S&P Dow Jones Indices has introduced a new set of environmental, social, and governance (ESG) scores, giving investment professionals, analysts, and corporations insight into companies’ ESG performance. The scores leverage industry-acclaimed assessment data from renowned ESG data specialist, S&P Global ESG Research.
S&P DJI ESG Scores are part of our broader suite of index-based solutions designed to address growing interest in ESG.
What’s the material impact of the ESG data and scores on index construction and risk/return? Join S&P DJI’s Jaspreet Duhra, UBS Asset Management’s Andrew Walsh, and S&P Global’s Manjit Jus as they discuss the increasingly important role of market-leading ESG assessments.Watch now
Recognition of material ESG issues and the role ESG factors can play
Understanding the potential financial impact of ESG exposures
Implementation of strategies to manage ESG risks or capitalize on ESG-related opportunities
Measurement of key ESG performance indicators to evaluate strategy effectiveness
Validation or external audit of stated ESG strategies and results
Transparent communication of corporate sustainability strategies and attainment of targets
Companies participating in the CSA respond to one of 61 industry-specific questionnaires that in some cases yield more than a thousand company-level and industry-specific data points.
This highly granular data forms the basis for industry-specific Criteria Scores, which in turn roll up into Dimension (E, S, and G) Scores, and ultimately, Total ESG Scores. Data at all three of these levels is available for licensing for peer-group comparisons and analysis.
S&P DJI ESG Scores build upon the S&P Global CSA’s widely adopted, time-tested approach and take it a step further by normalizing the scores at the industry level to make them more useful for a wide range of applications. The dataset enhances transparency into companies’ performance by emphasizing the most impactful factors and by not penalizing companies for missing data in non-critical areas.
Define an investable universe to exclude low-scoring companies or identify top performers. Seek to reduce reputational or performance risk, or seek potential alpha.
Target improved ESG performance while still seeking to achieve benchmark-like returns, or integrate ESG into factor-based strategies.
Analyze the risks associated with different ESG criteria. Understand how ESG factors may correlate with financial performance.
Identify laggards within industries to promote targeted and evidence-based company engagement.
Understand how your company compares to industry peers and identify key drivers of performance to inform ESG strategies.
The S&P DJI ESG Score dataset covers approximately 7,600 companies for 2019, and history on covered companies is available back to 2013. Subscribers can access the data via weekly SFTP data feeds and on our SPICE data-delivery platform, which also features data visualization tools that allow users to graphically display a company’s ESG performance versus its peers.
Included with S&P DJI ESG Score subscriptions are Total ESG Scores, Dimension Scores, and Criteria Scores, along with the corresponding weights, rankings, and identifiers for each company assessed during the covered methodology years. The S&P DJI ESG scores are supplemented by S&P Global ESG Scores, which have been used to define the constituents of the Dow Jones Sustainability Indices (DJSI) for over 20 years.
Contact us for more information about S&P DJI ESG Scores, or to find out how to subscribe.