The volatility of Australian companies' stock prices in 2020, caused by China's trade restrictions, poses a significant challenge for predicting financial gain or loss. This research contributes to future scholarship in predicting stock prices under specific circumstances or during special time periods. The study proposes a novel approach to stock price prediction, incorporating news sentiment analysis into a deep learning model. The research collected news items potentially affecting the stock price, incorporating them into an analysis model to generate a new feature for the Long Short-Term Memory (LSTM) model. The LSTM model used in this study was bidirectional, with two sets of gates per layer, and a three-layer model with different units. Each layer employed a dropout layer and a dense layer in the final stage. The study also utilized the feature engineering of lookback, selecting a window of time in the past to predict the next day's stock prices. Following multiple hyperparameter tunings and feature engineering adjustments, the results and graphs demonstrate a successful prediction for all three of the chosen companies, even during an unstable stock market. The overall trend lines achieve optimal predictions for the stock prices, illustrating both upward and downward trends.