6.7 – Data Dictionnary

Indicators Description

Sentiment Score: A measure of the bullishness / bearishness of the language used in media coverage of a given stock on a given day. Ranges from -5 (extremely negative coverage) to +5 (extremely positive coverage); a score of 0 indicates an absence of articles for that day.

Alternatively, scores may also be expressed on a 0 to 10 scale with 0 still indicating an absence of articles for that day, 1,2,3 a negative score, 4,5,6,7 a neutral score, and 8,9,10 a positive score.

The overall sentiment score is computed as a weighted average of sentiment scores over news titles, headers and company specific phrases. A significant correlation between news sentiment and stock prices is observed across most listings.

Sentiment High: The intraday maximum value of the sentiment score, polled at 5-minute intervals.

Sentiment Low: The intraday minimum value of the sentiment score, polled at 5-minute intervals.

News Volume: The number of news articles about this stock, published and parsed on a given day. Volume of news provides a good indicator of a trend breakout or a trend reversal. News Buzz: A measure of the rate of change in news coverage of a given stock on a given day, normalized on a scale of 1 to 10. The buzz score measures the change in the standard deviation of periodic news volume. It can be thought of as the “rate of change of news”; it thus serves as a risk alert indicator.

Additional Indicators

Advanced indicators can be made accessible on demand. Please email contact@infotrie.com for more information.