Algorithms for Sentiment Analysis on Entity
A roll-your-own solution using Mathematica is described at https://pdfs.semanticscholar.org/0245/c38fd1f3c7859c5e22382426178090faa395.pdf 

I've not found such capability built into Mathematica's core, although that research paper is from 2013.

IBM Cloud's Text Analysis API also includes this capability: https://console.bluemix.net/apidocs/natural-language-understanding#entities

See also the responses to sentiment analysis for multiple entry in one text

There may be others...