Sentix
 |
|
|---|---|
| feel the markets | |
| Empirical Research in Economics | |
| operator | sentix GmbH |
| Registration | when participating in the survey |
| On-line | February 2001 |
| http://www.sentix.de/ | |
sentix is an internet-based, weekly capital market survey, with the aim of determining the sentiment as well as the expectations and actions of capital investors. The first survey was carried out in February 2001.
More than 400 different indices are determined from the data, which are widely used by institutional and private investors as sentiment indicators in stock market analysis, mostly in connection with chart and market analysis . The relevance of market sentiment for trends in the financial markets arises from behavioral finance .
functionality
sentix enables anyone interested to participate in the weekly capital market surveys. Registration is free. Participants are directed to a survey script by email on a weekly basis . Investor expectations and assessments are determined using a standardized survey. The results will be made available on the following Monday.
Results
Every active participant receives access to the data in the form of charts and comments from the website operator. The download of the data as well as the commercial use are chargeable.
statistics
Around 5000 investors from more than 20 countries are currently registered in the survey. Around 1000 investors answer the questionnaire every week.
Indicator overview
The following indicators are derived from the survey results:
- Market sentiment on various investment markets: This reflects investor expectations over a period of one month (short term) and six months (medium term). Here, interpretable differences between short and medium-term investor expectations and between the investor groups are identified.
- Economic indicators which, due to the way they are calculated, are comparable with the more well-known indicators of the ZEW or the Ifo Institute . Due to the internet-based survey, the sentix indicators often have lead properties.
- Preferred investment styles, for example preferences for certain market segments (e.g. emerging markets or developed markets) or asset classes (corporate bonds versus government bonds).
- Sector sentiment that reflects investors' expectations of 19 different stock sectors (industries) over a period of six months.
- Investor positioning, which should provide information on the extent to which investors have entered into equity or bond exposures.
- Euro Break-up index, the likelihood eyes of investors for a breakup of the euro indicates.
Data availability
The data series are available on various stock exchange systems, such as Bloomberg LP or Thomson Reuters or in the sentix data portal.
application
The indicators are intended to reflect the mood among investors. These sentiments are usually evaluated according to the contrary opinion principle ( e.g. representing a contrary opinion), in which it is assumed that a high level of optimism also indicates a high level of investment by investors in the market and thus a certain saturation of buying interest. Accordingly, a high level of fear and pessimism is a positive omen for the markets.
Since sentix collects investor expectations on various markets and topics, a comparative analysis ( intermarket analysis ) is possible.
Media coverage
There are regular reports about sentix in the media, for example in the sentix market radar of the Handelsblatt , in the Börsen-Zeitung or in the German investor television .
Web links
Individual evidence
- ↑ Sentix: Behavioral Indices: A Behaviorally Oriented Development of the TA Tool-Kit ( Memento of the original from April 9, 2011 in the Internet Archive ) Info: The archive link was inserted automatically and has not yet been checked. Please check the original and archive link according to the instructions and then remove this notice. . IFTA Journal 2008, accessed from www.ifta.org on November 29, 2010.
- ↑ Sample survey
- ↑ sentix - data and facts . sentix website. Retrieved April 12, 2015
- ↑ In the mood ( Memento of the original from August 18, 2007 in the Internet Archive ) Info: The archive link was inserted automatically and has not yet been checked. Please check the original and archive link according to the instructions and then remove this notice. , Marco van Daele, Maastricht University, 2005
- ^ Institutional and Individual Sentiment: Smart Money and Noise Trader Risk . Maik Schmehling, May 2006
- ↑ Comparison of ZEW / sentix ( memento of the original from December 24, 2012 in the Internet Archive ) Info: The archive link was inserted automatically and has not yet been checked. Please check the original and archive link according to the instructions and then remove this notice. (PDF; 190 kB), Dr. Michael Schröder, ZEW, 2005
- ↑ In search of the earliest leading indicator ( memento of the original from October 18, 2011 in the Internet Archive ) Info: The archive link was inserted automatically and has not yet been checked. Please check the original and archive link according to the instructions and then remove this notice. , Study by Nord / LB, 2005
- ↑ Exchange: Early forecast ( memento of the original from December 16, 2005 in the Internet Archive ) Info: The archive link was automatically inserted and not yet checked. Please check the original and archive link according to the instructions and then remove this notice. , Die Zeit , June 30, 2005
- ↑ Website for the sentix EBI
- ↑ DAX analysis with the sentix indices ( Memento of the original from December 17, 2005 in the Internet Archive ) Info: The archive link was automatically inserted and not yet checked. Please check the original and archive link according to the instructions and then remove this notice. , Study by Nord / LB, 2005
- ↑ sentix market radar on handelsblatt.com
