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StarMine MarketPsych Media Sentiment Model
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 Refinitiv 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
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Geographical coverageGlobal
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HistoryFrom 1998
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Data formatCSVSQLText
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Delivery mechanismDeployed/Onsite ServersFTPSFTP
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Data frequencyDaily
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.
Refinitiv Quantitative Analytics
- Data Formats:
- SQL
- Delivery Mechanisms:
- Deployed/Onsite Servers
- Service Frequencies:
- Daily
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