ASSET4 ESG and Sustainability lists

Over the past 14-15 years companies have increasingly reported on Corporate Social Responsibility, Governance and (Environmental) Sustainability. The ASSET4 ESG database carries historical data going back to 2002 when it started gathering data on 1000 (mostly US and EU) companies. These days the number of companies in the database has increased to about 4500 companies.

In the same period two sustainability lists were started: the GRI list of companies using the GRI methodology, and the Global 100 list. I think most companies that currently report using the GRI methodology are covered by ASSET4 ESG. As a check you can use the GRI company list which lists companies (starting in 1999) that have reported according to the GRI guidelines. That list also states what GRI guideline level has been used. Unfortunately it is not possible to upload the GRI website list as it only has the names of the companies. That also makes it difficult to match ASSET4 ESG output with the GRI List.

You can use the variabel GRI Report Guidelines from the database to find out if a company publishes a CSR or Sustainability report in accordance with GRI guidelines for each year that ASSET4 ESG has data on the company. The output will say Yes if it does.
In all, ASSET4 ESG has three GRI related variables that you can download on companies included in the database:
1) GRI Report Guidelines – CGVSDP028
2) Score – Vision and Strategy/GRI Report – CGVSO06S
3) Value – Vision and Strategy/GRI Report – CGVSO06V

Here you see an example of this:

The Global 100 list was started in 2005 and the most current list has just been published on 2014. The list can be downloaded from the Global 100 website. The ASSET4 ESG does not have a specific Global 100 variable that identifies it as being covered. However, the Global 100 Excel list not only annually lists company names but it also has the ISIN codes of each company. That makes it easy to get data from the ASSET4 ESG database as you can upload a list of ISIN codes using the Datastream Excel Add-in option Create list (from range). 340 companies were included in the Global 100 over the period 2005 to 2014. For 330 companies it is at the moment possible to get data from the ASSET4 ESG database.

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Foreign Direct Investments in countries

One interesting subject for research is Foreign Direct Investment (FDI). In a nusthell this means investments made by a company based in one country, into one or more companies in another country. A more comprehensive and full description is available at Investopedia. There are many different sources out there if you need specific data on FDI. You can visit websites of national statistics bureaus or national banks and they usually offer up reports and data on the subject.

There are two sources that offer detailed data for many countries: Eurostat and OECD.Stats. The Eurostat website offers data for many EU countries and can be accessed free of charge. The part where FDI information is available on OECD.Stats requires a subscription by you or the organisation where you work!

On the Eurostat statistics website the FDI data can be found by navigating to the right place or doing a search. Navigate by clicking :
> Database by themes
> Economy and Finance
> Balance of Payments / International transactions (bop)
> European Union Direct Investments (bop_fdi).

The available data offers FDI breakdowns by main indicators, countries, partner countries & economic activity. See below for a screenshot.

When you choose a specific dataset you can further customize it with the options available: by time period, countries, etc. The data can be saved for a spreadsheet program like Excel:

The OECD.Stats website covers FDI data under the section-theme Globalisation. There are specific datasets on FDI flows (inward and outward): by  industry, by partner country, positions by industry, positions by partner country and BOP and IIP aggregates. When you have selected a dataset it is immediately presented on your screen. It is then possible to customize the dataset and then download the data for a spreadsheet program like Excel:

Both sources use raw data that was originally provided by the statistical bureaus of countries or central banks but has been adjusted afterwards to make the data comparable for the countries. The data from Eurostat comes directly from the National sources. The OECD.Stats data is provided by the OECD and IMF (who in turn probably have received the data from Eurostat or the national statistics sources). The information on the origin of the data is available at both websites.

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Asset4 ESG database

The database ASSET4 ESG provides environmental, social and governance (ESG) information based on 250+ key performance indicators (KPIs) and 750+ individual data points along with their original data sources. This makes it an excellent database for people looking to investigate sustainability and governance on a company level.
If available, the data(base) can be accessed through the Datastream software of Thomson Reuters. Searching for companies(/equities) and data types through Datastream works the same as any other database that can be searched with Datastream software.

There is some extra background information and help available through the Extranet option in Datastream. You can find the extranet option on the right side in the Datastream add-inn in Excel:

In the Extranet website you can find the section on Asset4 ESG on the left side under Products and Data:

In addition to background information and a Data Glossary the extranet also has two very nice Excel sample spreadsheets that you can download and use: the Company ESG Profile spreadsheet and the spreadsheet for Sector & Industry Benchmarking. These two sheets may allow you to do some comparison research quickly. Although very handy, they may not be specifically suited to your own research.

The Company ESG Profile Excel spreadsheet, for instance, allows you to get a quick idea of the companies in the database: a list of companies (with codes) is available in the first tab in Excel:

Using a code you will be able to do a search from the sheet and get many ESG variables for several years in one go for a single company:

The result will be presented in the subsequent tabs/sheets of the Excel spreadsheet file:

Please remember that the spreadsheets from the extranet were pre-built and may require a recent version of the Datastream software on your computer to work properly! Also, the first tab of the Company ESG Profile Excel spreadsheet has a list of companies in the Asset4 ESG database. This company list (with ISIN and Datastream codes) is very likely outdated. More companies have been added to the Asset4 ESG database since then. If you want to know which companies in a certain market (or from a specific exchange) are covered by Asset4 ESG, you can do a static search using the Data TypeASSET4 Company ID“. If a company does not have this ID in the output, it is not covered by this database:

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