ESG data-Datastream

Answered By: IESE Library

Last Updated: Nov 30, 2021 Views: 2678

Datastream provides access to ESG company-level data on more than 9,000 public companies worldwide. For an overview of the content look here

Datatypes – ESG: More than 450 datatypes / data points are available under the following categories:

- 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. For more information look in to Environmental, Social and Governance (ESG) Scores from Refinitiv (February 2021)

How to access ESG data via the Datastream Excel Add-in:

Open Excel. Select Datastream Formula on the Refinitiv add-in menu

In the Formula Builder search window, select Find Series

The Datastream Navigator window will appear. Search in the search box or choose Advanced Search, then input your search criteria (such as the name of a company). You can also use the Refine Search Options.

In the results screen, check the box beside the companies you wish to select, then click the Use link.

You will be returned to the Formula Builder search window. Notice that the mnemonic codes for the companies you selected now appear. Now, select the Search Datatypes icon.

The Datatype Search window will appear. Select Data Category= Equities. Select Display Datatype Hierarchy and choose ESG from the menu at left. Then choose from the ESG categories (Corporate Governance, Social, Environmental, Economic etc.). Check the box beside the variables you wish to select, and then click the Use link.

You will be returned to the Formula Builder search window. Notice that the mnemonic codes for the variables you selected now appear. Select the dates and frequency of your data. Select Options for displaying your data. Then click the Insert button.

Your data will now appear in the Excel spreadsheet. Note that coverage varies depending on the companies and variables you have selected. Some variables are not available for all years for all companies.

- Search example: Find companies with ESG Data.

If you want to localize the companies with ESG data, use the constituent lists.
Select Find Series. The Datastream Navigator window will appear. Type ESG and use Keywords in the Search box in order to locate a specific constituent list.

For example if you type “ESG Spain”, in the search box, you will be able to locate the following constituent list and its mnemonics code: LA4CTYES (Refinitiv ESG Spain) gives the constituents of companies from Spain with ESG data;

Using other keywords like “active” or “chemicals” you will be able to locate:
LA4GLACT (Refinitiv ESG Active Universe List) gives all the active companies with ESG data
LA43GLC3 (Refinitiv ESG Global Chemicals) gives the constituents of companies in the chemicals industry.

Then, select Datatypes and choose the variables you wish. Select the dates and frequency and Submit.

In this example:
Find Series: LA4CTYES (Spanish listed companies with ESG data)
Datatypes: ENERDP018 (Emission Reduction Target Year); ENERDP091 (Environmental Expenditures)
Date: remember to define the date range and choose Yearly as Frequency.