question

Upvotes
Accepted
t.jochem avatar image
1 ●0 ●1 ●1

What is the right command to retrieve ESG data for US listed companies over a timeseries period in months in the formula builder?

Hi there,


For a thesis I am currently looking for the right formula to determine ESG data (all three components and total component) by using time series over the past decades (determined in months) What would the right formula for this?

I did try: '=TR("SCREEN(U(IN(Equity(active,public,primary))/*UNV:Public*/), IN(TR.RegCountryCode,""US""), CURN=USD)","TR.CommonName;TR.HeadquartersCountry;TR.CompanyMarketCap;/*MultiOutp ut:Begin*/TR.EnvironmentPillarScore(SDate="&"0,EDate=-16,Period=FY0,Frq=FY).fperiod;TR.EnvironmentPillarScore(SDate=0,EDate=-16,Period=FY0,Frq=FY)/*MultiOutput*/;TR.SocialPillarScore(SDate=0,EDate=-16,Period=FY0,Frq=FY);TR.GovernancePillarScore(SDate=0,EDate=-16,Period=FY0,Frq=FY)","curn=USD RH"&"=In CH=Fd;CalcDate;rfperiod")', however, this formula only provides data for one time period (the most up-to-date period).

Thanks in advance!

eikoneikon-com-api
icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Jirapongse avatar image   Jirapongse

@t.jochem

Hi,

Thank you for your participation in the forum.

Is the reply below satisfactory in answering your question?

If yes please click the 'Accept' text next to the reply. This will guide all community members who have a similar question.

Otherwise please post again offering further insight into your question.

Thanks,

AHS

Jirapongse avatar image   Jirapongse

@t.jochem

Hi,

Please be informed that a reply has been verified as correct in answering the question, and marked as such.

Thanks,

AHS

1 Answer

· Write an Answer
Upvotes
Accepted
Alex Putkov.1 avatar image
39.4k ●77 ●11 ●27

I don't think I understand the issue. I just tried the function you provided on my end, and I do see the timeseries for the last 16 years for all 3 ESG pillar scores returned. I think this function is rather inefficient from data retrieval perspective, as it requests ESG scores for all currently active public US companies, most of which are outside of Refinitiv ESG universe. I would suggest to first screen for the ESG universe, i.e. screen for US public companies where TR.TRESGScore is more or equal zero, and then retrieve the timeseries of ESG pillar scores for the companies returned by the Screener. But, if you prefer to stick with all US public companies as the universe, I don't see the problem with your function. I don't reproduce it returning only one period.

icon clock
10 |1500

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.

Write an Answer

Hint: Notify or tag a user in this post by typing @username.

Up to 2 attachments (including images) can be used with a maximum of 512.0 KiB each and 1.0 MiB total.