ESG Data Guide 2023

LSEG - LSEG Sustainable Finance and Investment Solutions

Data category

  • Environmental data
  • Governance data
  • Indices/Exchange data
  • Rankings
  • Ratings
  • Research data
  • Social data
  • ESG News and Controversies; UN SDG country data and scores; ESG News and controversies; Sovereign ESG and SDG data and scores; ESG and green bonds; Sustainable Finance League Tables; Green infrastructure projects; Green Crime

The data offers solutions for:

  • Carbon footprinting
  • Environmental impact analysis and insight
  • Investment decisions and portfolio insight
  • Nature-based information
  • Nature-based information: Biodiversity
  • Nature-based information: Land use
  • Nature-based information: Oceans
  • Nature-based information: Water
  • Norms-based screening
  • Reporting: CSRD
  • Reporting: Impact
  • Reporting: Other Regulations
  • Reporting: SFDR
  • Reporting: TCFD
  • Reporting: UN SDGs
  • Social impact analysis and insight

Who are the data users?

  • Corporates
  • Financial institutions
  • Government
  • Investors
  • Trustees
  • Asset Managers; Wealth managers and advisors; Investment banks; Research brokers; Academics; Consultants; Exchanges; Media companies

Brief description of the data offering

LSEG is dedicated to enabling our customers to create sustainable growth. We do this by fusing our expertise on sustainability and finance to provide critical market infrastructure, data and analysis. Our customers can access comprehensive cross-asset ESG data and analytics to inform their decision-making, manage risks, raise capital and navigate new sustainability regulations.

ESG data, scores and analytics

Our extensive suite of ESG data, scores and analytics allows you to get a fuller investment view:

  • Company reported ESG data helps you make sound, sustainable decisions. Our ESG data covers 85% of global market cap across 630+ metrics
  • Company ESG scores are designed to transparently and objectively measure a company’s relative ESG performance, commitment and effectiveness
  • Green Revenues data is designed to ensure broad global coverage and comprehensive classification of green activities
  • ESG Controversies provide access to relevant stories and offer sentiment indicators, keeping you up to date
  • ESG sentiment data, derived from sustainability-related news and social media, covers all major countries, commodities, currencies, cryptocurrencies, equity sectors and public and private companies

Commodities and energy

  • Industry-leading global pricing and fundamentals for oil, refined products, petrochemicals, transport, power, gas, LNG, coal, carbon, agriculture, metals and weather.

Funds data

  • Lipper Fund ESG data for independent overall fund-level scores helps investors describe investment funds’ sustainability credentials.

Macroeconomic data

  • Our comprehensive suite of macro ESG data provides a fuller picture and alternative research for your investment decisions.

Sovereign ESG scores

  • Beyond Ratings data offers our customers institutional-grade fixed income sustainable investment data.

Securitised products

  • The Yield Book ESG Framework for Securitised Products provides quantitative, collateral-based and thematic metrics on over 500,000 securitized product, to facilitate the identification of behaviours such as Responsible Lending and Responsible Servicing, Physical Climate Risk and Affordability.

 

Where and how do you source your data?

Beyond Ratings climate and ESG data relies on public sources. A limited number of indicators are developed from privately sourced data. Data behind our ESG-augmented credit assessment model, is sourced through academic literature before being tested in our econometric framework.

FTSE Russell's ESG Scores and data relies on publicly disclosed information, primary sources of data are company reports, and other company disclosures. However, we supplement this data with sources, such as governments and NGOs. This sourced data is cross-referenced with a rules-based methodology before companies have the opportunity to highlight additional public information for consideration consideration, finally a rules based transparent calculation methodology is used to determine ESG scores. The ESG data model is overseen by an independent external committee.

FTSE Russell's Green Revenues data relies upon publicly disclosed information, primary sources of data are company reports and other company disclosures. We also use data from sources such as governments and NGOs. We quantify known but undisclosed data gaps and employ a proprietary estimation process to leverage as much available information while filling these gaps.

All Refinitiv company ESG data measures are sourced from publicly available sources. We collect some data points from third party sources and NGO websites. ESG controversies are captured from hundreds of top editorial sources such as Reuters, Associated Press, Financial Times.

Powered by the market leading macro-economic time series database Datastream, Refinitiv ESG Country scores, mapped to the UN Sustainable Development Goals, uses data sourced from the World Bank and International Monetary Fund.

The Yield Book ESG Framework for Securitised Products dataset pulls on various databases, including collateral-level information as well as other external providers on geospatial climate risk, social-focused databases and population-focussed databases. The datasets are then combined and transformed into purely objective metrics using the latest techniques in data science and machine learning.

What is the cost for your data offering?

Please contact LSEG for information on licensing our sustainable investment data, indices and solutions.

What are the key attributes that differentiates the data you offer?

For over 20 years, LSEG has played a central role in shaping the worlds of finance and sustainability and providing access to comprehensive cross-asset data and analytics. Key data differentiators include:

  • Company ESG Data: Transparent and flexible data model, with a rigorous methodology aligned with the UN SDGs, provide robust company scores that pull on the most material ESG issues. 
  • Sovereign ESG Scores: Flexible data with a robust history of 20+ years allowing for back testing models, enhancing investment processes and measuring carbon footprints of sovereign portfolios.
  • Green Revenues data: Our model is applied to 18,000+ companies, nearly 99% of total global market capitalisation, and is used to define and measure the industrial transition to a Green Economy. With 10+ years of history, the data puts LSEG at the forefront of green economy data and continues to be highly impactful by aligning with regulation such as the EU Taxonomy and providing a methodology for the London Stock Exchange Green Economy Mark.
  • Securitised product data: We built the market’s first third-party framework & dataset for ESG in securitised assets. The purely quantitative approach is powered by innovative techniques in machine learning and data science, and enables both transparency and avoidance of subjectivity.

 

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Access comprehensive data and analytics from @LSEG to enhance transparency in your decision-making, manage risks, raise capital and navigate new regulations in #SustainableFinance and investment. Dig into the data sets. #SustainableGrowth https://lseg.group/3Cmz6ek

Contacts

claire.cheape@lseg.com