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ESG (Environmental, Social, Governance) data: Databases with ESG data

Guide to databases where to find ESG data

Databases with ESG data - available via CBS Library

Datastream
provides access to ASSET4 ESG company-level data on more than 9,000 public companies worldwide.

Content:

  • provides ESG data on more than 9,000 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
  • for an overview of the content look here

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) 

  • 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 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 6 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 tools. It consists of company and market related data. You can use it to find information on markets, stocks and stock indices, historical financial data, company, economic information and more.

ESG Data:
ESG data is gathered by analysts at Refinitiv and made available for publicly listed companies:

Content: 

  • provides ESG data on more than 9,000 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
  • 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 useful ESG Apps



     
  • For detailed analysis of ESG Data at 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 as Reported data
    • export data to Excel or a PDF




       
  • Screener > Add Filter > using the Data Item Library 
    Use the Screener combined with Data Item Library to identify companies based on specific ESG data variables 
     
    or load up sample ESG Screens from the drop down option after "Unsaved Screens" at the top left corner of the screen and select "View and Manage all Screens"
     
  • Eikon Excel add-in: access to e.g. the Screener and templates


SUPPORT AND HELP:

BLOOMBERG
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

 

Morningstar Direct

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”. 

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.

  • Environmental Factors: Energy consumption, pollution, climate change, waste production, natural resource preservation and animal welfare.
  • Governance: Factors Human rights, child and forced labour, community engagement, health and safety, stakeholder relations and employee relations.
  • Social Factors: Quality of management, board independence, conflicts of interest, executive compensation, transparency and disclosure and stakeholder rights

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

ESG and Alternative 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"

 

 

ESG Databases - with no CBS access

A brief overview of databases with ESG data that are not accessible via the CBS Library:

BoardEx: contains information about public company board members, directors and senior management for companies world wide. (Note! available via WRDS - but no CBS Library access)


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 15 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  (Note! available via WRDS - but no CBS Library access).


Sustainalytics:
covers ESG data on more than 11,000 companies across 138 sub-industries.
Company ESG Risk Ratings: access to parts of the content regarding company ESG ratings (Note! available via WRDS - but no CBS Library access).


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 (Note! available via WRDS - but no CBS Library access)

  • 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; these ratings assess relative performance. Free extracts of individual company profiles are now available from MSCI.

ISS (formerly RiskMetrics):

Covering S&P 1500 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, etc. from 1996 and forward.  Governance: information on takeover defense and other corporate governance provisions. Coverage is from 1990 and forward (Note! available via WRDS - but no CBS Library access).


Execucomp
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 (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.


GMI Analyst
Providing access to "ESG ratings, research and real-time updates on about 6,000 companies worldwide based on 150 carefully selected risk factors, AGR® ratings, research and real-time updates on about 18,000 companies worldwide based on more than 50 discrete risk factors, Environmental performance data from Trucost., including Greenhouse Gases (GHGs), water, waste, pollutants and natural resource dependency, unique data on litigation and financial-distress risk, daily and weekly updates, quarterly ratings reviews and event-driven analysis, search functionality, screening and analytical tools, including WatchLists, Portfolio Analysis, Alerts, Industry Browser, and peer-group analysis"--Publisher information.