Hello,
I am trying to obtain a panel of all ESG scores for any company (public or private) in France. I create my universe using this command:
df = rd.get_data(["SCREEN(U(IN(Equity(active,public,private,primary))/*UNV:PublicPrivate*/), TR.HasESGCoverage==true, IN(TR.HeadquartersCountry,""France""), CURN=EUR)"],['TR.CommonName','TR.HasESGCoverage'])
I obtain 379 companies that have ESG coverage marked as true. However, when I try to get the panel of ESG score observations I find that some of these companies do not have any ESG score at any point in time. I ran the following command:
df_ESGobs = rd.get_data(fr_universe,['TR.TRESGCScore', 'TR.TRESGScore', 'TR.EnvironmentPillarScore', 'TR.TRESGScore.Date', 'TR.SocialPillarScore','TR.GovernancePillarScore'], {'SDate':'0','EDate':'-19','Period':'FY0','Frq':'FY'})
I also observe that the last observation obtained using this command is August 31st 2024. But when I ran the command without the {'SDate':'0','EDate':'-19','Period':'FY0','Frq':'FY'} part, and I include the variable indicating the last update TR.ESGPeriodLastUpdateDate, I see that most companies have scores updated later in 2024 or even 2025. Specifically, I ran this command
df_descr = rd.get_data(fr_universe,fields=['TR.TRESGScore(Period=FY0)','TR.TRESGCScore(Period=FY0)','TR.EnvironmentPillarScore(Period=FY0)','TR.SocialPillarScore(Period=FY0)','TR.GovernancePillarScore(Period=FY0)','TR.ESGPeriodLastUpdateDate(Period=FY0)'])
Why is this happening? How is it possible to obtain the panel of all ESG scores till the most recent ones?
Thank you in advance for any help!