ews

Summary

The data consists of various sentiment indices and tone metrics related to the U.S. stock market, including averages, totals, and percentages derived from raw sentiment analysis and business news. These indices are designed to provide insights into market sentiment and trends, utilizing models such as SARIMA and moving averages for analysis.

Example code

from finter.data import ContentFactory
cf = ContentFactory("us_stock", 20200101, 20200201)
df = cf.get_df("raw_sentiment-1_2-mean_sum")

Metadata

valid from	delivery schedule	time zone	data frequency
	0 9 * * * 30 21 * * *		1d, 1w, 1m

Item List

• SP500_EWS: S&P 500 Early Warning System (Monthly)

• SP500_EWS: S&P 500 Early Warning System (Weekly)

• SP500_EWS_UI_append: Monthly UI Additional Sentiment Index for S&P 500

• SP500_EWS_UI_append: Weekly UI Additional Sentiment Index for S&P 500

• SP500_EWS_biz_news: Monthly Business News Sentiment Index for S&P 500

• SP500_EWS_biz_news: Weekly Business News Sentiment Index for S&P 500

• SP500_EWS_compustat: S&P 500 Early Warning System (Based on Compustat, Weekly)

• SP500_EWS_compustat: S&P 500 Early Warning System (Compustat-based, Monthly)

• SP500_EWS_origin: S&P 500 Early Warning System Original (Monthly)

• SP500_EWS_origin: S&P 500 Early Warning System Original (Weekly)

• SP500_EWS_origin_biz_news: Original monthly business news sentiment index for the S&P 500

• SP500_EWS_origin_biz_news: Original weekly business news sentiment index for the S&P 500

• SP500_EWS_origin_compustat: S&P 500 Early Warning System Original (Compustat-based, Monthly)

• SP500_EWS_origin_compustat: S&P 500 Early Warning System Original (Compustat-based, Weekly)

• SP500_EWS_origins_biz_news: Original value of the weekly business news sentiment index for the S&P 500

• SP500_EWS_origins_biz_news: Original values of the monthly business news sentiment index for the S&P 500

• SP500_EWSs_biz_news: Monthly Business News Sentiment Index for S&P 500

• SP500_EWSs_biz_news: Weekly Business News Sentiment Index for S&P 500

• post_sarima_sent-1_1-sum_per: Percentage of the sentiment index for the US stock market after applying the SARIMA model (alternative version)

• post_sarima_sent-1_1-sum_sum: Total sentiment index of the US stock market after applying the SARIMA model (alternative version)

• post_sarima_sent-1_2-sum_per: Percentage of sentiment index in the US stock market after applying the SARIMA model

• post_sarima_sent-1_2-sum_sum: Total sentiment index of the US stock market after applying the SARIMA model

• post_sarima_sent_biz_news-1_1-sum_per: The percentage sum of sentiment analysis results after applying the SARIMA model to business news about the US stock market

• post_sarima_sent_biz_news-1_1-sum_sum: The total results of sentiment analysis after applying the SARIMA model to business news about the US stock market

• post_sarima_sent_biz_news-1_2-sum_per: The percentage sum of the results of the second type of sentiment analysis after applying the SARIMA model to business news about the US stock market

• post_sarima_sent_biz_news-1_2-sum_sum: The total of the second type sentiment analysis results after applying the SARIMA model to business news about the US stock market

• raw_sentiment-1_1-mean_per: Average percentage of the U.S. stock market sentiment index

• raw_sentiment-1_1-mean_sum: Average Total of the U.S. Stock Market Sentiment Index

• raw_sentiment-1_1-sum_per: Percentage of the U.S. Stock Market Sentiment Index

• raw_sentiment-1_1-sum_sum: Total Sentiment Index of the U.S. Stock Market

• raw_sentiment-1_2-mean_per: Average Percentage of the U.S. Stock Market Sentiment Index (Alternative Version)

• raw_sentiment-1_2-mean_sum: Average Total of the U.S. Stock Market Sentiment Index (Alternative Version)

• raw_sentiment-1_2-sum_per: U.S. Stock Market Sentiment Index Percentage (Alternative Version)

• raw_sentiment-1_2-sum_sum: Total Sentiment Index of the U.S. Stock Market (Alternative Version)

• raw_sentiment_biz_news-1_1-mean_per: Average percentage of raw sentiment analysis results of business news regarding the US stock market

• raw_sentiment_biz_news-1_1-mean_sum: The average sum of raw sentiment analysis results of business news regarding the U.S. stock market

• raw_sentiment_biz_news-1_1-sum_per: The percentage sum of raw sentiment analysis results of business news regarding the US stock market

• raw_sentiment_biz_news-1_1-sum_sum: The total of raw sentiment analysis results of business news regarding the U.S. stock market

• raw_sentiment_biz_news-1_2-mean_per: The average percentage of the second type of raw sentiment analysis results for business news related to the U.S. stock market

• raw_sentiment_biz_news-1_2-mean_sum: The average total of the second type of raw sentiment analysis results for business news related to the U.S. stock market

• raw_sentiment_biz_news-1_2-sum_per: The second type percentage total of raw sentiment analysis results for business news about the U.S. stock market

• raw_sentiment_biz_news-1_2-sum_sum: The total of the second type of raw sentiment analysis results for business news regarding the U.S. stock market

• us_tone_m3: U.S. Stock Market Tone Index (3-Month Moving Average)

• us_tone_m3_EWS: U.S. Stock Market Tone Index Early Warning System (3-Month Moving Average, Monthly)

• us_tone_m3_EWS_compustat: U.S. Stock Market Tone Index Early Warning System (3-Month Moving Average, Compustat-Based, Monthly)

• us_tone_m3_exp: U.S. Stock Market Tone Index Smoothing (3-Month Moving Average)

• us_tone_m3_exp_EWS: U.S. Stock Market Tone Index Smoothing Early Warning System (3-Month Moving Average, Monthly)

• us_tone_m3_exp_EWS_compustat: U.S. Stock Market Tone Index Smoothing Early Warning System (3-Month Moving Average, Compustat-Based, Monthly)