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State Street MediaStats and Media Linkages

Data Feed by State Street Associates

Added to Marketplace: Feb. 22, 2020

Highlights
  • Gain detailed insights and quantify the impact of media coverage on financial asset prices with daily intensity, sentiment and disagreement indicators for over 3,000 U.S. companies.
  • Rely on a proprietary process that corrects for a variety of consistent media biases discovered through years of academic research.
  • Leverage tools that have been carefully designed for investing - not high-frequency trading - to help meet your long-term goals. Unlike other media analytics offerings, which provide real-time alerts to boost trading speed, State Street MediaStats produces consistent, daily measures that help analyze future asset performance over longer time horizons.
Feed Coverage
Sector CountTypeStart Date
Finance 1,620Entities2011
Healthcare 960Entities2011
Technology 780Entities2011
Industrials 560Entities2011
Energy 380Entities2011
Non-Energy Minerals 380Entities2011
Consumer Cyclicals 360Entities2011
Consumer Non-Cyclicals 340Entities2011
Consumer Services 310Entities2011
Business Services 250Entities2011
Telecommunications 170Entities2011
Utilities 150Entities2011
Non-Corporate 70Entities2011
Feed Details
In partnership with MKT MediaStats LLC, State Street MediaStats quantifies content from over 100,000 digital media sources to analyze the potential impact of media chatter on US equities’ price fluctuations. Media Linkages gauge the size, strength and significance of dynamic inter-company relationships based on co-mentions in media.
Firm Information
State Street Associates® empowers investors to uncover alpha opportunities, manage risk and formulate strategies. Based in Cambridge, Massachusetts - a global center for technology and innovation - State Street Associates®, combines differentiated datasets with innovative thinking from some of the foremost academic institutions in the world.