Datastream
Refinitiv ESG scores are an enhancement and replacement for the former ASSET4 ESG ratings and reflect a new strategic ESG framework.
Content:
Datatypes - ESG
More than 450 datatypes / data points are available under the following categories:
| Corporate Governance | Social | Environmental |
| Management | Workforce | Resource use |
| Shareholders | Human rights | Emissions |
| CSR strategy | Community | (Product) Innovation |
| Product responsibility |
ESG Scores
In 2019 new Thomson Reuters ESG Scores have been added to Datastream. The ESG Scores are calculated and available for all companies and fiscal periods.
ESG scores provide a rounded and comprehensive scoring of a company’s ESG performance, based on the reported information pertaining to the ESG pillars, with the ESG controversies overlay captured from global media sources. The main objective of this score is to discount the ESG performance score based on negative media stories.
For more information look in to Environmental, Social and Governance (ESG) Scores from Refinitiv (April 2020)
List of the 16 ESG Scores (from Datastream):
How to find the ESG Data in Datastream:
From within Datastream Excel add-in, ESG is included as a Datatype option under the Equities category.
How do you find out which companies have ESG Data:
If you want to localize the companies with ESG data, use the constituent lists from Datastream (this list is included in the Excel-file)
How to find the ESG Data in Datastream by using Eikon templates:
Open Datastream in Excel the usual way. Click on the Datastream ribbon tab, go to the Utilities group and click Templates.
You now have access to the Eikon Template Library: Choose Categories > Env & Social Governance. Now you choose among 7 ESG Templates.
ESG Custom Scoring Template includes also an industry analysis
How to find the ESG Data in Datastream by using Datastream Sample Sheets:
Open Datastream in Excel the usual way. Click on the Datastream ribbon tab, go to the Utilities group and click Templates and then open Sample Sheets.
Then you get access to Datastream for Office Tearsheets. In this example the button ESG ASSET4 - Sector Industry Analysis is ticked:
Eikon
is a financial economic data source and analysis tool. It consists of company and market related data. You can use it to find information on markets, stocks and stock indices, historical financial data, companies, economic information and more.
ESG Data:
ESG data is gathered by analysts at Refinitiv and made available for publicly listed companies:
Content:
How to find ESG Data:
SUPPORT AND HELP:
A global financial markets database providing news, analytics, real time pricing for over 5 million securities world-wide plus extensive historical pricing and stock charts.
ESG Data:
ESG — environmental, social and governance — refers to the three key factors in evaluating the sustainability and associated potential financial performance of a company.
Content: Bloomberg covers more than 11,000 companies in 102 countries with ESG data and more than 7,500 companies with executive compensation data in 65 countries. ESG data is fully integrated with all of Bloomberg’s data analysis, such as the Equity Screener (EQS), Portfolio Analytics (PORT), Relative Value (RV) and Excel-based analytical models, including ESG Scorecard and Carbon Risk Valuation Tool.
Coverage: ESG data with 10+ years of history
ESG Data:
contains among other things ESG Scores of mutual funds
HELP AND SUPPORT:
For documentation on how to use the available ESG data,
https://advisor.morningstar.com/AWSOE/Training/MRCloud/LeveragingSustainability.pdf
Also there are some training videos available on how to use Morningstar:
Go to “learning centre”, “Online training” and “new users”.
MSCI ESG Direct measures the social, environmental, and governance performance of nearly 9,000 corporations, 8,000 of those with current ESG score and reports.
Key takeaways:
All company, industry and thematic reports can be accessed in PDF format and/or through a data screener, which allows for export to Excel, TAB, or CSV files
How to use MSCI ESG Direct:
ESG Direct is organized in two main tabs: Companies and Publications.
Overview of Companies page
1. Company Search Box:
Simply type in a company name or a portion of the name (e.g. appl) and click search to return a matching list of results on
the screen.
2. Company Filters:
Select a combination of factors to filter the list of companies on the screen to those that match.
3. Export Factors
To export the results on the screen to MS EXCEL, .CSV, or TAB formats.
If you wish to export the results, click on any of the buttons under Export Factors to open the Export Menu. Results can
be exported in EXCEL, CSV, or TAB formats. The Data Dictionary export includes the definition of all factors/columns
included in the data file. Exported Results contain more granular data and scores.
4. Company Results
The Companies results section displays companies based on Search or Company Filter settings. Users can also
filter data in this section using the options in column headers; simply hover over the column name, select the arrow,
and choose the values to filter data on.
More info on MSCI:
Leading authority on socially conscious investment research. Includes company rankings on investment involving social issues regarding the environment, gay and lesbian policies, community, charitable giving, corporate governance, diversity, employee relations, human rights issues in specific nations, products, alcohol, firearms, gambling, military involvement, and tobacco. Coverage is from 1991 and forward.
Preqin (Note! ESG Data is not part of the CBS Library subcription)
contains comprehensive global research on the investment industry. The CBS Library subscription includes access to the Private Equity module.
Preqin's suite of private equity tools and services provide a comprehensive view of the private equity industry.
Preqin covers institutional investors, fund performance, fundraising, deals, fund managers, and fund terms, for all fund types.
ESG Data:
ESG refers to the environmental, social and governance factors of an investment that may have a material impact on the performance of that investment. The integration of ESG considerations is used to enhance traditional financial analysis by identifying potential risks and opportunities beyond technical valuations.
ESG Indicators: Preqin’s quantitative scoring for a fund based on the industry and parent company headquarters of its underlying assets.
For more information on ESG data and the methodology look here: "Preqin ESG Indicators: A Common Language of Responsible Investing for Private Capital Markets" and "The Rise of ESG in Alternative Assets"
BoardEx: (access via WRDS)
contains information about public company board members, directors and senior management for companies world wide.
BoardEx (North America, Europe, United Kingdom and Rest of the World) consists of compensation, employment, and relationship data on publicly listed company and notable private company boards, board directors and senior managers - from companies around the globe.
BoardEx provides data on e.g. age, gender, educational background, prior employment and the networks of the individuals.
BoardEx is divided into four regions:
BoardEx datasets in WRDS are available as Individual level datasets, e.g. Individual Profile and Compensation Analysis data and as Company level datasets e.g. Company Organization Summary and Company Profile.
Coverage
BoardEx contains details on over 20,000 companies across the world with about 70% of them being publicly listed and 30% of them being private companies.
In total, BoardEx has profiles on over 750,000 individuals and information on over 1 million non-profiled organizations
The database is updated daily and contains information from 1999 - present.
Execucomp (part of S&P Global Market Intelligence)
Top executives' salary, bonus, and stock option data is available. The database also has company-specific financial statement information to supplement the compensation data.
Coverage is from 1992 and forward. The database contains over 3.400 companies, both active an inactive. The universe of firms cover the S&P 1500 plus companies that were once part of the 1500 plus companies removed from the index that are still trading, and some client requests. Data collection on the S&P 1500 began in 1994. However, there is data back to 1992 but it is not the entire S&P 1500 – it is mostly for the S&P 500.
Access: vis WRDS - Wharton Research Data Services
In Factiva you can find articles on ESG issues related to companies and the business life.
You can limit your search by choosing Environmental/Social/Governance in the Subject section.
By choosing ESG reports you limit your search to ESG reports from various companies
A brief overview of databases with ESG data that are not available via the CBS Library:
RepRisk: 2007+. Data on public companies, from all countries and sectors. Project-level data including mines, pipelines, factories, etc. Unique perspective on company performance and risk exposure – based on media, stakeholders, and 3rd party sources in 23 languages for environmental, social, and governance issues. Environmental issues include global pollution (including climate change and GHG emissions), impacts on ecosystems/landscapes, local pollution, overuse and wasting of resources, products (health and environmental issues), and waste issues. Labor issues include child labor, discrimination in employment, executive compensation issues, forced labor, freedom of association and collective bargaining, and poor employment conditions. Other social issues include animal mistreatment, controversial products and services, human rights abuses and corporate complicity, impacts on communities, local participation issues, social discrimination, violation of international standards, and violation of national standards. Governance issues anti-competitive practices, corruption, bribery, extortion and money laundering, fraud, misleading communication, and tax evasion
The RepRisk Index (RRI) dynamically captures and quantifies reputational risk exposure related to ESG Issues. The RepRisk Rating (RRR), a letter rating (AAA to D), facilitates benchmarking and integration of ESG and business conduct risks.
(Note! available via WRDS - but no CBS Library access).
Sustainalytics: (now owned by Morningstar)
covers ESG data on more than 20,000 companies across 138 sub-industries and from 172 countries.
Data coverage: access to more than 30 years of data
Company ESG Risk Ratings: access to parts of the content regarding company ESG ratings.
Sustainalytics is now owned by Morningstar and some of the Sustainalytics ESG data is available via our Morningstar access.
(Note! available via WRDS - but no CBS Library access).
Covering more than 7000 companies.
ISS provides data on:
Directors: range of variables related to individual board directors (e.g., name, age, tenure, gender, committee memberships, primary employer and title, compensation etc. from 1996 and forward.
Governance: information on takeover defense and other corporate governance provisions. Coverage is from 1990 and forward
Environmental:
(Note! available via WRDS - but no CBS Library access).
SASB Navigator (Sustainability Accounting Standards Board):
Content: SASB provides ESG data for more than 75 industries and 4,000 companies. And data on more than 400 sustainability topics.