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!
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.