Sentiment_Analysis
Description
The data presented contains the process from the capture of financial data, sustainability, and sentiment indicators, to the conversion into the scales and indices used for modeling with Partial Least Structural Equation Modeling.
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Steps to reproduce
The financial data presented was extracted from the public financial statements at the Superintendence of the Securities Market of Peru. With these data, financial indicators were calculated, from which an index of variation for the current year compared to the previous year was constructed. The sustainability information was extracted from the indicators presented by the companies to the Superintendence of the Securities Market of Peru. With these, an index of variation for the current year compared to the previous year was constructed. Both types of indexes were converted to five-point scales to facilitate their handling in the structural model. From the annual reports published in the Superintendence of the Securities Market of Peru, the textual information related to the sustainability report of the companies was extracted, which was introduced into the artificial intelligence software MeaningCloud for sentiment analysis. Three of the indicators provided by the software were selected, with which a sentiment index was calculated and incorporated, along with the financial and sustainability information, into the structural equation model.