Sentiment-Labeled ESG News and Stock Movement Data of IDX ESG Leaders (Q1 2025) Constituents

This dataset contains labeled ESG (Environmental, Social, and Governance) news headlines and corresponding stock price data for publicly listed companies included in the IDX ESG Leaders Index during the first quarter of 2025 (Q1 2025). It was developed to support research on the influence of ESG-related news sentiment on short-term stock price movements in the Indonesian capital market.
The dataset consists of 30 variables and includes:
Raw and translated news headlines related to ESG disclosures from multiple verified media outlets.Cleaned and preprocessed text versions in English, optimized for input into NLP models such as FinBERT.Manual sentiment labels (positive, negative, neutral) assigned to each news item, alongside model-generated sentiment probabilities and polarity scores.Stock price data of the related companies from 5 days before (D-5) to 5 days after (D+5) the news publication date.Calculated cumulative returns across multiple event windows, including [-5,0], [0,+1], [0,+5], and [-1,+1].This dataset is valuable for:
Event study analysis on ESG disclosure impacts,Sentiment analysis research in financial contexts,Training or evaluating NLP models in Bahasa Indonesia–English ESG financial domains.