Russell 2000 corporate events feed - Sample

A sample file of operational and financial corporate events Including direction (bullish/bearish) and duration (long/short term) of each event. More than 400 events categories and subcategories.

Model The event-driven score is based on the event impact on the company’s performance. the score indicates the event' impact by direction (bullish/bearish) and duration (long/short term) on the company. Event-driven score range: 0-1.0 (0.0-0.48 = bearish score, 0.49-0.52 = natural, 0.53-1.0 = bullish score) Score close to 0 indicate a negative long-term impact. Score close to 1 indicate a positive long-term impact. The events dictionary consists of over 1,200 events variations, which are mapped back to the 400-plus events categories and subcategories. Each event variation was tested on 100 companies from all sectors and market cap and for different time horizon from days to months, once a score is allocated to a specific event its will remain consist without changes. Ticker's coverage Russell 2000 companies Data structure Date and time, feed category, Entity, ticker, market cap, exchange, sector, Industry, event category, events subcategory, title, event-driven score, headquarter.