Access information for over 1.7 million company corporate events, such as conference call date and time, access details, and participant name and contact information. Transcript participants are mapped to FactSet symbology, allowing users to perform historical analysis on firms, individuals, analysts, or brokers using FactSet’s permanent identifiers. Updated intraday, this feed delivers event transcripts in a standardized and tagged XML format. Data Frequency: Event; Update Frequency: Intraday.
This product is in the review and/or onboarding process towards full availability. It is not currently available for purchase via FactSet.
- Stay Informed: Leverage Brain’s proprietary automated analysis of financial news flow to gain a deeper understanding of the dynamic factors driving investor sentiment.
- Add Depth to Investment Decisions: Incorporate BSI’s ranking to build quantitative strategies that include sentiment as a short-term momentum indicator. Apply sentiment scores to value strategies to find companies that could be under- or over-priced mainly due to very low or high sentiment.
- Rely on Advanced Technologies and Models: Brain’s robust sentiment scoring technology is based on the combination of various Natural Language Processing techniques. Algorithms have been validated by manually comparing calculated sentiment during positive and negative historical events (e.g. Facebook in 2018) for a large set of companies included in the universe.
- Feed Coverage
Region Count Type Start Date North America 3,375 Securities 2016 Asia 2,438 Securities 2018 Europe 1,003 Securities 2018 Latin America 169 Securities 2018 Pacific 124 Securities 2018 Africa 84 Securities 2018
- Feed Details
- The Brain Sentiment Indicator (BSI) uses proprietary Natural Language Processing strategies to monitor public financial news for over 7,000 global stocks from more than 2,000 financial media sources.
Each stock is assigned a sentiment score ranging from -1 (most negative) to +1 (most positive). Indicators are updated daily and correspond to the average of sentiment for each news article on two time scales; 7 days and 30 days. Volume of news contributing to sentiment scoring is also available upon request, so that weighted rankings could also be derived.
- Firm Information
- Brain is a Research Company that develops proprietary signals and algorithms for investment strategies on financial markets.
Technologies and products include a Natural Language Processing platform and a Machine Learning Infrastructure. All software is highly customizable to support specific research and development requirements.
Brain also partners with clients to assist in the development, optimization and validation of their own proprietary models.
- Additional Research
- Brain Sentiment Indicator Factsheet