ESG Data Guide 2024

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
  • Climate scenario analysis
  • 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
  • Physical risk
  • Reporting: CSRD
  • Reporting: EU Regulations
  • Reporting: ISSB standards
  • Reporting: Impact
  • Reporting: Other Regulations
  • Reporting: SFDR
  • Reporting: TCFD
  • Reporting: UN SDGs
  • Social impact analysis and insight
  • Temperature alignment

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 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 ESG Data: Transparent and flexible data model, with a rigorous methodology aligned with the UN SDGs. Company reported ESG data helps customers make sound, sustainable decisions. We capture ESG data for close to 16,0000 companies (active, inactive and private) across 720+ ESG data points with history back to 2002, including many of the primary, global and regional indices including MSCI World, MSCI Europe, STOXX 600, NASDAQ 100, Russell 3000, S&P 500, FTSE 100, ASX 300 and MSCI Emerging Market.
  • Company ESG scores are designed to transparently and objectively measure a company’s relative ESG performance, commitment and effectiveness, across 10 main themes (emissions, environmental product innovation, human rights, shareholders, etc.) based on publicly reported data. The LSEG ESG score measures the company’s ESG performance based on verifiable reported data in the public domain. It captures and calculates over 720+ company-level ESG measures to power the overall company assessment and scoring process.
  • Green Revenues data is designed to ensure broad global coverage and comprehensive classification of green activities. Our model is applied to nearly 98% of total global market capitalization, capturing over 19,000+ public companies across 48 developed and emerging markets, with 10 subsectors, 64 subsectors, and 133 micro sectors.
  • Macro ESG / Sovereign Sustainability Solutions leverages in-house expertise on climate/ESG, data science, and financial risk assessment for over 175 countries and 10,000 companies, offering 3 data models: ESG Factor-In, Sovereign Risk Model and Sovereign Climate KPIs
  • Fixed Income: Total of almost 55,000 bonds with ESG labels. Bond Level data allows for categorisation (ESG, Green Social, Sustainability), classification (CBI Certified, Aligned), Labelling (Gender, Pandemic, Carbon Neutral), compliance/principle guidelines (ICMA, EU Green Bond Standard, EU Taxonomy), Second Party Opinions, certification & verification, SDG Alignment.
  • 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.
  • ESG sentiment and controversies data: offers sentiment indicators derived from sustainability-related news and social media, covering all major countries, commodities, currencies, cryptocurrencies, equity sectors and public and private companies.
  • Climate data: Our climate data provides clients with a diverse set of reported climate data measures aligned with the latest disclosure standards, sophisticated analytics and innovative estimated emissions models, coupled with complementary third-party climate data. Our Data includes >900 data metrics as follows: 
    • As-reported climate data: 18.5K companies covered; history from 2002 
    • Estimated emissions – Scope 1, 2 and 3  
    • CDP data: 4K companies covered; history from 2015; 304 data measures
    • Carbon reserves data: 836 public companies; history form 2008, 94 data measures
    • Paris alignment indicators: 14k companies screened; history from 2016; 35 PAB indicators
    • EVIC indicators: 14k companies covered; history from 2018.
  • 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.

Where and how do you source your data?

  • Sovereign Sustainability Solutions rely 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 rely 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, 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.
  • LSEG 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, LSEG ESG Country scores, mapped to the UN Sustainable Development Goals, use 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-focused databases. The datasets are then combined and transformed into purely objective metrics using the latest techniques in data science and machine learning.
  • The EU Taxonomy data solution uses both FTSE Russell Green Revenues data and LSEG Business Classifications (TRBC) data. Green Revenues data sourcing can be seen above. TRBC data is gathered from company filings, Reuters news and LSEG corporate actions services, we also continually review mergers, corporate actions and major developments. 
  • LSEG Climate data includes as-reported climate data (sourced from publicly available sources including third party sources and NGO website), CDP (as reported by companies in response to CDP annual survey), Paris-alignment indicators (data sourced from LSEG), estimated emissions (data sources outlined here), carbon reserves (data sourced from company annual reports) and Enterprise value including cash (EVIC) indicators (data sourced from LSEG).
  • TPI Management Quality and Carbon Performance assessments make use of FTSE Russell ESG data and FTSE Russell Green Revenues data. Data source details can be seen above. 
  • Fixed Income sustainable investment data is sourced from the Climate Bond Initiative which provides certified and aligned bond data. 

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 differentiate the data you offer?

Our global team of professionals in finance and sustainability are continually developing market-leading data and solutions, creating new possibilities to help our customers everywhere achieve sustainable growth.

Defining our right to win in sustainability

Data management and experience – Thanks to our long heritage and experience in data management and our substantial footprint across the financial industry, we develop data-powered products and solutions that customers trust and use with confidence to align capital allocation with their financial and sustainability objectives. 

Risk and regulation – we have a robust understanding of international and regional sustainable finance regulations and standards around the world, enabling us to support our clients in navigating a fast-moving regulatory landscape. Operating within a culture of transparency and high standards, we deliver products and services for our customers to support compliance.

Climate transition - our climate experts actively lead and partner on the development of best practice in the industry through innovation and thought leadership, informing the creation of the data and insights for our clients to manage the climate related risks and opportunities across their portfolios. 

Customer centricity – we understand that sustainability is changing how our customers do business, and to support this shift we are continuing to integrate sustainability data across our solutions. This includes adding market-leading sustainable finance and investment data in LSEG Workspace – our market-leading ecosystem of insights, news and cutting-edge analytics – at no extra cost to customers. Powering opportunities at the epicentre of sustainable finance and investment, we enable our customers to focus on risk management and resilience, regulatory compliance and identifying opportunities to drive sustainable growth.

Contacts

claire.cheape@lseg.com