I have one and this one pictured isn't mine,but I'm curious about these. Its supposed to have a white screw on plastic base this ones missing, mine is too,but you'd wind it up and it would rotate and play music. Its not my little pony,but its like my little pony. its not stamped with anything as far as I remember when I looked at mine. I"ve had mine since a child so I know it is 80's. I am gussing its just a copy cat of MLP.

My mom has tons of things like this since she collects (used to) unicorns. I think you may be right in that it's not anything "official" but is simply a precious musical statuette. I like this kind of thing, or at least I would have if I were a child.