ticker
stringlengths
1
8
date
timestamp[ns]
sentiment
float32
-0.9
0.9
0077943D
2017-01-04T00:00:00
0.045013
0077943D
2017-01-06T00:00:00
0
0077943D
2017-01-19T00:00:00
0
0077943D
2017-02-14T00:00:00
0.150024
0077943D
2017-03-02T00:00:00
0.151855
0077943D
2017-03-03T00:00:00
0.112793
0077943D
2017-03-04T00:00:00
0
0077943D
2017-03-06T00:00:00
0.233276
0077943D
2017-03-20T00:00:00
0.165649
0077943D
2017-03-21T00:00:00
0.360107
0077943D
2017-03-23T00:00:00
0.399902
0077943D
2017-03-27T00:00:00
0.115356
0077943D
2017-04-21T00:00:00
0
0077943D
2017-04-23T00:00:00
-0.040009
0077943D
2017-04-25T00:00:00
0.118774
0077943D
2017-04-27T00:00:00
0.195435
0077943D
2017-04-28T00:00:00
0.17395
0077943D
2017-04-30T00:00:00
-0.045441
0077943D
2017-05-03T00:00:00
0.09729
0077943D
2017-05-04T00:00:00
-0.125
0077943D
2017-05-06T00:00:00
-0.017563
0077943D
2017-05-07T00:00:00
-0.098633
0077943D
2017-05-19T00:00:00
0.099976
0077943D
2017-05-26T00:00:00
0.048096
0077943D
2017-05-30T00:00:00
0
0077943D
2017-06-01T00:00:00
0.049988
0077943D
2017-06-11T00:00:00
0
0077943D
2017-06-12T00:00:00
0.040009
0077943D
2017-06-25T00:00:00
-0.018188
0077943D
2017-06-26T00:00:00
0
0077943D
2017-06-27T00:00:00
-0.051849
0077943D
2017-07-24T00:00:00
0.266602
0077943D
2017-07-30T00:00:00
0.06366
0077943D
2017-08-06T00:00:00
-0.055542
0077943D
2017-08-13T00:00:00
0
0077943D
2017-08-15T00:00:00
-0.016663
0077943D
2017-08-19T00:00:00
-0.099976
0077943D
2017-08-20T00:00:00
0.199951
0077943D
2017-08-21T00:00:00
-0.049988
0077943D
2017-08-22T00:00:00
-0.006382
0077943D
2017-08-23T00:00:00
0.035309
0077943D
2017-08-31T00:00:00
0
0077943D
2017-09-03T00:00:00
0.028336
0077943D
2017-09-04T00:00:00
0.041534
0077943D
2017-09-05T00:00:00
0.050629
0077943D
2017-09-06T00:00:00
0.028122
0077943D
2017-09-08T00:00:00
0.006756
0077943D
2017-09-09T00:00:00
0.056519
0077943D
2017-09-10T00:00:00
0.024994
0077943D
2017-09-13T00:00:00
-0.099976
0077943D
2017-09-14T00:00:00
0
0077943D
2017-09-16T00:00:00
0.075012
0077943D
2017-09-18T00:00:00
0.028793
0077943D
2017-09-21T00:00:00
0.150024
0077943D
2017-09-22T00:00:00
0.047363
0077943D
2017-09-24T00:00:00
0.018753
0077943D
2017-09-28T00:00:00
0.037506
0077943D
2017-10-03T00:00:00
-0.016663
0077943D
2017-10-04T00:00:00
0.045837
0077943D
2017-10-10T00:00:00
-0.007141
0077943D
2017-10-12T00:00:00
0.119995
0077943D
2017-10-14T00:00:00
-0.001724
0077943D
2017-10-16T00:00:00
0
0077943D
2017-10-18T00:00:00
0.014282
0077943D
2017-10-19T00:00:00
-0.019119
0077943D
2017-10-20T00:00:00
0
0077943D
2017-10-23T00:00:00
0.055542
0077943D
2017-10-24T00:00:00
-0.059998
0077943D
2017-10-25T00:00:00
-0.125
0077943D
2017-10-26T00:00:00
0.099976
0077943D
2017-10-27T00:00:00
-0.029999
0077943D
2017-10-29T00:00:00
0
0077943D
2017-10-31T00:00:00
0
0077943D
2017-11-01T00:00:00
-0.02916
0077943D
2017-11-02T00:00:00
0.012764
0077943D
2017-11-03T00:00:00
-0.026215
0077943D
2017-11-04T00:00:00
-0.011536
0077943D
2017-11-05T00:00:00
-0.056641
0077943D
2017-11-06T00:00:00
-0.038635
0077943D
2017-11-07T00:00:00
-0.016068
0077943D
2017-11-08T00:00:00
-0.006504
0077943D
2017-11-09T00:00:00
-0.010857
0077943D
2017-11-10T00:00:00
-0.010841
0077943D
2017-11-11T00:00:00
-0.024017
0077943D
2017-11-12T00:00:00
-0.003448
0077943D
2017-11-13T00:00:00
0.001402
0077943D
2017-11-14T00:00:00
0.023773
0077943D
2017-11-15T00:00:00
-0.044342
0077943D
2017-11-16T00:00:00
-0.055084
0077943D
2017-11-17T00:00:00
-0.005646
0077943D
2017-11-18T00:00:00
-0.005161
0077943D
2017-11-19T00:00:00
0.063293
0077943D
2017-11-20T00:00:00
0.001764
0077943D
2017-11-21T00:00:00
0.007633
0077943D
2017-11-22T00:00:00
0.008888
0077943D
2017-11-23T00:00:00
-0.015656
0077943D
2017-11-24T00:00:00
0.019272
0077943D
2017-11-25T00:00:00
-0.009926
0077943D
2017-11-26T00:00:00
0.008087
0077943D
2017-11-27T00:00:00
-0.065613

News Sentiment

Data Notice: This dataset provides academic research access with a 6-month data lag. For real-time data access, please visit sov.ai to subscribe. For market insights and additional subscription options, check out our newsletter at blog.sov.ai.

from datasets import load_dataset
df_news_sentiment = load_dataset("sovai/news_sentiment", split="train").to_pandas().set_index(["ticker","date"])

Data is updated quarterly as data arrives after market close US-EST time.

Tutorials are the best documentation — News Sentiment Analaysis Tutorial

CategoryDetails
Input DatasetsNews Scrapers, Public Event Data
Models UsedFuzzy Matching
Model OutputsSentiment Scores

Description

This dataset provides comprehensive news sentiment analysis, offering ticker-matched and theme-matched data on various aspects of news coverage.

It includes metrics on sentiment, tone, polarity, and article count, enabling investors and analysts to gauge public perception and potential market impacts of news.

Data Access

Sentiment Data - All Data

import sovai as sov
sov.data("news/sentiment", full_histor=True)

Sentiment Data - Latest Data

import sovai as sov
sov.data("news/sentiment", full_history=True)

Sentiment Data -Filtered Dataset

import sovai as sov
df_news = sov.data("news/sentiment", start_date="2017-03-30", tickers=["MSFT","TSLA"])

As you have done for sentiment above you can do for news tone, polarity, activeness etc.

All Variations

import sovai as sov

# Sentiment Dataset
df_sentiment = sov.data("news/sentiment")
# Provides sentiment scores for news articles, helping gauge the overall emotional tone of news coverage.

# Tone Dataset
df_tone = sov.data("news/tone")
# Offers insights into the overall tone of news articles, differentiating between neutral, positive, or negative coverage.

# Positive Sentiment Dataset
df_positive = sov.data("news/positive")
# Focuses specifically on positive sentiments expressed in news articles.

# Negative Sentiment Dataset
df_negative = sov.data("news/negative")
# Provides information on negative sentiments in news articles, valuable for risk assessment.

# Polarity Dataset
df_polarity = sov.data("news/polarity")
# Measures how polarizing news coverage is, indicating how divisive or controversial certain topics or entities are.

# Match Quality Dataset
df_match = sov.data("news/match_quality")
# Assesses the quality of matches between news articles and specific entities or topics.

# Pronouns Dataset
df_pronouns = sov.data("news/pronouns")
# Analyzes the use of pronouns in news articles.

# Activeness Dataset
df_activeness = sov.data("news/activeness")
# Measures the level of activity or dynamism in news coverage.

# Associated People Dataset
df_associated_people = sov.data("news/associated_people")
# Tracks individuals mentioned in association with specific entities or topics.

# Article Count Dataset
df_article_count = sov.data("news/article_count")
# Provides data on the volume of articles related to specific topics or entities.

# Associated Companies Dataset
df_associated_companies = sov.data("news/associated_companies")
# Tracks companies mentioned in association with specific entities or topics in news articles.

Themed Sentiment

df_sentiment_score = sov.data("news/sentiment_score") Measures emotional tone of news articles. Positive scores: favorable news; Negative scores: unfavorable news.

import sovai as sov
df_sentiment_score = sov.data("news/sentiment_score")

df_polarity_score = sov.data("news/polarity_score") Gauges opinion intensity in news. Higher scores: stronger opinions; Lower scores: more neutral reporting.

import sovai as sov
df_polarity_score = sov.data("news/polarity_score")

df_topic = sov.data("news/topic_probability") Indicates topic prevalence in news. Higher values: more frequently discussed topics.

All use various statistical measures (mean, median, etc.) across financial/economic topics over time.

import sovai as sov
df_topic = sov.data("news/topic_probability")

Vizualisations

Strategy

import sovai as sov
sov.plot("news", chart_type="strategy", ticker='NVDA')

Econometrics

import sovai as sov
sov.report("news", report_type="econometric")

Analysis

import sovai as sov

sov.plot("news", chart_type="analysis")

Data Dictionary

Feature NameDescriptionTypeExample
match_qualityQuality score of the match between the article and the entity, indicating the relevance and accuracy of the match.float99.75
within_articleNumber of mentions of the entity within the article, indicating the focus on the entity in the article's content.int2
relevanceThe average salience of the entity across the articles, indicating the importance or prominence of the entity.float0.022049
magnitudeA measure of the intensity or strength of the sentiment expressed in the article.float18.203125
sentimentA score representing the overall sentiment (positive or negative) of the article.float0.054504
article_countThe total number of articles associated with the entity, indicating the level of media attention or coverage.int1666
associated_peopleCount of unique people mentioned in the context of the entity, reflecting its association with various individuals.int143
associated_companiesCount of unique companies mentioned in relation to the entity, indicating its business connections.int287
toneThe overall tone of the article, derived from a textual analysis of its content.float0.237061
positiveThe score quantifying the positive sentiments expressed in the article.float2.828125
negativeThe score quantifying the negative sentiments expressed in the article.float2.591797
polarityThe degree of polarity in the sentiment, indicating the extent of opinionated content.float5.421875
activenessA measure of the dynamism in the language used, possibly indicating the urgency of the article.float22.031250
pronounsThe count of pronouns used in the article, indicative of the narrative style or subject focus.float0.995117
word_countThe total number of words in the article, giving an indication of its length or detail.int1084

Use Case

This dataset provides a comprehensive analysis of various entities (such as companies and individuals) based on their media coverage and associated articles. It's designed to assist investors in understanding the market sentiment, media focus, and the overall perception of entities in which they might be interested. The data is extracted and processed from a wide range of articles, ensuring a broad and in-depth view of each entity.

This dataset is an invaluable resource for investors seeking to gauge public perception, media sentiment, and the prominence of entities in the news. It can be used for:

  • Sentiment analysis to understand the market mood.
  • Identifying trends in media coverage related to specific entities.
  • Assessing the impact of news on stock performance.
  • Conducting peer comparison based on media presence and sentiment.

Downloads last month
48
Edit dataset card