Create Dataset of SMI constituents daily returns with E Pillar Score condition

kwikmar1

Hi Team and Users

I am trying to create a Dataset that lists SMI constituents (considering leavers and joiners) daily returns under the condition that they have an Environmental Pillar Score greater than 80. This for the Time period from Januar 2009 until March 2022. Meaning if for example Nestlé S.A. (NESN.SW) has an Environmental Pillar Score >= 80 for the year 2012, i get the daily returns for 2012. If their E Pillar Score is <= 80 for 2013, it skips and only gets the daily returns once their E Score is again >= 80.

Otherwise, if this is to difficult to create, I am also looking to creat this Data set but with the condition that the Environmental Pillar Score has to be >=80 for the whole Time period. In addition, it also could include the whole Swiss company universe and not just SMI constituents, if it is easier to create this dataset.

I searched the forum and tried to combine different code, but unfortunately, as python/coding is not my strong suit I was unsuccessful. Thefore, I was hoping someone could help me out with my request.

Many thanks for your help in advance! It is very much appreciated.

Cheers,

Marc

raksina.samasiri

Hi @kwikmar1 ,

To filter the whole Swiss company universe with the Environmental Pillar Score (of the last fiscal year) >=80 Find Your Right Companies with SCREENER | Eikon Data APIs(Python)

Here's an example of filters applied

However, this is only filtered for the score of the last fiscal year only, not the whole time period.

I've been working for other solutions to your question, I will keep you updated