News Sentiment

Two types of news datasets have been developed, one is ticker-matched, and the next is theme-matched.

Data is updated quarterly as data arrives after market close US-EST time.

Tutorials are the best documentation — News Sentiment Analaysis Tutorial

Input Datasets

News Scrapers, Public Event Data

Models Used

Fuzzy Matching

Model Outputs

Sentiment Scores

Description

This dataset provides comprehensive news sentiment analysis, offering ticker-matched and theme-matched data on various aspects of news coverage.

It includes metrics on sentiment, tone, polarity, and article count, enabling investors and analysts to gauge public perception and potential market impacts of news.

Data Access

Sentiment Data - All Data

import sovai as sov
sov.data("news/sentiment", full_histor=True)

Sentiment Data - Latest Data

Sentiment Data -Filtered Dataset

As you have done for sentiment above you can do for news tone, polarity, activeness etc.

All Variations

Themed Sentiment

df_sentiment_score = sov.data("news/sentiment_score") Measures emotional tone of news articles. Positive scores: favorable news; Negative scores: unfavorable news.

df_polarity_score = sov.data("news/polarity_score") Gauges opinion intensity in news. Higher scores: stronger opinions; Lower scores: more neutral reporting.

df_topic = sov.data("news/topic_probability") Indicates topic prevalence in news. Higher values: more frequently discussed topics.

All use various statistical measures (mean, median, etc.) across financial/economic topics over time.

Vizualisations

Strategy

Econometrics

Analysis

Data Dictionary

Feature Name
Description
Type
Example

match_quality

Quality score of the match between the article and the entity, indicating the relevance and accuracy of the match.

float

99.75

within_article

Number of mentions of the entity within the article, indicating the focus on the entity in the article's content.

int

2

relevance

The average salience of the entity across the articles, indicating the importance or prominence of the entity.

float

0.022049

magnitude

A measure of the intensity or strength of the sentiment expressed in the article.

float

18.203125

sentiment

A score representing the overall sentiment (positive or negative) of the article.

float

0.054504

article_count

The total number of articles associated with the entity, indicating the level of media attention or coverage.

int

1666

associated_people

Count of unique people mentioned in the context of the entity, reflecting its association with various individuals.

int

143

associated_companies

Count of unique companies mentioned in relation to the entity, indicating its business connections.

int

287

tone

The overall tone of the article, derived from a textual analysis of its content.

float

0.237061

positive

The score quantifying the positive sentiments expressed in the article.

float

2.828125

negative

The score quantifying the negative sentiments expressed in the article.

float

2.591797

polarity

The degree of polarity in the sentiment, indicating the extent of opinionated content.

float

5.421875

activeness

A measure of the dynamism in the language used, possibly indicating the urgency of the article.

float

22.031250

pronouns

The count of pronouns used in the article, indicative of the narrative style or subject focus.

float

0.995117

word_count

The total number of words in the article, giving an indication of its length or detail.

int

1084

Use Case

This dataset provides a comprehensive analysis of various entities (such as companies and individuals) based on their media coverage and associated articles. It's designed to assist investors in understanding the market sentiment, media focus, and the overall perception of entities in which they might be interested. The data is extracted and processed from a wide range of articles, ensuring a broad and in-depth view of each entity.

This dataset is an invaluable resource for investors seeking to gauge public perception, media sentiment, and the prominence of entities in the news. It can be used for:

  • Sentiment analysis to understand the market mood.

  • Identifying trends in media coverage related to specific entities.

  • Assessing the impact of news on stock performance.

  • Conducting peer comparison based on media presence and sentiment.


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