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Brain Sentiment Indicator

Data Feed by Brain

Added as Candidate: Feb. 22, 2019

Candidate Product
Candidate Definition
This product is in the review and/or onboarding process towards full availability. It is not currently available for purchase via FactSet.
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Highlights
  • 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 CountTypeStart Date
North America 3,375Securities2016
Asia 2,438Securities2018
Europe 1,003Securities2018
Latin America 169Securities2018
Pacific 124Securities2018
Africa 84Securities2018
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.