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ESG Data Overview

The document summarizes sources of ESG data available to University of Zurich students and employees. It provides information on accessing ESG metrics and scores from Bloomberg, Refinitiv Eikon, and MSCI KLD databases. Bloomberg offers proprietary ESG data for over 11,500 companies globally available through two on-site terminals. Refinitiv Eikon provides ESG scores for around 9,000 firms accessible via computers on-site. MSCI KLD stats cover 650-2,600 US firms from 1991-2015 available through a confidential shared drive.

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20 views

ESG Data Overview

The document summarizes sources of ESG data available to University of Zurich students and employees. It provides information on accessing ESG metrics and scores from Bloomberg, Refinitiv Eikon, and MSCI KLD databases. Bloomberg offers proprietary ESG data for over 11,500 companies globally available through two on-site terminals. Refinitiv Eikon provides ESG scores for around 9,000 firms accessible via computers on-site. MSCI KLD stats cover 650-2,600 US firms from 1991-2015 available through a confidential shared drive.

Uploaded by

A
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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ESG Data: Access for Students and Employees at the

University of Zurich (as of August 2021)

Bloomberg ESG Data and Sustainalytics


Bloomberg mainly provides Bloomberg’s proprietary ESG Data and Sus-
tainalytics ESG Data:
Bloomberg’s proprietary ESG Data:
• Bloomberg offers ESG metrics (e.g. on Energy Management, Carbon
emissions, Health & Safety, Diversity, etc.) and ESG Disclosure scores
(please note that they do not provide ESG scores in the “common sense”)
• Bloomberg ESG Data covers more than 11’500 companies from over 80
Data countries and data coverage goes back to 2006
Coverage Sustainalytics:
• Sustainalytics ESG scores cover more than 12’000 firms globally and are
collected for more than 25 years

Please note: Other third-party ESG scores from MSCI, RobecoSAM, or ISS
are accessible on the Bloomberg Terminal.

• Access on two Bloomberg Terminals in the “Bibliothek für Betriebswirt-


schaft”
Access • Access is available for students and employees of the University of Zurich
only

Bloomberg Access:
1. Ask the person at the front desk of the “Bibliothek für Betriebswirtschaft”
to give you access to one of the Bloomberg Terminals
2. Log in with your account or create a new account (you need an own Bloom-
berg account) and open the Bloomberg program

Customized ESG Data for constituents of an index:


1. Search in the search field on the top for the index of interest
2. A menu screen pops up, click on “11) MEMB”
3. On top, you will see a list of templates. Click on “9) Custom”
4. Add the data points of interest (e.g. Sustainalytics Rank) by searching for
How to it in the yellow box (the one next to “Fields”). The data point is provided for
access each constituent for the most recent date. If you require data points for
other dates search for the data point again and select under “Period” the
desired date (for specific dates, click on “Customize Period”). If you require
the index composition at another point in time adjust the “As of” date
5. To export the template as a PDF or Excel click on “Export” in the red bar

Customized ESG Data for one company:


1. Search in the search field on the top for your company of interest
2. A menu screen pops up, click on “7) FA Financial Analysis”
3. On top, you will see a list of templates. Click on “9) Custom”. (Note: When
you click on “8) ESG” you find the proprietary Bloomberg ESG data for this
firm)

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4. Add the data points of interest (e.g. Sustainalytics Rank) by searching for
it in the yellow box on top of the table. The data points will be provided for
several periods.
5. To save the list of data points click on Save. To export the template as a
PDF or Excel click “97) Export” on the red bar

• Please note that there are numerous ways to obtain ESG data from the
Bloomberg Terminal including data retrieval through the Excel add-in or by
searching for “ESG”, “ISS Scores”, etc. in the Bloomberg search field. Fur-
ther useful information and functions to obtain ESG related information and
ESG data can be found here or in the internet in general (for useful
shortcuts see this link)
• Bloomberg also offers a help chat. The chat is activated by double clicking
on the help button (on the keyboard)

• Write BESG in the Bloomberg search field and press Enter to get more
information on ESG Data and Third Party ESG Scores. Also see this link
for information on MSCI ESG data on Bloomberg.
further • When using the Excel add-in please note that UZH has a monthly limit for
Information downloading data. Once the limit of a Bloomberg terminal is reached, no
more data can be downloaded for the rest of the month

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Refinitiv Eikon (former: Thomson Reuters)
Data Refinitiv offers ESG scores on a global basis of around 9000 firms with data
Coverage going back to 2002
• Access on Thomson Reuters computers in the “Bibliothek für Be-
triebswirtschaft”
Access
• Access is available for students and employees of the University of Zurich
only
Computer Access:
1. Ask the person at the front desk of the “Bibliothek für Betriebswirtschaft”
to log you in at one of the Thomson Reuters computers
2. When you open the Thomson Reuters program, the latest used workspace
appears

Data retrieval via Excel add-in:


1. Open Excel and go to the Refinitiv Eikon Datastream ribbon. (When the
functions in this ribbon are not active sign in by clicking on “Sign in” under
the Refinitiv Eikon ribbon.)
2. The easiest way is to make a static request. Click on static request and the
Static Request box opens.
3. Click on Find Series to search for equities or indices in the Datastream
Navigator and add them to your list of series. If you already have a list of
ISIN or RIC (=Datastream short names) codes in Excel, click on the Excel
icon next to the search field and select the respective cells.
Hint: To obtain ESG data on each constituent of an Index type a “L” in front
of the index series code (e.g. LSWSPIXD for the SPI instead of
SWSPIXD). If you want the data for the index constituents at another point
in time, type the number of the month and year at the end of the series
code (e.g. LSWSPIXD1219 for SPI constituents at 31.12.2019)
How to 4. Next, click on Datatypes, search for the desired data points (e.g. ESG
access Score), and tick the boxes next to the data that you want to download.
Then click on the Use button (at the top of the ticked boxes) and it will
return the code for the selected data points to the Static Request box.
5. Under “Date” you can specify the date if it is different from the latest value.
Note: If you can’t obtain ESG data on dates during the year try to obtain it
on 31 December (e.g. at 31.12.2019).
6. Finally, press Submit to download the data.

• There are other ways to retrieve ESG data. Some examples:


o Search for a single company in a new workspace and click on “ESG” in
the task bar.
o To compare ESG Data between peers click on “Peers & Valuation” in
the task bar below the company’s name and manually add the data
points of your interest. Additionally, it is possible to edit the list of peers.
o Usage of predefined templates in Excel: Click on Templates in the Re-
finitiv Eikon ribbon. On the appearing window, select the category “Env
& Social Governance”. There you find several ESG related templates
(e.g. “ESG – Company Data” or “ESG – Peer Comparison”). To adjust
the company/-ies and data points of interest, follow the guidance on the
sheet “Introduction” of the template.

further • Further Excel add-in instructions can be found here


Information • Tutorials regarding ESG data can be found here

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MSCI ESG KLD stats (former: KLD)
The KLD ESG stats cover until 2013 mainly US firms; coverage ranges from
Data 650 to 2600 firms (depending on the year) and is between 1991 and 2015
Coverage
• The KLD ESG stats can be accessed through a sharedrive provided by the
Department of Banking and Finance
• Access to the data can only be permitted for UZH students and employees
Access and must be obtained via a confidentiality agreement. Final access is
granted by the IT team. The process is outlined below.

1. To get access to the sharedrive carefully read through the MSCI Confiden-
tiality Agreement, fill in your name, date and sign it
2. Send the signed document to [email protected]
3. If you get the OK, attach the email and write to [email protected] who can give
you access to the sharedrive
4. To access the sharedrive connect with your VPN or with the WiFi of UZH
5. Enter the following link into your explorer:
for Windows: \\idnetapp-ibf.uzh.ch\g_ibf_data$\CommonShare\Research\
How to MSCI_ESG_KLD\reports
access for Mac: smb://idnetapp-ibf.uzh.ch/g_ibf_data$/CommonShare/Research/
MSCI_ESG_KLD/reports
6. The Excel files contain the same data as provided on WRDS. An overview
of the data, data point definitions and further information can be found in
the PDF file “MSCI ESG KLD STATS_1991-2015 Data Set_Methodology”

• People with a WRDS account can alternatively access the same data on
WRDS (see also next page)

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RepRisk (for WRDS account holders only!)
• RepRisk provides data and ratings mainly on ESG risk exposure
Data • RepRisk data covers over 79’000 public and private firms, on a global ba-
Coverage sis and goes back to 2007

IMPORTANT:
A personal Wharton Interface account can only be obtained by students writ-
ing a thesis or a paper with a UZH-professor as well as PhD students, senior
Access assistants, and professors (who are either matriculated or employed at the
University of Zurich)

Getting a WRDS Account:


1. Register for a new WRDS Account here
2. To get your account confirmed you will need to hand in a form to the WRDS
Representative ([email protected]) signed by the professor of your faculty.

Retrieval of RepRisk data:


1. Log in with your account and click on RepRisk under Subscriptions
2. Under Premium Package select the RepRisk data you want to obtain
3. Fill out the Query Form, which is quite intuitive:
a. Choose the date range (RepRisk offers monthly data)
How to b. Choose your firm(s) of interest: you can do this either by entering the
access RepRisk ID or ISIN, by choosing a saved code list, by uploading a .txt
file that contains the firm codes, or by obtaining data for the whole
RepRisk database
c. Choose your variables of interest
d. Finally, choose the format your query output
4. Submit your query and a new window pops up. As soon as the output file
is ready click on the link below “Output Files” to download the output file.
(Please note: If no pup-up window appears, click under your account in the
top right corner on “YOUR ACCOUNT INFO”. There you can access all
your queries.)

• For questions, please contact the WRDS Representative by email:


[email protected]
further • For more information about subscribed licenses and legal aspects,
Information which have to be met, see here

➢ For legal aspects, the use of databases, further Information and more accessible data-
bases provided by the Institute for Banking and Finance and the University of Zurich
please see: https://www.bf.uzh.ch/en/research/databases.html

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