Innovation and Advisory
State Street MediaStats Sentiment Indicators
Collect unstructured data from more than 100,000 traditional and social media sources to create indicators that measure abnormal intensity, conditional sentiment and level of disagreement. Coverage includes*:
- US equities, covering roughly 3,000 US All-Cap stocks
- Foreign exchange, covering 33 currencies
- Country equity, covering 44 countries
*As of 6/30/18
State Street MediaStats Linkages Indicators
Gauge size, strength and significance of inter-company relationships based on co-mentions in media.
State Street MediaStats Earnings Prediction Technology (EPTech) Indicators
Analyze large amounts of diversified data sources, such as foot traffic and web traffic, to detect digital patterns of consumer behavior and anticipate earnings surprises for roughly 350 companies.
PriceStats® Inflation Indicators
Uses online pricing data for millions of items to construct a range of daily Inflation and Purchasing Power Parity (PPP) indices. Published daily with a three-day lag, and available at a higher frequency and with a shorter publication lag than most official statistics. Currently available in 22 countries.*
*As of 9/30/17
Environmental, Social, Governance (ESG) Indicators
ESG indicators derived from a range of third-party data providers, including traditional analyst-based indicators and high-frequency indicators derived via web scraping, natural language processing and machine learning technologies.