New sector sentiment data

Written by Manfred Hübner | 17 September 2015
Posted in Database news

sentix expanded its range of information on European equity sectors with information about the dispersion of the sector assessments. Under dispersion, we understand the spread of the sector assessments. To this end, we calculate the difference between the most positive and the most negative assessment based on the sentix sector sentiment values. The greater this difference, the more the sector estimates are scattered. We then speak of great dispersion. An extremely high or low dispersion may be a signal for a trend reversal constellation on overall market level. In particular, a very high dispersion may be an indication of a structural market  break.

The time series will be published as usual as a time series of institutional investors, individual investors as well as a headline index. 

The data are available by the following codes on the sentix website:

• SNTSDZH6 (Headline)
• SNTSDZI6 (Institutional investors)
• SNTSDZP6 (Individual investors)

On Bloomberg, the data will be available end of October.