The remaining question is "does the license of the intsitution you are" cover this full database?
Only trial and error will tell. > or not? (see bottom)
What data does the Asset4 cover?
In short ESG data, Environmental, Social and Governance.
What is the benefit?
The researcher can combine ESG data with the usual company performance data, like ROE, ROA, return and capitlization.For instance what is the relationshiop between money spent on employee salaries and company performance or money spent on environmental sustainability and . . .
Datstream's Extranet provides nice overviews and benchmarking comparisons:
Datastream covers stock traded companies only. Do they all provide output data en the Asset4 database? The answer is no. Sometimes output says #error no output data available or NA, or even an empty cell. This does not becessarily mean that the company in question doesn't do anything, the data isn't simply there or the license doesn't cover it.(see bottom)
250 KPI (Key Performance Indicators)
Sources: Stoxx600, NASDAQ 100, Russel 1000, S&P 500, MSCI Europe, MSCI world, FTSE 100, ASX 300 and MSCI emerging markets.
What kind of data does ASSET4 cover?
Corporate governance: - Board structure - Compensation policy - Board functions - shareholders rights - vision and strategy
Social: - employment quality - health & safety - training & development - diversity - human rights - community - prod. responsibility
Environmental: - resource reduction - emissions - product innovation
Economic -client loyalty -performance -shareholder loyalty
Looking it up: equities and data types?
Q: which equities are in the constituent lists?
And if so, do they provide data, which?
A: Self check: perform a static search and use the data type ASSET4 Company ID. If a company does not possess this ID it is not in the database.
Example: market netherlands, stock exchange Euronext amsterdam
Datastream extranet Link
Mark Bruyneel's Blog on Asset4
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