This module retrieves esg scores and other sustainability information about a company from the yahoo finance website.
Warning: The retrieved data might be outdated. Use at your own risk.
You can install the library by using:
pip install yesg
import yesg
To download all available historic ESG ratings for a company, simply use this:
# All available historic ESG rating for THE BOEING COMPANY
print(yesg.get_historic_esg('BA'))
OUTPUT:
Total-Score E-Score S-Score G-Score
Date
2014-09-01 60.00 64.00 51.00 64.00
2014-10-01 60.00 64.00 51.00 64.00
2014-11-01 60.00 64.00 51.00 64.00
2014-12-01 60.00 64.00 51.00 64.00
2015-01-01 62.00 69.00 54.00 64.00
... ... ... ... ...
2021-01-01 36.25 7.79 19.66 8.81
2021-02-01 36.25 7.79 19.66 8.81
2021-03-01 36.25 7.79 19.66 8.81
2021-04-01 NaN NaN NaN NaN
2021-05-01 36.61 8.15 19.66 8.81
The rating methodology changed in November 2019\ Up until November 2019 a high score was given to a more sustainable companies.\ After November 2019 the rating changed to a risk rating. A high ESG score signaled that a company has high ESG risk, meaning that a more sustainable company has a low ESG score.
To download all available sustainability information for a company, simply use this:
# All sustainability information about THE BOEING COMPANY
print(yesg.get_esg_full('BA').to_string())
OUTPUT:
Ticker Total-Score E-Score S-Score G-Score Last Rated ESG Performance peer Group Highest Controversy peer Count total Percentile environment Percentile social Percentile governance Percentile related Controversy min peer ESG avg peer ESG max peer ESG min peer Environment avg peer Environment max peer Environment min peer Social avg peer Social max peer Social min peer Governance avg peer Governance max peer Governance min Highest Controversy avg Highest Controversy max Highest Controversy Controversial Business Areas
0 BA 36.6 8.1 19.7 8.8 May 2021 OUT_PERF Aerospace & Defense 4.0 24 78.79 None None None Customer Incidents 24.07 32.06 39.54 5.27 8.631667 11.21 9.94 16.0825 20.83 4.76 7.344583 10.08 0.0 2.416667 4.0 Controversial Weapons, Military Contracting,
To only download the quantitative ESG risk rating of a company, use can use this:
# ESG risk rating from THE BOEING COMPANY
print(yesg.get_esg_short('BA').to_string())
OUTPUT:
Ticker Total-Score E-Score S-Score G-Score Last Rated
0 BA 36.6 8.1 19.7 8.8 May 2021
Yahoo gets it data from Sustainalytics. They describe their ratings as follows: \ "The ESG Risk Ratings measure the degree to which a company’s economic value is at risk driven by ESG factors or, more technically speaking, the magnitude of a company’s unmanaged ESG risks. "
→ The lower the rating, the more sustainable a company is
\ The rating method changed in November 2019.
→ Until November 2019: The high the rating, the more sustainable a company is
The dataframe consists of:
Ticker - Ticker symbol of the company
Total-Score - Overall ESG risk rating
E-Score - Environmental risk rating of a company
S-Score - Social risk rating of a company
G-Score - Governance risk rating of a company
Last Rated - The month in which the rating was updated
ESG Performance - Verbal description of the ESG performance. Translates to 'Negligible' (LAG_PERF), 'Low' (UND_PERF), 'Medium' (AVG_PERF), 'High' (OUT_PERF) and 'Severe' (LEAD_PERF)
peer Group - Sector of the company
Highest Controversy - The Highest controversy of the company, compared to the peer group
peer Count - Size of the peer group
total Percentile - Percentile of the overall ESG risk rating
environment Percentile - Percentile of the environmental risk rating
social Percentile - Percentile of the social risk rating
governance Percentile - Percentile of the governance risk rating
related Controversy - Controversies the company was involved in
peer ESG - min/avg/max overall risk rating within the peer group
peer Environment - min/avg/max environmental risk rating within the peer group
peer Social - min/avg/max social risk rating within the peer group
peer Governance - min/avg/max governance risk rating within the peer group
Highest Controversy - min/avg/max of the highest controversy within the peer group
Controversial Business Areas - Controversial business areas in which the company is involved