Answered By: Lippincott Library
Last Updated: May 13, 2019     Views: 3161

There are several datasets available via WRDS which include ESG ratings.

  • MSCI - contains variables related to categories such as community, corporate governance, diversity, employee relations, environment and human rights. Choose MSCI as your dataset, then MSCI ESG KLD Stats.
  • Sustainalytics - rates the performance of companies on ESG factors across different sub-industries, as well as their involvement in controversies. Covers 4500 companies worldwide with historical coverage from 2009.
  • RepRisk - ESG and reputational risk data on more than 55,000 private and public companies from all countries and sectors with coverage from 2007.  Captures data from media, stakeholders, and other external sources 

Asset4 uses a four "pillar" approach: economic performance, environmental performance, social performance and corporate governance performance, and includes many variables under each of these categories. Data is available on DataStream (Lippincott Library, machine 7B).

Bloomberg, available in Lippincott Library and Huntsman Hall, collects data on specific companies and allows you to screen for companies meeting specific ESG criteria. To see all ESG factors regarding a specific company:

  • Type your company's ticker.
  • Then, hit the yellow EQUITY key.
  • Type FA ESG and hit the green <GO> key.

To screen for a list of companies:

  • Type EQS and hit the green <GO> key.
  • Click on the Fields button.
  • Then, expand the menu for Fundamentals, then Bloomberg Fundamentals, then ESG to see a list of available variables.

Bloomberg also has a number of analytical templates available by entering ESG and the green <GO> key.

For European companies, also take a look at FTSE4Good Index Series, designed to measure the performance of companies demonstrating strong ESG practices.