Answered By: IESE Library
Last Updated: Aug 03, 2021     Views: 18

See FAQ: How to access Datastream?

Datastream provides access to ASSET4 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 (April 2020)

List of the 16 ESG Scores (from Datastream):

- How to access ASSET4 ESG via the Datastream Excel Add-in
1. Open Excel. Select Time Series Request under the Datastream add-in menu.
2. In the Time Series Request search window, select Find Series.
3. The Datastream Navigator window will open. Select e.g. Choose a single category > Equities

4. 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.  
5. In the results screen, check the box beside the companies you wish to select, then click the Use link.
6. You will be returned to the Time Series Request search window. Notice that the mnemonic codes for the companies you selected now appear.  Now, select Datatypes.
7. The Datatype Search window will appear. Select Data Category= Equities. Select Explore and then select Key Datatypes and choose ESG – ASSET4 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.
8. You will be returned to the Time Series Request 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 Submit 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. Not all companies are included in ASSET4 ESG.

- Search example: Find companies with ESG Data.

If you want to localize the companies with ESG data, use the constituent lists in from Datastream. 
Type Asset4 on the Search box and you will see the entire constituent list with Asset4 ESG Data available.

You can add keywords to your Asset4 search in order to locate a specific constituent list. For example if you type “Asset4 Spain”, “Asset4 chemicals” or “asset4 active” in the search box, you will be able to locate the following constituent lists and their mnemonics codes

LA4CTYES gives the constituents of companies from Spain with Asset4 ESG data; 
LA4GLACT gives all the active companies with ESG data;
LA43GLC3 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.  

- Support resources: From top menu bar, select Help menu item.

Also, Refinitiv offers a series of Datasteam training videos. 

You can access the Help/Training Menu under the EIKON Menu

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