Knowledge Base
Refinitiv ESG is a dataset (formerly known as Asset 4) that covers hundreds of ESG related variables and also provides ESG scores. It covers public companies worldwide, with some data going back to 2002.
Download Options
There are multiple ways you can download Refinitiv ESG data.
Refinitiv ESG Data Download Options Comparison Chart
| LSEG Workspace Screener App | LSEG Workspace Excel Add-In | Datastream Formula Builder | |
|---|---|---|---|
| Access | With a LSEG Workspace account, use your own browser. | With a LSEG Workspace account, use a computer with the LSEG Workspace Excel Add-in. | With a LSEG Workspace account, use a computer with the LSEG Workspace Excel Add-in, and Ask Us to add Datastream access to your account. |
| Coverage Notes* | All Refinitiv ESG data, including source details + grades. | All Refinitiv ESG data, including source details + grades. | Doesn't include source details or grades. Includes all other Refinitiv ESG data. |
| Data Extract Limits | <5,000 companies | <7,500 identifiers | The effective limit is 4,020 when using the ESG Constituent Lists. If you have a list of identifiers, you can get get more depending on the number of observations, but may be slow to retrieve. |
| Instructions | Screener App instructions. | LSEG Workspace Excel Add-In instructions. | Datastream Formula Builder instructions. |
| Constituent Lists | Annually saved lists by region. See more below. | Annually saved lists by region. See more below. | Up-to-date lists by region, country, or industry. See more below. |
*Source details will include details about where specific data points were taken from, such as the title and URL of the report the data was initially included in. The ESG Grades are letter grades (A, C) based on the ESG Scores.
Refinitiv ESG Constituent Lists
If you want to download ESG data for all companies included in the Refinitiv ESG universe, you need to use the constituent lists provided in Datastream. Each year in October we will save copies of those lists and make them available for Stanford users.
The lists we have saved are organized by region (e.g. North America, Asia Pacific). If you use Datastream, you can also get lists by country and industry. These lists only include companies that are part of Refinitiv's ESG coverage when they were created, which is almost entirely public companies. For companies that used to be public but are not anymore (e.g. Whole Foods), the ESG data is retained but they are moved to an "Inactive" constituent list (unfortunately Refinitiv only provides one 'Inactive' list, not broken out by region/country/industry). If you are getting historic data, you'll want to include the Inactive list.
Get Up-to-Date Lists in Datastream
- Follow instructions for using the Datastream Formula builder. For Step 2, do the following instead:
- Click the Find Series
icon to the right of the Series/Lists text box. The Datastream Navigator will open in a new window. - At the top of the left column, next to Refine Search click Clear All.
- Under Categories, click Constituent Lists.
- Note: just because you see constituent lists, that doesn't mean they are part of our subscription (most third-party lists are not included).
- In the search box, enter Refinitiv ESG and press Search.
- Click on the name of a list to view more information at the bottom of the pop-up box and click Add members to My Selections.
- Note: if you click on the hyperlinked Symbol it adds the aggregated index to your formula, not the constituents.
- You can continue to do this for additional lists, but you can only add 4,020 entities to My Selections at a time.
- In the upper right click MY SELECTIONS and click Return all selections.
- Click the Find Series
- Pick up in Step 2 of the instructions for using the Datastream Formula builder, starting with If You Have a List of Security/Entity Identifiers.
Use Annual Lists in the LSEG Workspace Screener App
- Connect to LSEG Workspace – see LSEG Workspace access help.
- In the top search box, enter Screener and launch the Screener App.
- In the left column, in the Universe drop-down, select either Public Companies or Public & Private Companies.
- If a pop-up opens that prompts you to change the universe, click New Screen and save it if desired.
- Next to Include, click Edit. Next to Lists, click the list icon.
- In the pop-up box, in the left column, under Groups select one of the ESG Constituent Lists (e.g. 10.13.22 Refinitiv ESG Constituent Lists). The date will indicate when the lists were created, so the constituents will be accurate as of that date.
- Click on the list(s) you want to add (you can only add 5,000 constituents per screen) and at the bottom of the pop-up click OK. In the initial pop-up box, click OK again.
- Wait for the results to load, and then follow the instructions for using the Screener App, starting with Step 3.
Use Annual Lists in LSEG Workspace and the Excel Add-In
- Connect to the LSEG Workspace Excel Add-In (see instructions).
- Go to the Refinitiv Tab and on the left of the Ribbon menu select Lists.
- In the pop-up box, in the left column, under Groups select one of the ESG Constituent Lists (e.g. 10.13.22 Refinitiv ESG Constituent Lists). The date will indicate when the lists were created, so the constituents will be accurate as of that date.
- Click on the list you want to add and it will auto-populate in the spreedsheet.
- To add additional lists, go to the bottom of the sheet (you may need to add more rows) and put your cursor in the cell beneath the last RIC/PermID. Follow same steps to add another list (you can only add up to 7,500 constituents per formula).
- Pick up in Step 2 of the instructions for using the Formula Builder, starting with If You Have a List of Security/Entity Identifiers.
Answered By: Alice Kalinowski