Sold by: JIJI PRESS
Deployed on AWS
The Material Fact Score is a score used to determine whether or not the timely disclosure of a material fact actually had a market impact. Market impact is rated on a 5-point scale.This dataset is calculated for companies listed on the Tokyo Stock Exchange in Japan.
Overview
Overview
The Material Fact Score is a score used to determine whether or not the timely disclosure of a material fact actually had a market impact. Market impact is rated on a 5-point scale. The timing of when the market impact is displayed is as follows
- When the market is open: The market impact is displayed approximately 10minutes after a material fact is identified.
- If the market is closed: Around 9:25 a.m. on the next business day The score is not measured if it is not identified as a material fact.
The advantages of using the Material Fact Score is to select information to be viewed from among the vast amount of material facts (or timely disclosures related tomaterial facts) and to extract which material facts have impacted the market. On the other hand, the system is not real-time because it takes time to measure market impact and to identify material facts. Please refer to the "Timely Disclosure Market Score" if real-time performance is important to you.
Basic Information
| Description | Value |
|---|---|
| Content Type | Data |
| Usage | It can be used for in-house analytical and research purposes only, such as machine learning and text mining.Permission is required for commercial use. |
| Data Range | One Day Archive Sample, covering Augast 18, 2022 |
| Format | csv |
| Encoding | UTF-8 |
Pricing Information
This data can be purchased in bulk for the historical data. Ongoing subscription for latest data feed is also available. Prices vary depending on the length of the contract, the amount of data and the granularity of the data. Please contact us for further information.
About JIJI PRESS
Jiji Press is a leading Japanese news agency that provides a wide range of news, data, and other information to readers in Japan and abroad. Accuracy and speed are vital to our services for delivering up-to-the-minute news to about 140 media organizations, including newspaper publishers, broadcasters, publishing companies, and also to the general public directly via the internet. In addition to media, we also serve a variety of subscribers, including businesses, government ministries and agencies, and other organizations, with specialized news to bring readers financial, securities and commodities market developments, as well as central and local government administration information. Learn More .
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Additional details
You will receive access to the following data sets.
Data set name | Type | Historical revisions | Future revisions | Sensitive information | Data dictionaries | Data samples |
|---|---|---|---|---|---|---|
Material Fact Score | All historical revisions | All future revisions | Not included | Not included |
Resources
Vendor resources
Similar products
The "Timely Disclosure Market Score" is a score that indicates the impact of similar timely disclosures in the past. The score is an average value calculated from multiple similar timely disclosures impact in the past. This dataset is calculated for companies listed on the Tokyo Stock Exchange in Japan.
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