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ESG data (Environmental, Social, Governance)

Guide to databases with ESG data

Databases with ESG data - available via CBS Library

Datastream

Refinitiv ESG scores enhance and replace the former ASSET4 ESG ratings and reflect a new strategic ESG framework.

Content
  • provides ESG data on more than 12,000 companies, both active and inactive, spanning 22 global and regional indices, with insight on 1.8 million Officers and Directors
  • ESG data covers 80% of global market cap across 76 countries
  • more than 450 ESG data points and 100 ESG analytics going back to 2002
  • Over 18 years of history provided for Officers and Directors content covering the public as well as private companies
  • Measure a country's relative performance across each of the UN Sustainable Development Goals and sub-metrics

Get  an overview of the content from LSEG's website


Datatypes

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 were 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 into 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.
 

 

Which companies have ESG Data?

If you want to find the companies with ESG data, use the constituent lists from Datastream. It is included in the Excel file.

  • For example, LA4CTYDK gives the constituents of companies from Denmark with Asset4 ESG data; 
    LA4GL* gives all the active companies with ESG data
  • LA43* gives all the constituents within the various industries; e.g. LA43GLC3 gives the constituents of companies in the chemicals industry.
  • E.g. search for LA4CT* In Find Series and get an overview of the constituent lists within ESG
     

 

How to find 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 ESG Data in Datastream by using Datastream Sample Sheets:

  1. Open Datastream in Excel the usual way. 
  2. Click on the Datastream ribbon tab
  3. Go to the Utilities group
  4. 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:

 

 

Workspace

Workspace 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 is gathered by analysts at Refinitiv and made available for publicly listed companies:

Content: 
  • provides ESG data on more than 12,000 companies, both active and inactive, spanning 22 global and regional indices, with insight on 1.8 million Officers and Directors
  • ESG data covers 80% of global market cap across 76 countries
  • more than 450 ESG data points and 100 ESG analytics with some data going back to 2002
  • Over 18 years of history provided for Officers and Directors content covering the public as well as private companies
  • Measure a country's relative performance across each of the UN Sustainable Development Goals and sub-metrics

For an overview of the content look here


How to find ESG Data

ESG overview APP gives a wealth of information including downloadable fact sheets and links to other useful ESG Apps.

Search hint: 

Search for ESG in the search box and choose the Environmental, Social and Governance App.
 



 

 

 

 

 

 

 

 

 

 

 

 

 

 

ESG on a single company

For a detailed analysis of ESG Data at a single company level, use the ESG tab on the company page:

  • Hover over a measure to see a chart
  • Click on the blue measure to get more information and a link to the source
  • Switch between Standardized or Reported data
  • Export data to Excel or a PDF





 

Screener and templates

Use the Screener combined with the Data Item Library to identify companies based on specific ESG data variables 

  1. Click Screener
  2. Add Filter
  3. Choose from the Data Item Library 

or

  1. Load up sample ESG Screens from the drop-down option after "Unsaved Screens" at the top left corner of the screen
  2. Select "View and Manage all Screens
 
Eikon Excel add-in: access to e.g. the Screener and Templates


Support and help

Bloomberg

Bloomberg is a global financial markets database providing news, analytics, and real-time pricing for over 5 million securities world-wide plus extensive historical pricing and stock charts.

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.

 

 

Morningstar Direct

Morningstar Direct contains ESG Scores of mutual funds, among other things.

 

Help and support

Inside Morningstar, you can access training videos. 

  1. Go to “learning centre”
  2. “Online training” and “new users”. 

MSCI ESG DIRECT

MSCI ESG Direct measures the social, environmental, and governance performance of nearly 9,000 corporations, 8,000 with current ESG scores and reports.

Contents
  • Current ESG score for 8,000 companies
  • Background reports on companies; Issuer Summary, ESG Ratings Tearsheet (summary), ESG Ratings Report (full report), Industry Report
  • Thematic reports on trends and current issues in ESG
  • Limit the search by Country, Industry, and ESG rating. Or to a company.

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.

  1. The Companies tab is where you find companies in the MSCI ESG Research coverage universe and the research content published for these companies. On this page you are able to download company reports, export data to MS EXCEL, search for companies with specific ESG Ratings, or search for companies in specific countries or industries.
     
  2. The  Publications page is where reports and publications are located and available for download. For a full list of industries please visit the IVA Industries List page.
 
Overview of the Companies tab

 

  1. Company Search Box:
    Type a company name or a portion of the name (e.g. appl) and click search to return a list of results.
     
  2. Company Filters: 
    Select a combination of factors to filter the list of companies.
     
  3. Export:
    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. You can also filter data in this section using the options in column headers by hovering over the column name, selecting the arrow, and choosing the values to filter data on.
     

 


MSCI is a leading authority on socially conscious investment research.

It 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.

  • MSCI ESG KLD Stats:  Provides historical ratings data for over 3,000 public companies. KLD created the Domini 400 SocialSM Index (DS 400 Index), a socially screened, capitalization-weighted index of 400 common stocks. The DS 400 is recognized as the first social investment benchmark. As well, KLD provides social ratings for all companies in the DS400.
  • MSCI GMI Ratings
  • MSCI Ratings: MSCI provides proprietary ESG ratings of companies assessing relative performance. Free extracts of individual company profiles are available from MSCI.

Preqin   

Note! ESG Data is not part of the CBS Library subscription. The CBS Library subscription includes access to the Private Equity module.

Prequin contains comprehensive global research on the investment industry and covers institutional investors, fund performance, fundraising, deals, fund managers, and fund terms, for all fund types.

ESG Indicators: Preqin’s quantitative scoring for a fund is based on the industry and parent company headquarters of its underlying assets.

ESG and Alternative Assets

 

BoardEx

BoardEx contains information about public company board members, directors and senior management for companies worldwide.

BoardEx (North America, Europe, United Kingdom and Rest of the World) consists of compensation, employment, and relationship data on publicly listed companies 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:

  • North America
  • Europe
  • United Kingdom
  • Rest of the World

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 with about 70% of them being publicly listed and 30% 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.

BoardEx is part of WRDS - Wharton Research Data Services.

Execucomp

Execucomp is part of S&P Global Market Intelligence.

Find top executives' salary, bonus, and stock option data.

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 and inactive. The universe of firms covers 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 for the entire S&P 1500 – it is mostly for the S&P 500.

Execucomp is part of WRDS - Wharton Research Data Services.

Factiva

In Factiva, you can find articles on ESG issues related to companies and business life.

  1. limit your search by choosing Environmental/Social/Governance in the subject section.
  2. By choosing ESG reports you limit your search to ESG reports from various companies

 

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