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Data Delivery Is Through delivery is through Snowflake Data Share .

Data product should be filtered by attached entity (ticker, company name) list provided by Ivan Lapitsky (Unlicensed)

View file
nameList of securities (1).xlsx

Data dictionary and small sample data attached.

Also attached to Dev account.

Attached is a mapping of the SASB categories in the feed to ‘E’ ‘S’ & ‘G’ breakouts that often lend themselves well to high level visualization.

View file
nameSASB ESG Codified Mapping.xlsx

Schema Name

Table Name

Table Description

tv_v2

tv_coverage

This table contains metadata information for all companies in the Truvalue universe

tv_esg_ranks

This table features adjusted insight scores which measure a company's ESG performance, generating scores for lower-volume and zero-volume firms by blending company scores with industry medians. Also included are industry percentiles to gauge adjusted insight scores relative to peers as well as easy to decipher fields which rank companies from Laggards to Leaders.

tv_factset_id_map

This table maps SASB Codified Edition identifiers to FactSet identifiers

tv_insight

This table measures long-term performance across the 26 SASB categories

tv_momentum

This table measures the trend of a given company by measuring the slope or trajectory of the Insight Score over a trailing twelve month time period

tv_pulse

This table measures short-term, real-time performance across the 26 SASB categories

tv_sec_entity_hist

This table maps FSYM_IDs to FACTSET_ENTITY_IDS for the SASB Codified Edition universe. The mappings are provided at the security FSYM_ID level.

tv_spotlight

This table provides positive and negative ESG detected events with a variety of quantitative metadata to enable timely systematic trading strategies and portfolio management.

tv_volume

This table measures the number of unique articles calculated for each company over a trailing twelve month period of time

tv_volume_pctl

This table measures the percentage of articles tagged to each category for each company over a trailing twelve month period of time

Full Data Dictionary and Quick Look Up

View file
nameTruvalue-Labs-SASB Spotlight Sample (2).csv-Scores-DataFeed-data-items.xlsx
View file
nameFactSet Standard DataFeed FactSet ESG - SASB Codified Edition - User Guide.pdf

Spotlight specific data dictionary.

View file
nameFactSet Standard DataFeed User Guide FactSet ESG - SASB Spotlight V2.pdf

Helpful SQL queries.

View file
nameTruvalue.zip

Data ingestion is only required once. This data was received under a trial license for the use in the Snowflake Summit.

Data should be joined and filtered by attached entity (ticker, company name) list provided by Ivan Lapitsky (Unlicensed) . Roll up metrics using the SASB categories in the feed to ‘E’ ‘S’ & ‘G’. Provides better demo experience. Average metrics for roll up.

View file
nameList of securities (1).xlsx