ews

Summary

The data consists of various sentiment and early warning system indicators for the Korean stock market, including daily sentiment indices, principal component analysis indicators, and multiple versions of weekly and monthly early warning system indicators. These indicators are designed to provide insights into market sentiment and potential future trends, with some specifically comparing the Korean market to the S&P 500.

Example code

from finter.data import ContentFactory
cf = ContentFactory("kr_stock", 20200101, 20200201)
df = cf.get_df("korea_tone_SP500")

Metadata

valid from	delivery schedule	time zone	data frequency
	30 21 * * * 30 23 * * * 30 22 * * * 30 21 * * 0-4		1d, 1w, 1m

Item List

• korea_EWS: Monthly early warning system indicators for the Korean stock market

• korea_EWS: Weekly early warning system indicators for the Korean stock market

• korea_EWS_003: Weekly Early Warning System Indicators for the Korean Stock Market (Version 003)

• korea_EWS_003_dcut: Weekly early warning system indicators for the Korean stock market (Version 003, data cutoff applied)

• korea_EWS_003_inferenceonly: Weekly early warning system indicators for the Korean stock market (Version 003, inference only applied)

• korea_EWS_003_inferenceonly_dcut: Weekly early warning system indicators for the Korean stock market (Version 003, inference only applied, data cutoff)

• korea_EWS_003_sp1: Weekly Early Warning System Indicator for the Korean Stock Market (Version 003, Special Variation 1)

• korea_EWS_003_sp1_dcut: Weekly early warning system indicators for the Korean stock market (Version 003, Special Variant 1, Data Cutoff)

• korea_EWS_003_sp2: Weekly Early Warning System Indicators for the Korean Stock Market (Version 003, Special Variation 2)

• korea_EWS_003_sp2_dcut: Weekly early warning system indicators for the Korean stock market (Version 003, Special Variant 2, Data Cutoff)

• korea_EWS_003_sp3: Weekly Early Warning System Indicators for the Korean Stock Market (Version 003, Special Variant 3)

• korea_EWS_003_sp3_dcut: Weekly early warning system indicators for the Korean stock market (Version 003, Special Variant 3, Data Cutoff)

• korea_EWS_003_sp4: Weekly Early Warning System Indicators for the Korean Stock Market (Version 003, Special Variant 4)

• korea_EWS_003_sp4_dcut: Weekly early warning system indicators for the Korean stock market (Version 003, Special Variant 4, Data Cutoff)

• korea_EWS_SP500: Monthly early warning system indicators for the Korean stock market compared to the S&P 500

• korea_tone: Daily Sentiment Index for the Korean Stock Market

• korea_tone_SP500: Daily sentiment index of the Korean stock market compared to the S&P 500

• korea_tone_neutral: Daily Neutral Sentiment Index for the Korean Stock Market

• pca_proxy: Daily principal component analysis proxy indicator for the Korean stock market

• pca_sentiment: Daily sentiment indicators based on principal component analysis of the Korean stock market