Sentiment Indices

Blackthorne Sentiment Indices

The Blackthorne Sentiment Indices presented in this section are derived from multiple sources of data chosen to reflect expressed sentiment regarding the price behavior of equities and commodities markets. Data are aggregated by our analytics group, validated for their predictive efficacy and incorporated into predictive models trained on price data. Each index places a metric on the likelihood of directional movement in a particular market or market sector over a particular term. They are produced daily and posted midday when US markets are open on this website.

Index

Date

Value

Change

Short-term Global Equity Index

9/21/20

0.11

-0.03

Long-term Global Equity Index

9/21/20

0.81

0.01

Energy Index

9/21/20

-0.29

-0.06

Metal Index

9/21/20

0.13

-0.05

Daily Indices

Short-Term Global Equity Index

The Blackthorne Short-Term Global Equity Index reflects expectations about price movement in equities markets over a period of one to ten days.  The index interprets sentiment sources pertaining to a broad collection of US equities.  This index is not targeted to a particular market sector, and may reflect sentiment expressed about a number of sectors prior to aggregation.

Long-Term Global Equity Index

The Blackthorne Long-Term Global Equity Index reflects expectations about price movement in equities markets over a period of one to four weeks.  The index interprets sentiment sources pertaining to broad collection of US equities. This index is not targeted to a particular market sector, and may reflect sentiment expressed about a number of sectors prior to aggregation.

Energy Index

The Blackthorne Energy Index reflects expectations about price movement in energy commodities markets over a period of one to ten days.  The index interprets sentiment sources pertaining to a basket of physical energy futures.

Metal Index

The Blackthorne Metal Index reflects expectations about price movement in metals commodity markets over a period of one to ten days.  The index interprets sentiment sources pertaining to a basket of precious and industrial metals futures.