Dataset Name: gsq_esg_large_cap_percentile_ranks
Group: esg
Vendor: G&S Quotient
Data Starts at: 2008-01-02 00:00:00
Data Currently Ends at: 2022-07-01 00:00:00, contact sales for full data set.
Symbol Set: US Large Cap Equities
Asset Class: Equity
Data Update Time(s): 9:00 AM EST
Data Update Frequency: day
CloudQuant long-short backtest results show the following:
| Sharpe Ratio | Total Return | Alpha Return | Beta Return |
|---|---|---|---|
| 0.97 | 13.81 | 2.47 | -2.41 |
G&S Quotient ESG dataset covers 1500 US Equities. A proprietary machine learning model calculates a daily 'Short-term Price Predictor Score'. This score targets a 5-day return and is suited to 5 to 20-day hold strategies.
G&S Quotient collects more than 300 ESG data points daily for over 1,500 US equities. These are distilled down to 76 G&SQ Measures(tm), daily point-in-time. A proprietary machine learning model calculates a daily G&SQ 'Short-term Price Predictor Score(tm)'. The score is calibrated with 5-day return as target, and ideally suited for 5 to 20-day hold strategies. There are six distinct ESG datasets available.
Data Contained in this Dataset
| Column | Type | Description |
|---|---|---|
| _seq | uint | Internal sequence number used to keep data rows in order |
| timestamp | string | Timestamp of the Data - America/New York Time. |
| muts | uint64 | Microseconds Unix Timestamp. An integer representation of a timestamp with microsecond precision that can be compared directly to other timestamps. |
| 1.1.1 | double | Share of non-audit fees to total fees paid to the auditor during last reported fiscal period. Higher the value higher the risk. |
| 1.1.2 | double | Auditor opinion for last reported fiscal period. Unqualified, Qualified, Disclaimer, Adverse |
| 1.1.3 | double | Number of auditors in last 3 years |
| 1.1.4 | double | Boolean - True or False |
| 1.2.1 | double | Number of restatements in past 3 years |
| 1.2.2 | double | Number of fiscal quarters where non-recurring items (charges or gains) exceed 5% of sales or 1.5% of net assets in past 12 quarters |
| 1.2.3 | double | Number of times earnings estimate lowered in past 3 years |
| 1.2.4 | double | Number of delayed filing in past 3 years |
| 1.2.5 | double | Number of times material control weakness identified in past 3 years |
| 1.2.6 | double | Material control weakness currently remaining unremediated. Bool No or Yes |
| 1.3.1 | double | Number of SEC (Securities Exchange Commission) investigations initially disclosed in past 3 years |
| 1.3.2 | double | Number of SEC investigations currently remaining open |
| 1.3.3 | double | Number of enforcement actions by the SEC in past 3 years |
| 1.3.4 | double | Number of DoJ (Department of Justice) or State AG (Attorney General) investigations in past 3 years |
| 1.3.5 | double | Number of DoJ (Department of Justice) or State AG (Attorney General) investigations currently remaining open |
| 1.3.6 | double | Number of Audit Committee investigations in past 3 years |
| 1.3.7 | double | Number of Audit Committee investigations currently remaining open |
| 1.3.8 | double | Number of SEC staff reviews in past 3 years |
| 1.3.9 | double | Number of SEC staff reviews currently remaining open |
| 1.3.10 | double | Number of SEC staff reviews raising revenue recognition issue in past 3 years |
| 1.3.11 | double | Number of SEC staff reviews raising expense recognition issue in past 3 years |
| 1.3.12 | double | Number of SEC staff reviews raising issues related to reserves in past 3 years |
| 1.3.13 | double | Number of SEC staff reviews raising issues pertaining to Related Party Transactions in past 3 years |
| 1.3.14 | double | Number of SEC staff reviews raising issues pertaining to asset carrying value, impairment/ write down in past 3 years |
| 1.3.15 | double | Number of SEC staff reviews raising issues pertaining to executive compensation in past 3 years |
| 2.1.1 | double | Each common equity share has the same number of votes and without encumbrance. Bool Y/N |
| 2.1.2 | double | Voting policy and director resignation policy in uncontested elections |
| 2.1.3 | double | Supermajority required to amend charter and bylaws. Character. ? Supermajority is required; however, it ’s a controlled company ? Supermajority is not required, and it ’s not a controlled company ? Supermajority is not required; however, it ’s a controlle |
| 2.1.4 | double | Supermajority required to approve M&A activities. |
| 2.2.1 | double | Staggered board |
| 2.2.2.1 | double | Shareholder rights plan approved by shareholders |
| 2.2.2.2 | double | Shareholder rights plan trigger: ownership percentage |
| 2.2.2.3 | double | Shareholder rights plan has qualified offer provision |
| 2.2.2.4 | double | Shareholder Rights Plan - Expiry in years |
| 2.2.2.5 | double | Shareholder rights plan - since effectuated or last reintroduced in years |
| 2.2.3 | double | Board authorized to issue 'blank check' preferred stock without shareholders' approval |
| 2.3.1 | double | Convening Special Meeting - Ownership percentage requirement |
| 2.3.2 | double | Shareholders can act through written consent |
| 2.4.1 | double | Number of times listing standards were violated or notice of delisting served in past 3 years |
| 2.4.2 | double | Number of instances of suspension of trading in past 3 years |
| 3.1.1 | double | CEO holds Board Chair |
| 3.1.2 | double | Percentage of independent directors on last reported proxy record date |
| 3.2.1 | double | Percentage of independent audit committee members on last reported proxy record date |
| 3.2.2 | double | Percentage of independent compensation committee members on last reported proxy record date |
| 3.2.3 | double | Percentage of independent nominating committee members on last reported proxy record date |
| 3.3.1 | double | Percentage of directors on 4 or more (other) public company boards on last reported proxy record date |
| 3.3.2 | double | Number of other public company boards the CEO serves on last reported proxy record date |
| 3.3.3 | double | Percentage of meetings directors attended in a year >=75% as reported on last proxy statement |
| 3.4.1 | double | If there are disclosed governance guidelines |
| 3.4.2 | double | If Non-executive directors met without the presence of executive members (executive sessions) at least once in a year, as reported on last proxy statement |
| 3.4.3 | double | If directors authorized to appoint external experts without management consent |
| 3.4.4 | double | Number of related party transactions involving board chair and/ or CEO in past 3 years |
| 3.5.1 | double | Number of board chairs in past 3 years |
| 3.5.2 | double | Number of changes in audit committee chair, year over year on proxy record dates, in past 3 years |
| 3.5.3 | double | Number of changes in compensation committee chair, year over year on proxy record dates, in past 3 years |
| 3.5.4 | double | Number of changes in nominating committee chair, year over year on proxy record dates, in past 3 years |
| 4.1.1 | double | Pay performance alignment: 3-year average annualized CEO compensation versus 3 year compounded annualized TSR (Total Shareholder Return) in peer group |
| 4.1.2 | double | Pay performance alignment: 3-year average annual top 5 NEO (named executive officers) aggregate compensation versus 3 year compounded annualized TSR in peer group |
| 4.1.3 | double | Pay performance alignment: 3-year average annualized CEO compensation versus 3-year average annual ROTC in peer group |
| 4.1.4 | double | Pay performance alignment: 3-year average annual top 5 NEO (named executive officers) aggregate compensation versus 3-year average annual ROTC in peer group |
| 4.1.5 | double | Pay performance alignment: 1-year annualized CEO compensation versus 1-year TSR in peer group |
| 4.1.6 | double | Pay performance alignment: 1-year top 5 NEO (named executive officers) aggregate compensation versus 1-year TSR in peer group |
| 4.1.7 | double | Pay performance alignment: 1-year annualized CEO compensation versus 1-year annual ROTC in peer group |
| 4.1.8 | double | Pay performance alignment: 1-year top 5 NEO (named executive officers) aggregate compensation versus 1-year annual ROTC in peer group |
| 4.2.1 | double | If shareholders have 'Say on Pay' |
| 4.2.2 | double | If there is disclosed compensation claw back provision |
| 4.3.1 | double | Number of CEOs in past 3 years |
| 4.3.2 | double | Number of CFOs in past 3 years |
| 5.1.1 | double | Number of EPA or other regulator environmental investigations in past 3 years |
| 5.1.2 | double | Number of EPA or other regulator environmental investigations currently remaining open |
| 5.2.1 | double | Number of regulator investigations or litigations alleging human rights violation at workplace, including within third-party supply or delivery chain in past 3 years |
| 5.2.2 | double | Number of regulator investigations or litigations alleging human rights violation at workplace, including within third-party supply or delivery chain, currently remaining open |
| 5.2.3 | double | Gender diversity in board - Percentage of women on last reported proxy record date |
| 5.2.4 | double | Gender diversity in executive suite - Percentage of women on last reported fiscal period end |
| 5.3.1 | double | GRI (Global Reporting Initiative) reporting: Application level ? A+, A, In Accordance-Comprehensive, B+, B, C+, C, In Accordance-Core, Undeclared/ non GRI/ No Sustainability Reporting |
| 5.3.2 | double | GRI reporting - # of sustainability guidelines referenced |
| Population_Index_Constituents | string | Population Index Constituents |
| symbol | string | Trading Symbol or Ticker |
| ISIN | string | International Securities Identification Number. An international code which identifies a securities issue |
| CUSIP | string | Committee on Uniform Security Identification Procedures identifier owned by American Bankers Association operated by Standard and Poor's, requires CUSIP license. |