FactSet - FactSet - FactSet Sustainable Investment Solutions
Data category
- Environmental data
- Governance data
- Rankings
- Ratings
- Research data
- Social data
The data offers solutions for:
- Climate scenario analysis
- Environmental impact analysis and insight
- Investment decisions and portfolio insight
- Norms-based screening
- Physical risk
- Reporting: CSRD
- Reporting: EU Regulations
- Reporting: ISSB standards
- Reporting: Other Regulations
- Reporting: SFDR
- Social impact analysis and insight
- Temperature alignment
Who are the data users?
- Financial institutions
- Government
- Investors
Brief description of the data offering
FactSet’s Sustainable Investment Solutions provide clients the ability to understand the sustainable characteristics of investments using flexible tools and delivery that suit their investment process. With multi-sourced scores, news, and events, clients get a 360-degree view of corporate performance, risks, opportunities, and behavior. This is achieved through combining leading data, artificial intelligence, and reporting tools, allowing clients to integrate sustainable principles across the portfolio lifecycle. As an example, FactSet offers differentiated data that tracks how companies are performing on sustainability issues according to external stakeholders using sentiment analysis via our Truvalue product.
Truvalue has utilized artificial intelligence and traditional machine learning techniques since 2010 to reveal timely and actionable data on issues such as bribery, fraud, litigation, data security, pollution, etc. TVL’s AI engine helps uncover hidden value and risk factors by analyzing unstructured data from over 250,000 verified sources daily. Data coverage spans over 120 countries, 38 languages, and more than 300,000 companies, of which, 200,000+ are private entities. FactSet uses the Sustainability Accounting Standards Board (SASB) standards as our foundation. The SASB framework emphasizes industry-specific standards and an investor-centric identification of material categories relevant to both public and private companies. This strategy assists clients in swiftly navigating financial risks associated with sustainability and pinpointing viable investment opportunities
- Truvalue Scores capture short-term, long-term & momentum of performance, from the external stakeholder “outside in” perspective. Scores are generated for 26 ESG categories, as defined by the Sustainability Accounting Standards Board, along with aggregated scores and a volume indicator. ESG Ranks are also available and provide expanded coverage for companies infrequently discussed by third-party media sources.
- Truvalue Spotlights provide key information for all major positive and negative events. Spotlights include bulleted summaries of the most impactful news articles, along with qualitative and quantitative information for each event.
As a complement, FactSet collects raw metrics (SASB, SFDR PAI, EUT, and GRI) from company reports and standardizes as-reported business segments, allowing clients to customize their analysis and understand granular business exposure. Our connected sustainability content and wide coverage enable clients to build seamless workflows from portfolio construction and analysis to risk and reporting using the most effective data, delivered on or off platform.
Within FactSet Workstation, clients can aggregate and view sustainable data on a portfolio, index, fund, or industry. Monitor constituents' thematic business exposure, recent news & events, and distribution by internal sentiment. Drill into the underlying holdings for expanded detail on contribution to aggregate characteristics.
Our most recent release is FactSet Carbon Diagnostics, powered by Emmi, which provides users with a comprehensive climate transition risk toolkit, providing actionable insights into their carbon exposure. Driven by machine learning models, Carbon Diagnostics calculates emissions data and translates emissions into financial implications for assets and portfolios, based on climate & pricing scenarios. Holdings-level data includes Scope 1, 2, and 3 emissions, climate risk metrics (temperature alignment, emissions reductions requirements, and potential carbon liability) across IPCC & NGFS scenarios, and carbon intensity data (EVIC and WACI).
Full Suite of Sustainable Investment Solutions:
Truvalue Scores & Spotlights - Detect major positive and negative events with scores and summaries of impactful news mapped to SASB’s 26 categories
ESG Thematic Involvement - Analyze company Revenue Exposure and Product Involvement in 130+ ESG Themes
SASB Analysis & AI-Detected Corporate Sustainability Discussion - Assess financial materiality using SASB Standards, AI-detected discussion, financial impact summaries & more.
Carbon Diagnostics, powered by Emmi - Data-driven approach to climate transition risk with financed emissions and scenario analysis
ESG Fundamentals - FactSet-collected as-reported ESG metrics, including SFDR Principal Adverse Impacts, policy flags, and reported emissions.
European ESG Template Data - Fund-level EET Characteristics like Article 6, 8 & 9 designations for sustainable alignment
GSS Bonds - Fixed Income Issues using proceeds for Green, Social, Sustainable, Transition, or Sustainability-linked endeavors
StreetAccount ESG News and Regulatory Primers - Expert-written macro & company ESG market intelligence, sourced from press releases, major news outlets, regulators & more
SDG Revenue & Product Alignment - Constructed from the Revere Hierarchy taxonomy and covering over 50,000 public companies, this solution is anchored in the respected UN Environment Programme Finance Initiative (UNEP FI) Sector Impact Map and Impact Radar. Enables clients to align company revenues and products with UN Sustainable Development Goals (SDGs), offering both quantitative and qualitative insights into sustainability profiles.
FactSet Supply Chain Relationships - exposes and classifies the business relationships and interconnections among global companies. Relationship information is sourced from trusted primary sources and reverse-linked to non-disclosing parties, creating a comprehensive and consistent relationship graph through time.
FactSet RBICS with Revenue - normalizes non-standardized business segment reports by mapping companies’ segment revenues to the granular sectors of FactSet Revere Business Industry Classification System (RBICS). This results in a quantified multi-sector participation tree for each company, enabling easy comparison, screening, and grouping across a universe of over 50,000 companies.
Where and how do you source your data?
FactSet processes a continuous stream of data relevant to monitored companies and sectors. We leverage our modern TVL AI Engine to mine news & media, collect a variety of company as-reported data (10k/Q, CSR Reports, Transcripts, etc.), and
For FactSet's Truvalue product, unique signals are interpreted from 250K+ sources around the web, ingesting ~40 million pieces of content monthly. Source types include industry-specific publications, news reports, government agency studies, trade blogs, and reports from watchdog groups and NGO organizations. Data volume and the representation of various stakeholders are key features of our platform and products. Reach out for a copy of our comprehensive Data Sourcing Methodology.
For our as-reported ESG Fundamentals content, FactSet sources this dataset directly from publicly available company disclosures and FactSet's industry-leading proprietary content sets.
Data sourcing will vary across products, and we encourage you to reach out to FactSet for more information and a deep dive into how we source, analyze, and enhance our data to best serve our customers.
What is the cost for your data offering?
Please contact FactSet for information on licensing our sustainable investment solutions.
Contacts
Karol Gawrych [[email protected]]
Anthony Fossati [[email protected]]
Mandy Chung [[email protected]]