Tracking ESG scores updates over time for backtesting purposes
Hello, I would like to download the time series of ESG scores, but reading your documentation about ESG data I discovered that once a ESG score is published for a given year it can be update later for the subsequent next 5 years, e.g. an ESG score for the 2022 year can be updated until 2027. Is there a way to track the updates of the ESG scores for a given year using the API? Can you provide a code example? Tracking updates is necessary in order to make sure the information is consistent over time for backtesting purposes.
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Hi,
The only way to backtest the ESG Score changes over time is to use the RDP ESG PIT bulk feed.
That's the only Refinitiv product the score PIT history is available in.
Kind regards
Anita
Hi,
The only way to backtest the ESG Score changes over time is to use the RDP ESG PIT bulk feed.
That's the only Refinitiv product the score PIT history is available in.
Kind regards
Anita
Hi @anita.varma, would you be able to share the formula to use in either Refinitiv Workspace or Eikon to generate ESG Score change over time?