ESG Book: Mutual Fund Scores

Suite of sustainability scores at the aggregated fund level for >30,000 Mutual funds.

Description:

ESG Book is a global leader in sustainability data and technology.

Incubated by Arabesque in 2018, ESG Book combines cutting-edge technology and proprietary research. ESG Book’s wide range of cloud-based sustainability products and solutions are used by many of the world’s leading financial organisations.

This personalised listing provides access to the ESG Book Fund scoring solution for a global universe of approximately 30,000 Mutual funds.

ESG Book’s Fund scores provide users with a suite of sustainability scores at the aggregated fund level. This includes ESG Book’s ESG score which integrates financial materiality, our Global Compact score which acts as a reputational risk score, and the 22 granular sustainability topic scores upon which these high-level scores are built. In terms of climate assessments, the Temperature score distribution which indicates each corporate’s temperature rise contribution and the Emissions Intensity Ratio (EIR) of each fund are available.

A region and an economic sector breakdown from the scored holdings enables clients to analyse which sectors and/or regions show outperformance within each fund. Finally, a categorization of High, Medium or Low will be given to each score to detail the confidence in the rating considering the market value coverage of the fund. This provides clients with a level of transparency not offered in other fund-scoring products today.

The suite of sustainability scores provided by ESG Book’s Fund scores include:
– GC Score: A normative assessment of each company based on the core principles of the United Nations Global Compact. This provides a deeper understanding of the reputational risk facing a company.
– ESG Score: A sector-specific analysis of each company’s performance on financially material environmental, social, and governance (ESG) issues. This can be used to identify companies that are more likely to outperform over the long run.
– Features Scores: An assessment of companies across 22 different sustainability topics which comprehensively cover the Environment, Social, and Governance domains. Each of the Features scores combines both long-term and short-term sustainability sources allowing users to get a holistic assessment of a company’s sustainability performance.
– EIR: The Weighted Average Emissions Intensity Ratio of the Fund, detailing the amount of economic contribution of the fund compared to its climate impact.
– Temperature Score: Our proprietary metric that quantifies the extent to which corporations are contributing to the rise in global temperature through their greenhouse gas emissions.

Samples/tables included:
– ESG_262: Weekly Mutual Fund ESG scores, sub-scores, and metrics, from 2022-06-30-Present.
– GC_262: Weekly Mutual Fund GC scores, sub-scores, and metrics, from 2022-06-30-Present.
– FEATURE_TOTAL_262: Weekly Mutual Fund Features scores, from 2022-06-30-Present.
– TEMPERATURE_110: Weekly Mutual Fund EIR values and metrics, from 2022-06-30-Present.
– TEMPERATURE_MODES_110: Weekly Mutual Fund Temperature scores distributions, from 2022-06-30-Present.

Meta-data Fields:
– Security ISIN
– Security Name
– ISO Country
– Brand Name
– Mutual Fund Type
– Reporting Date (of fund holdings)
– Score Date

Scoring Fields ESG_262:
– ESG – Total
– ESG – Environment
– ESG – Social
– ESG – Governance

Scoring Fields GC_262:
– GC – Total
– GC – Labour Rights
– GC – Human Rights
– GC – Environment
– GC – Anti-Corruption

Scoring Fields FEATURE_TOTAL_262:
– Business Ethics
– Capital Structure
– Corporate Governance
– Transparency
– Emissions
– Environmental Management
– Waste
– Environmental Stewardship
– Forensic Accounting
– Compensation
– Diversity
– Employment Quality
– Human Rights
– Labour Rights
– Occupational Health and Safety
– Training and Development
– Product Quality and Safety
– Resource Use
– Water
– Environmental Solutions
– Community relations
– Product Access

Scoring Fields TEMPERATURE_110
– EIR

Scoring Fields TEMPERATURE_MODES_110:
– Score Near 1.5
– Score Near 2
– Score Near 2.7
– Score Near >2.7
– Score Near 3
– Score Far 1.5
– Score Far 2
– Score Far 2.7
– Score Far >2.7
– Score Far 3

For all tables except FEATURE_TOTAL_262 and TEMPERATURE_MODES_110, the following metrics are provided:
– Market Value Coverage
– Security Coverage
– Reliability Rank
– Number Holdings
– Contribution: of each sector and region
– Distribution: of each sector and region

For a detailed explanation of each field please see the dictionary link in the user guide attached to this listing.

About the Provider:

ESG Book is a global leader in sustainability data and technology.

Incubated by Arabesque in 2018, ESG Book combines cutting-edge technology and proprietary research. ESG Book’s wide range of cloud-based sustainability products and solutions are used by many of the world’s leading financial organisations which collectively manage over $120 trillion.

The company has offices in London, Frankfurt, Boston, Singapore, Delhi and Tokyo.

Visit the provider’s website for more

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