FactSet - Truvalue ESG SASB Data Feed
Data delivery is through Snowflake Data Share 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.
Schema Name | Table Name | Table Description |
tv_v2 |
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| 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
Spotlight specific data dictionary.
Helpful SQL queries.
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.
