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ESGEvents Library

Data Feed by ExtractAlpha

Added to Marketplace: June 2, 2020

Overview

Gain deeper insight by harnessing stock-level data covering Innovation, Politics, and Regulatory-related events to quantify company behavior, build portfolios with favorable risk/return characteristics, and satisfy ESG mandates.

Uncover new opportunities with unique event categories, including Innovation (patent applications and grants, visa applications), Politics (campaign contributions, lobbying expenditures, and government contracts), and Regulatory (CFPB consumer complaints, EPA actions, OSHA inspections, and CPSC product recalls). Conduct event studies to attribute return and volatility characteristics around event types and instances.

Enhance alpha. Leverage ExtractAlpha's unique sources and analytical techniques to outperform strategies that are based solely on traditional datasets.

Data Feed Coverage

Data Feed Details

ExtractAlpha's ESGEvents Library is a raw dataset designed to help institutional investors derive measures of company behavior along Environmental, Social, and Governance (ESG) lines. ESGEvents also goes beyond traditional ESG measures to identify companies which have actively engaged in political activity, and those which have invested in innovation. The dataset includes 11 types of events, collected from from 9 government bodies, with history from as far back as 1972, covering more than 4000 U.S. stocks.

Firm Information

ExtractAlpha is an independent research firm dedicated to providing unique, actionable alpha signals to institutional investors. Their rigorously built quantitative models are designed for institutional investors to gain a measurable edge over their competitors. ExtractAlpha also partners with top FinTech data firms to identify investment value in their data sets and help investors profit from these unique new sources of information.

Product Resources

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Product Tags

ESG
North America
20+ yrs

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