Analyst Ratings

One of our most popular dataset is the sell side analyst ratings feed. This is a feed of recommendations / ratings issued by sell side analysts in prominent investment banks such as Goldman Sachs, J.P. Morgan, Wedbush, Needham and many more (~850 research firms)

The Analyst Ratings data is uploaded to Snowflake or FTP in hourly files, each hourly file contains the following fields:

• DetectionTimestamp – the timestamp on which the rating was analyzed by our engine.
• RatingDate – the date on which the rating was issued.
• FirmID – the ID of the firm for which the analyst works
• AnalystID – the ID of the individual analyst, or -1 if we do not know the specific analyst that issued the rating.
• Action – the action taken by the analyst, could be one of the following values:
o Initiated Coverage – analyst began covering the stock.
o Resumed Coverage – analyst resumed his coverage of this stock.
o Upgraded – analyst has upgraded his previous rating.
o Downgraded – analyst has downgraded his previous rating.
o Maintained – analyst maintained the same rating (typically with a price target change)
• Rating – the rating issued by the analyst, can have one of the following values:
o Buy
o Hold
o Sell
• PrevPriceTarget – the previous price targets the analyst had for this stock.
• NewPriceTarget – the current price targets the analyst forecasts.
• Ticker – the ticker symbol of the equity.
• ISIN, FIGI, GlobalFIGI, CompanyName – various identifiers of the security
• ISOMIC – The ISOMIC of the exchange in which the security is traded.
• PrimaryExchange – whether this is the primary market in which the stock is traded (1) or a secondary market (0).
• Country – the country in which the security is traded.
• RatingID – the internal identifier of this rating.
• ArticleID – the internal identifier of the article ID in which the rating was detected, or -1 if it was not detected on an article (e.g., a report sent directly to TipRanks by the analyst).
• SourceID – the identifier on the site on which the article was detected.
• DaysFromRatingDate – denotes the day difference between the RatingDate and the DetectionTimestamp. This enables skipping records where the delta is significant.

While we strive to have all the ratings on the day they were issued, there are many cases where we add ratings retrospectively. These cases can include:
• Articles published about historical ratings being analyzed by our system.
• Reports being sent to TipRanks with a delay.
• Adding a new source and back scanning previous ratings on this source.
The field DaysFromRatingDate enables skipping some ratings with very large delays for backtesting simulations.

我们最热门的数据集之一为卖方分析师评级数据源（sell side analyst ratings feed）。该数据源收录了高盛（Goldman Sachs）、摩根大通（J.P. Morgan）、韦德布什（Wedbush）、尼达姆（Needham）等全球知名投行的卖方分析师发布的投资建议与评级，覆盖约850家研究机构。

分析师评级数据以按小时生成的文件形式上传至Snowflake平台或文件传输协议（FTP）服务器，每份每小时文件包含如下字段：
• 检测时间戳（DetectionTimestamp）：本系统分析该评级的时间节点。
• 评级发布日期（RatingDate）：分析师正式发布该评级的日期。
• 机构ID（FirmID）：分析师所属研究机构的唯一标识。
• 分析师ID（AnalystID）：发布该评级的单个分析师的唯一标识，若无法确认具体分析师则取值为-1。
• 操作类型（Action）：分析师采取的操作，可选值如下：
o 启动覆盖（Initiated Coverage）：分析师首次覆盖该个股。
o 恢复覆盖（Resumed Coverage）：分析师恢复对该个股的覆盖跟踪。
o 上调评级（Upgraded）：分析师上调此前给出的个股评级。
o 下调评级（Downgraded）：分析师下调此前给出的个股评级。
o 维持评级（Maintained）：分析师维持原有评级（通常伴随目标价调整）。
• 评级等级（Rating）：分析师发布的正式评级，可选值包括：
o 买入（Buy）
o 持有（Hold）
o 卖出（Sell）
• 前期目标价（PrevPriceTarget）：分析师此前对该个股设定的目标价。
• 最新目标价（NewPriceTarget）：分析师本次给出的个股目标价预测。
• 个股交易代码（Ticker）：该证券的交易代码。
• ISIN、FIGI、GlobalFIGI、CompanyName：该证券的各类唯一标识。
• 交易所市场识别代码（ISOMIC）：该证券交易所在交易所的ISOMIC代码。
• 主交易市场标识（PrimaryExchange）：标记该市场是否为该个股的主交易市场，取值为1代表主市场，取值为0代表二级交易市场。
• 交易所在国（Country）：该证券的交易所在国家。
• 评级内部标识（RatingID）：该评级的内部唯一标识符。
• 报道内部标识（ArticleID）：该评级被检测到所在报道的内部ID，若未在公开报道中检测到该评级（例如分析师直接向TipRanks发送的报告）则取值为-1。
• 来源站点标识（SourceID）：该报道所在站点的唯一标识符。
• 评级发布至检测的天数差（DaysFromRatingDate）：表示评级发布日期与检测时间戳之间的天数间隔，可用于过滤天数差过大的记录以适配回测模拟场景。

尽管我们力求在评级发布当日完成收录，但仍存在诸多事后补录评级的场景，具体包括：
• 系统分析与历史评级相关的已发布报道。
• 分析师报告延迟提交至TipRanks。
• 新增数据源后回溯扫描该数据源的历史评级。

DaysFromRatingDate字段可用于过滤部分补录延迟过高的评级，以适配回测模拟需求。

搜集汇总

背景与挑战

背景概述

该数据集提供卖方分析师评级数据，涵盖高盛、摩根大通等约850家研究机构的分析师对股票发布的评级、价格目标及动作（如升级或降级）。数据以小时文件形式更新，包含评级日期、分析师信息、股票标识符等字段，并通过DaysFromRatingDate字段处理历史数据的延迟，以支持金融分析和回测模拟。