Asset4 databases - constituent lists in Datastream

Since not all companies have a CSR (Corporate Social Responsibility) or GRI (Global Reporting Initiative) and / or not always provide data to the Asset4 database, chances are companies searches in datastream don't result in data.
The usual check is through Static search and check for the Asset4 Company ID. Yes, means they have data in the Asset4 database.

A better method, maybe is to strive for complete overviews of all companies (globally distributed) providing such data, through a statis search with the Asset4 check...

What I tried to do is seach statis but searched for key word Asset4
Next I filtered on Constituent lists.
Result is 143 constituent lists, either by region or country. E.g. Asset4 netherlands (36 constituents)
I have checked a few and sometimes they provide large output sets.

Striving for completeness.
Data types that might be interesting are Company Name, base date, ISIN, time (latest value), A4ID (asset4 id) and ISO country code (to filter your out put set).

A couple very large: (some too large to provide data)
ASSET4 Global ex US (size 3239, gives data)
ASSET4 Asia Pacific ex Japan (size 1177)
ASSET4 FULL UNIVERSE LIST (size 5059) says too many to list
ASSET4 ACTIVE UNIVERSE LIST (only active) (size 4243) says too many to list
ASSET4 United States (size 1004)
ASSET4 Global (size 4243) says too many to list
ASSET4 Europe (size 976)
ASSET4 NAFTA (size 1342)
ASSET4 Latin America (size 144)

 The output from Gobal Ex USA is easy to filter with auto filter, thus creating the pssibility to create sets by nation...

DJSI - Dow Jones Sustainability Indices

Sustainability has become a hot topic in business.
The indices founded to investigate, measure and promote company to embrade a social responsibility agenda, currently the 2500 largest from Dow Jones Global Total Stock Market Index (DJGTSMI).
It covers the top-ten percent of these companies in terms of economic, environmental, and social criteria which equals about 300 companies. The DJSI World has two subset indexes, which are the Dow Jones Sustainability Index World 80 (DJSI World 80) and the Dow Jones Sustainability Index World ex US 80 (DJSI World ex US 80) (wikipedia)

Companies are consequently invited to join the "DJSI family".
The DJSI is based on corporate economic, environmental and social performance criteria, containing corporate governance, green agenda, social agenda etc.
The DJSI is managed by S&P Dow Jones Indices and RobecoSAM* (sustainability asset management)
The main Index is DJSI world

An overview of the DJSI family (linked from http://www.sustainability-indices.com)































Options on sustainability and sustainability indices:

Datastream contains an ESG Asset4 database providing sustainability information, and data about CSR (Company Social Responsibility)
Wharton/ Compustat doesn't contain any sustainability data (ESG related)
Reprisk** does.

Neither Wharton (Compustat Index Constituent), Compustat Global Index Constituent nor Datastream  constituent lists from indexes result in company lists.


Dow Jones Global Total Stock Market aggregated index is available in Datastream
As far as I can see, Wharton databases don't.

According to Datastream (static search djsi > constituent lists)
the index meniotned (ex tobacco) Clicking the rule mentiones constituent for three indexes. > so I called the three indexes:
1. Dow Jones Sustainability Indices World Excluding Tobacco (Dollar)
2. Dow Jones Sustainability Indices World Excluding Tobacco (Euro)
3. Dow Jones Sustainability Indices World Excluding Tobacco (Swiss Franc)

1:  Three constituent lists > No data, no constituents

DJSI World Composite (LDJSWDCE) > Constituent list >

EITHER SEARCH: results in NA (not available)

Sources for companies:
http://djindexes.com/sustainability/?go=literature

* RobecoSAM > this company deals with sustainability specifically.
(water, energy, climate, agriculture, and liveability )

** Reprisk:
https://www.reprisk.com/

DJSI family:
Dow Jones Sustainability World Index
Dow Jones Sustainability Europe Index
Dow Jones Sustainability North America Index
Dow Jones Sustainability Asia Pacific Index
Dow Jones Sustainability Korea Index

CONCLUSION:
Idealy it would be easy to retrieve the companies composing those indices. But it isn't.
As for the companies constituing the index: the list impossible to retireve anywhere. The only resolve is to contact RobecoSAM (Academic requests: http://www.sustainability-indices.com/academic-request.jsp

Environment and sustainability - databases

Sustainability awareness has become an important issue for companies. Many publish aside from the financial report, a sustainability report. Enviromental awareness grants goodwill.
This post will focus on both: goodwill and sustainability.

Sustainability

Environmental Performance Index (EPI)
World wide environment index of countries.
http://epi.yale.edu/  (open access)


Asset4 database (through Datastream)
Output in Excel, through the Excel interface. Information is on company level
!!! Not all listed companies  provide data to Asset4 database !!
Important to test which companies do:
How it works:
. Create a static work set  with at least data types, Name, ISIN,ASSET4 Company ID (provides a yes or a no)
. Filter out all companies with Asset4 (auto filter in Excel)
. Upload new list into Datastream
. Download Asset4 data as datatypes
In pictures:

Only 2 comp apply

Filtered.
Time series> asset4 datatypes more than shown

Try to search for alternative terms (items) like emissions etc
result on CSR (Corporate Social responsibility, 2 comp)

More info on Asset4 (board)



Webdirectory
https://www.webdirectory.com/Databases/

Examples: Supra National organizations

World Bank
http://www.worldbank.org/en/topic/environment
Choose: data

United Nations
http://geodata.grid.unep.ch/

Select an item and press continue

A couple of options is presented next

E.G. show table
As you can see, all options remain available, ordered in tabs.

China in chart

Select TAB download (national) > extensions available from csv, Excel etc
Define dataset

Submit.

In my humble opinion: a bit disappointing result, (showing only 2010) compared to the graph



Publications of the International Food Policy Research Institute


Statistics sites (not specifically focused on environment, sustainability)
CBS
Monthly Bulletin of Statistics
ODS

OFFstats - Official Statistics on the Web
Source OECD


Goodwill
Goodwill is measured in many ways. It is presented in annual reports in the balance sheet (iow: companies try to validate goodwill)

Goodwill (finance): An intangible asset that arises as a result of the acquisition of one company by another for a premium value.
The value of a company’s brand name, solid customer base, good customer relations, good employee relations and any patents or proprietary technology represent goodwill. Goodwill is considered an intangible asset because it is not a physical asset like buildings or equipment. (investopedia)
Charity, good customer services, sustainability, working conditions etc are contribute to goodwill.
Wikipedia: according to International Financial Reporting Standards (IFRS), goodwill is never amortized.

Datastream

In total: 327 data types apply to search term Goodwill
(for explanations on using Datastream see these items)

Compustat

North America: 9 datatypes
Global: only 1 datatype >

(explanations on using Compustat see these items)

SDC

In Mergers & Acquisitions database, the focus is solely on the acquiror. See definition

(for explanations on using SDC)

Suggestions?

Databases containing board information

Here are links to blogspots offering board informsation.
Content may vary between databases.

Database Asset4

In Lexis/ Nexis (News)

In Audit analytics

In Wharton / Compustat

In Bureau van Dijk databases (Amadeus, Bankscope, REACH)

Board Information - ASSET4 database in Datastream

New database ASSET4 is an excellent instrument to measure sustainability and governance on company level. Datastream covers the full Assets4 database.
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