Where can I get the ISIN numbers from all stocks which have an ESG rating?

Mi.Fischer22

Hi,
I´m in searach for all stocks which got an ESG Rating from Refinitiv (or formerly Thomson Reuters/Asset4). Basically, I need the ISIN numbers of all of these stocks such that I can download both the respective ESG ratings and further data (like stock prices). Is there a way to get these ISIN numbers, for example via Datastream in the Eikon Excel add in?

Alex Putkov.1

Use the Screener in Eikon Excel, e.g.

=TR("SCREEN(U(IN(Equity(active,public,primary))/*UNV:Public*/), TR.TRESGScore(Period=FY0)>=0, CURN=USD)","TR.CommonName;TR.TRESGScore(Period=FY0);TR.ISIN","RH=In CH=Fd")

jonaslar88

I am currently searching for the same thing. Where do I insert the link to get the data in excel?

=TR("SCREEN(U(IN(Equity(active,public,primary))/*UNV:Public*/), TR.TRESGScore(Period=FY0)>=0, CURN=USD)","TR.CommonName;TR.TRESGScore(Period=FY0);TR.ISIN","RH=In CH=Fd")

umer.nalla

Hi @jonaslar88,

Do you have access to an Eikon installation?

If so, load 'Thomson Reuters Eikon - Microsoft Excel', make sure you are logged in/connected by selecting the Thomson Reuters tab

Once online, paste the above into a cell in your sheet. You should see a 'Retrieving...' message momentarily and then the data should appear across the 4 columns.

jonaslar88

I have access to an Eikon installation. Thanks for your help! Is there a way to change the expression to only include companies with ESG rating during a time periode? E.g all stocks which got an ESG Rating from 2010 - 2018

umer.nalla

https://community.developers.refinitiv.com/discussion/comment/54412#Comment_54412

Hi @jonaslar88

I am not an Eikon expert but had a play with the Eikon SCREENER app and came up with the two following possibilities - the first uses a series in the filter and the 2nd does not:

=TR("SCREEN(U(IN(Equity(active,public,primary))/*UNV:Public*/), ALL(ZAV(TR.TRESGScore(SDate=0,EDate=-7,Period=FY0,Frq=FY))>0), CURN=USD)","TR.CommonName;TR.TRESGScore(Period=FY0);TR.ISIN","curn=USD RH=In CH=Fd")

OR

=TR("SCREEN(U(IN(Equity(active,public,primary))/*UNV:Public*/), TR.TRESGScore(SDate=2010-01-01,Period=FY0)>0, CURN=USD)","TR.CommonName;TR.TRESGScore(Period=FY0);TR.ISIN","curn=USD RH=In CH=Fd")

Do either of the above meet your requirement?

If not, I recommend you have a play with the SCREENER app yourself in Eikon - see this article for brief intro.

Failing that I would recommend you contact the helpdesk and raise an Eikon ticket to get further assistance.

umer.nalla

https://community.developers.refinitiv.com/discussion/comment/54447#Comment_54447

I found some more SCREENER training videos which you may find useful.

umer.nalla

https://community.developers.refinitiv.com/discussion/comment/54447#Comment_54447

Hi @jonaslar88

Another expression - this time returning scores for all eight years

=TR("SCREEN(U(IN(Equity(active,public,primary))/*UNV:Public*/), ALL(ZAV(TR.TRESGScore(SDate=0,EDate=-7,Period=FY0,Frq=FY))>0), CURN=USD)","TR.CommonName;TR.TRESGScore(SDate=0,EDate=-7,Period=FY0,Frq=FY);TR.ISIN","curn=USD RH=In CH=Fd;CalcDa"&"te;rfperiod")

jonaslar88

https://community.developers.refinitiv.com/discussion/comment/54448#Comment_54448

This was really helpful! Thanks a lot!