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A consumer sentiment factor from web content

categories: Americas, Asia Pacific, Australia, EMEAI, MENDIRATTA Rohit, JAIN Vipul, BONNE George, Asset Allocation and Asset Liability Management, Factor and Risk Modeling, Investing (Investment Management), Portfolio Construction and Optimization, Risk Management, Asset Managers (Quant or Fundamental), Asset Owners, Banks, Hedge Funds, Indexes, Portfolio Management Analytics, Risk Management Analytics, Equities

The explosion in alternative data has been a blessing and a curse to investment managers. We have identified one source that provided unique and uncorrelated information when added to analysis of traditional factors and other measures of sentiment. These consumer sentiment metrics may provide investors with additional transparency into sources of risk and return, and could potentially be used to create valuable new factors.


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Research-Insight-A-consumer-sentiment-factor-from-web-content.pdf