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Analyst Sentiment as a Factor Consideration
Jun 29, 2023
An analyst’s equity opinion encompasses how a variety of different interrelated forces may impact the future performance of a company.
In “Analyst Sentiment as a Factor Consideration,” we construct an analyst-sentiment factor that tracks changes in analyst expectations and then examine its relationship with global-equity performance.
©2023 With Intelligence. Republished with permission from the Journal of Investing, from: Waman Virgaonkar, Abhishek Gupta, Ashish Lodh, and Mehdi Alighanbari. 2023. “Analyst Sentiment as a Factor Consideration.” Journal of Investing 32, no. 5 (August).
A comparison of analyst-sentiment with traditional equity-style factors
From Dec. 30, 1994, to Jan. 31, 2022.
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Research authors
- Waman Virgaonkar, Vice President, MSCI Research
- Abhishek Gupta, Executive Director, MSCI Research
- Ashish Lodh, Executive Director, MSCI Research
- Mehdi Alighanbari, Executive Director, MSCI Research
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