal with low correlation to other quantitative factors.
- Complements fundamental, momentum and multifactor investment strategies.
Description of the dataset
- 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.
Accessing the dataset
This dataset can be used by the following products. Talk to us to learn more about different packages and offerings.
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