Data and Analytics
skip to content
Innovation and Advisory

Proprietary Indicators

State Street MediaStats Sentiment Indicators

Collects unstructured data from more than 50,000 traditional and social media sources to create indicators that measure abnormal intensity, conditional sentiment and level of disagreement. Coverage includes:

  • US firms with 98 percent market capitalization coverage, with near-term plans to expand to include international firms
  • Foreign exchange, covering 33 currencies
  • Country equity, covering 44 countries*

*As of 9/30/17

Learn more about MediaStats


State Street MediaStats Linkage Indicators

Gauges size, strength and significance of inter-company relationships based on co-mentions in media.

State Street MediaStats Earnings Prediction Technology (EPTech) Indicators

Analyzes large amounts of diversified data sources, such as foot traffic and web traffic, to detect digital patterns of consumer behavior and anticipate earnings surprises or disappoints at 350 US consumption-based 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

Learn more about PriceStats


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.