What data do you provide?
S&P DJI ESG Scores – which are governed by S&P DJI and calculated by SAM, a unit of RobecoSAM – provide a robust measure of company sustainability performance to help investors manage their exposure to material ESG issues. The data is available as a headline score, individual E, S & G dimensions, and up to a further possible 20 industry-specific criteria, for a fully transparent and flexible methodology to suit investor needs. The data has been carefully honed over two decades of investment decision-making by SAM to account for the most financially material and relevant ESG signals within specific industries, rather than simply a theoretical approach to ESG. Though most datasets reward companies that disclose sustainability issues - irrespective of how well a company manages them – S&P DJI ESG Scores critically account for both transparency and performance on these matters.
Where and how do you source your data?
Based on a methodology defined by S&P DJI, the scores are calculated by SAM using data gathered through its annual Corporate Sustainability Assessment, which is widely regarded as one of the most comprehensive surveys of corporate sustainability performance in the world. It focuses primarily on the most financially material ESG signals for determining the future viability of business models within specific industries, based on two decades of investment decision making by RobecoSAM. Where possible, the CSA relies on primary data provided directly by companies. For companies that do not respond, an expert team of analysts collects public information and fills out the CSA on their behalf produce a continuous dataset for reliable portfolio construction through a tried and tested framework. Company controversies are also incorporated in real time through ongoing monitoring of media and stakeholder analysis.
Who are the data users?
S&P DJI ESG Scores are used in the calculation of S&P ESG Indices, including the flagship S&P 500 ESG Index. The scores are also used by investors seeking to understand and manage their investment exposures to material ESG issues, and integrated through means such as best-in-class screens, integrated valuation analysis, portfolio tilts, impact reporting, and company engagement. The data is also used by several product providers for creating portfolio services, investment funds, and passive investment vehicles such as mutual funds or ETFs. Typical user personas include ESG investment teams and portfolio managers within asset management firms and asset owner institutions such as public pension funds, as well as by investment consultants, investment advisors, banks and insurers seeking to manage their ESG exposures.
What is the cost for your data offering?
S&P DJI ESG scores are available through the S&P SPICE platform and data feeds, for a number of regional and country-specific data packages grouped according to our headline ESG benchmarks. Pricing varies greatly by user persona, firm size, number of users, and use case (e.g. internal research versus external reporting and investment product creation). Please contact your S&P representative to enquire about our ESG data solution.