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.

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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 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

Monday, July 14, 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).

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

Wednesday, July 9, 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 Regional Global Macro Sentiment Indicators, Week Ending July 6th 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, June 30, 2014

RavenPack Weekly Macro Sentiment Indicators

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RavenPack Global Macro Sentiment Review, Week Ending June 29th 2014

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 Regional Macro Sentiment Indicators, Week Ending June 29th 2014

Click on any of the following regions to see its sentiment chart for past 30 days:

Thursday, June 26, 2014

RavenPack Weekly Macro Sentiment Indicators

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RavenPack Global Macro Sentiment Review, Week Ending June 22nd 2014

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 Regional Macro Sentiment Indicators, Week Ending June 22nd 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, June 16, 2014

Abnormal Newsflow and the Supply Chain

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Research: Abnormal Newsflow, News Sentiment and the Supply Chain

The supply chain of a company can tell us a lot about its future performance. After all if customers struggle or go out of business, the supplier companies lose business. If the supplier stumbles, then the customer has to source elsewhere, incurring additional cost. Hence we have begun to model these relationships using news analytics.

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Why have we started down this path? Well, the statements above are intuitive to the point where we can imagine, without testing, that news about a company's customers will directly affect the supplier. Take Apple, for example. It uses aluminosilicate glass in its iPad/iPhone screens - manufactured by just a few firms globally. If Apple were to sneeze, those manufacturers would surely get a cold.

So, if one could model these supply chain networks one may be able to understand a key driver of return predictability across linked companies.

RavenPack Weekly Macro Sentiment Indicators

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RavenPack Global Macro Sentiment Review, Week Ending June 15th 2014

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 Regional Macro Sentiment Indicators, Week Ending June 15th 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