Video: Multi-Dimensional Analysis of News Sentiment Factors

Dr. George Bonne, Executive Director, Equity Factor Research, MSCI | October 08, 2018

George presents his latest research on news sentiment signals in the framework of the MSCI Barra equity factor models. Watch the highlights below, you can request access to slides and the full video.

George evaluates factors constructed from the latest generation of RavenPack data, whereby highlighting improvements over previous versions in coverage, cross-sectional explanatory power, and factor returns. He also demonstrates how the results are robust to factor formulation, geography, and time period.

Access the underlying white paper "Hedging Sentiment Signals with MSCI Barra Risk Models"

This session was held at the RavenPack Research Symposium held in New York on September 12, 2018 .

We will process your personal data with the purpose of managing your personal account on RavenPack and offering our services. You can exercise your rights of access, rectification, erasure, restriction of processing, data portability and objection by emailing us at For more information, you can check out our Privacy Policy.