Monday, August 25, 2014

RavenPack Weekly Sentiment Indicators

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RavenPack Weekly Macro Sentiment Indicators

Here are last week's closing values of RavenPack's Macro Sentiment Indicators (MSI). They are aggregates of RavenPack News Analytics (RPNA) data giving a proxy for the strength of the world's major economies based on news sentiment. The MSIs are used by systematic and discretionary investors as a directional signal.

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Note: The one-month measure is an indicator of shorter-term macroeconomic sentiment and the three month measure a longer-term indicator. A score of 50 is neutral and the maximum range is 0 (most negative) to 100 (most positive).
RavenPack Global Macro Sentiment Indicators, top 8 regions, Week Ending August 24th 2014

Click on any of the following regions to see its sentiment chart:
Note: you may use zoom options & range selector slider available on each chart for convenience

Monday, August 18, 2014

RavenPack Weekly Sentiment Indicators

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RavenPack Weekly Macro Sentiment Indicators

Here are last week's closing values of RavenPack's Macro Sentiment Indicators (MSI). They are aggregates of RavenPack News Analytics (RPNA) data giving a proxy for the strength of the world's major economies based on news sentiment. The MSIs are used by systematic and discretionary investors as a directional signal.

Bookmark and Share
Request a copy of the research behind these indicators.

Note: The one-month measure is an indicator of shorter-term macroeconomic sentiment and the three month measure a longer-term indicator. A score of 50 is neutral and the maximum range is 0 (most negative) to 100 (most positive).
RavenPack Global Macro Sentiment Indicators, top 8 regions, Week Ending August 17th 2014

Click on any of the following regions to see its sentiment chart:
Note: you may use zoom options & range selector slider available on each chart for convenience

Tuesday, August 12, 2014

Is Spain Outperforming Germany? RavenPack Sentiment Says Yes

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Research: Abnormal Newsflow, News Sentiment and the Supply Chain

There’s been a bit in the press recently about the Spanish economy outperforming Germany. The latest development in this story was today’s (Aug 12) German ZEW economic sentiment survey, which was very weak. It was no real surprise to anyone in the markets, but particularly not to RavenPack clients given the ability to analyse all geopolitical and macroeconomic events.

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Figure 1 below shows all the detected economic events and sentiment for the Eurozone countries over the last month. As you can see, Spanish sentiment has indeed been higher than Germany (blue is positive, red negative and white neutral), although German sentiment overall remains slightly positive. The large slice of red against Germany is the business confidence sentiment.

Separately, note how negative sentiment toward Italy has been. France is also hovering around neutral, slightly weaker than Germany. Below we drill down into the major Eurozone economies to see what has been driving sentiment at a local level.

Figure 1: Sentiment For Eurozone Constituent Countries (Jul12-Aug 11)

Monday, August 11, 2014

RavenPack Weekly Sentiment Indicators

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RavenPack Weekly Macro Sentiment Indicators

Here are last week's closing values of RavenPack's Macro Sentiment Indicators (MSI). They are aggregates of RavenPack News Analytics (RPNA) data giving a proxy for the strength of the world's major economies based on news sentiment. The MSIs are used by systematic and discretionary investors as a directional signal.

Bookmark and Share
Request a copy of the research behind these indicators.

Note: The one-month measure is an indicator of shorter-term macroeconomic sentiment and the three month measure a longer-term indicator. A score of 50 is neutral and the maximum range is 0 (most negative) to 100 (most positive).
RavenPack Global Macro Sentiment Indicators, top 8 regions, Week Ending August 10th 2014

Click on any of the following regions to see its sentiment chart:
Note: you may use zoom options & range selector slider available on each chart for convenience

Thursday, August 7, 2014

Global Tensions on the Rise in 2014; Sentiment at Lowest, Events Count Highest

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Research: Abnormal Newsflow, News Sentiment and the Supply Chain

Last weekend my wife remarked how torrid the world appeared to be at the moment. Indeed, unless you’ve had your head in the sand, you’ll know global tensions have been on the rise this year. Using RavenPack’s macroeconomic and geopolitical data set, we can see the elevated the number of geopolitical events taking place and how depressed sentiment has become.

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Figure one shows the global daily average RavenPack event sentiment score (red line) and daily event count (blue line), and their 14-day moving averages, for non-corporate events – that is economic, political, social and environmental. Sentiment is a measure between 0 and 100, with 50 being neutral. As you can see, sentiment is at its lowest for the year and the event count at its highest.

Global Macroeconomic & Geopolitical Sentiment & Event Count

Monday, August 4, 2014

RavenPack Weekly Macro Sentiment Indicators

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RavenPack Weekly Macro Sentiment Indicators

Here are last week's closing values of RavenPack's Macro Sentiment Indicators (MSI). They are aggregates of RavenPack News Analytics (RPNA) data giving a proxy for the strength of the world's major economies based on news sentiment. The MSIs are used by systematic and discretionary investors as a directional signal.

Bookmark and Share
Request a copy of the research behind these indicators.

Note: The one-month measure is an indicator of shorter-term macroeconomic sentiment and the three month measure a longer-term indicator. A score of 50 is neutral and the maximum range is 0 (most negative) to 100 (most positive).
RavenPack Global Macro Sentiment Indicators, top 8 regions, Week Ending August 3rd 2014

Click on any of the following regions to see its sentiment chart:
Note: you may use zoom options & range selector slider available on each chart for convenience

Monday, July 21, 2014

RavenPack Weekly Macro Sentiment Indicators

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RavenPack Weekly Macro Sentiment Indicators

Here are last week's closing values of RavenPack's Macro Sentiment Indicators (MSI). They are aggregates of RavenPack News Analytics (RPNA) data giving a proxy for the strength of the world's major economies based on news sentiment. The MSIs are used by systematic and discretionary investors as a directional signal.

Bookmark and Share
Request a copy of the research behind these indicators.

Note: The one-month measure is an indicator of shorter-term macroeconomic sentiment and the three month measure a longer-term indicator. A score of 50 is neutral and the maximum range is 0 (most negative) to 100 (most positive).
RavenPack Global Macro Sentiment Indicators, top 8 regions, Week Ending July 20th 2014

Click on any of the following regions to see its sentiment chart:
Note: you may use zoom options & range selector slider available on each chart for convenience