Innovation and Advisory
State Street MediaStats
Research shows that the media has a measurable impact on asset price changes. State Street MediaStats scours more than 100,000 media sources as well as other “Big Data” sources to estimate future price changes and risks pertaining to individual equities, country equity indexes, and foreign exchange rates. Media derived insights are aggregated to understand broader industry and macroeconomic trends that help you leverage accurate, valuable and predictive insights for your investments.
Our products include:·
- FX and Country Equity Media Indicators use natural language processing and machine learning to analyze large sets of unstructured media data, comprising international and domestic media, social media, and business and trading news. These proprietary indicators derive standardized measures of intensity, sentiment and disagreement in media coverage to assist portfolio managers in assessing market outlook
- Earnings Prediction Technology, which analyzes large sets of consumer data to gauge the in-store traffic, web traffic, and brand awareness for 350 US firms. These digital patterns, reflective of consumer behavior in the real economy, provide investors with an additional, distilled input to formulate quarterly earnings estimates.
- Company-level Media Indicators provide insights into the price changes and risks of individual stocks, country equity indices and currencies using proprietary algorithms to measure the abnormal intensity, conditional sentiment and disagreement surrounding these assets in media coverage.
- Linkages Indicators, which gauge the strength and impact of inter-company relationships based on co-mentions in the media.
Unlike other media analytics offerings, which provide real-time alerts to boost trading speed, State Street MediaStats produce consistent, daily measures that analyze future performance of key assets over the long term. These tools are carefully designed for investing – not high-frequency trading – to help meet your long term goals.