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RavenPack Company News Factors

RavenPack Company News Factors
20/11/2023

RavenPack Company News Factors

Incorporate the effect of public information into your investment decisions from the systematic analysis of 40,000 curated news and social media sources.
Every day, thousands of news stories are published on publicly listed companies. Each one may move their stock price, but only a systematic approach can capture the sentiment momentum. RavenPack Company News Factors provide a simple, intuitive, and robust approach to incorporate this signal into strategies and dashboards. Covering over 100,000 listed companies since 2001, the dataset helps investors use the proven causal relationship from market sentiment to equity returns with a high-frequency, comprehensive, and up-to-date indicator to enhance stock selection. News serves as an independent and timely signal that can enhance risk models. News sentiment and volume metrics are instrumental in forecasting and explaining equity volatility. Additionally, analyzing news volume can aid investors in more accurately anticipating bond liquidity risk. News analytics can also augment credit rating assessment, overall company creditworthiness, and future relative performance of highly distressed firms. The dataset is updated 6 times a day at the open & close in New York, Paris, and Tokyo.
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