A second quarter of a study of 18 regular news broadcasts registered 1,116 Bitcoin (BTC) -stories and measured sentiment on 31% positive, 41% neutral and 28% negative, according to Bitcoin -analysis company perception.
The data reveals a considerable gap between financing-oriented media that extensively deal with the market and legacy publications that rarely tackle it.
Hurry
Perception had two Bitcoin articles in the Wall Street Journal, 11 in the Financial Times and 11 in the New York Times. These totals followed every financing -oriented title in the sample and even lagged behind general points of sale.
Audience that depends on these newspapers for market information received almost no information about an active that performed again about broad indexes in the quarter. The report referred to this mismatch as an “editorial blind-spot risk” because institutional investors can base their portfolio decisions on incomplete information.
High volume business channels provided the most constructive coverage. Forbes produced 194 Bitcoin stories with a positive-negative ratio of approximately 1.8: 1. At the same time, CNBC published 141 items on 2.5: 1; And Fortune served 117 pieces that leaned in a positive positive way.
These points of sale were aimed at adoptive statistics, listed funds (ETFs), treasury tutings and mining economy, which present Bitcoin as a viable macro assets instead of a novelty.
Negative framing clustered elsewhere. The independent ran 45 stories with a 2.3: 1 negative tilt, while Fox News and Barron’s smaller volumes delivered, but comparable skepticism, aimed at crime, cyber security infringements and price volatility.
Perception grouped coverage in three narrative blocks: enthusiastic adoption (Forbes, CNBC), deliberate minimalism (WSJ, FT, NYT) and persistent skepticism led by traditional points of sale for public interest.
Information axleymmetry
According to the report, the divergence is important because digital assets with large caps now act with liquidity that is comparable to some G-10 currencies, and the exchange rate list ETFs have released record volumes during the quarter.
Assets managers who only follow the low-volume publications can miss regulatory developments, fund current data and company treasure box that the high volume cohort documents in almost real-time documents.
The report concluded that the coverage split creates both risk and opportunities: risk for institutions that depend on subdivided channels and opportunities for readers that follow the market mechanics closely.
With sentiment and story, every quarter has quantifiable, portfolio teams can adjust media exposure at prize action Benchmarken and their sources of information accordingly.
