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gsq_esg_midsmall_cap_measure_outcome_values

gsq_esg_midsmall_cap_measure_outcome_values by G&S Quotient

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Dataset Name: gsq_esg_midsmall_cap_measure_outcome_values


Group: esg
Vendor: G&S Quotient
Data Starts at: 2014-01-02 00:00:00
Symbol Set: US Mid 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 string Auditor opinion for last reported fiscal period. Unqualified, Qualified, Disclaimer, Adverse
1.1.3 uint Number of auditors in last 3 years
1.1.4 string Boolean - True or False
1.2.1 uint Number of restatements in past 3 years
1.2.2 uint 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 uint Number of times earnings estimate lowered in past 3 years
1.2.4 uint Number of delayed filing in past 3 years
1.2.5 uint Number of times material control weakness identified in past 3 years
1.2.6 string Material control weakness currently remaining unremediated. Bool No or Yes
1.3.1 uint Number of SEC (Securities Exchange Commission) investigations initially disclosed in past 3 years
1.3.2 uint Number of SEC investigations currently remaining open
1.3.3 uint Number of enforcement actions by the SEC in past 3 years
1.3.4 uint Number of DoJ (Department of Justice) or State AG (Attorney General) investigations in past 3 years
1.3.5 uint Number of DoJ (Department of Justice) or State AG (Attorney General) investigations currently remaining open
1.3.6 uint Number of Audit Committee investigations in past 3 years
1.3.7 uint Number of Audit Committee investigations currently remaining open
1.3.8 uint Number of SEC staff reviews in past 3 years
1.3.9 uint Number of SEC staff reviews currently remaining open
1.3.10 uint Number of SEC staff reviews raising revenue recognition issue in past 3 years
1.3.11 uint Number of SEC staff reviews raising expense recognition issue in past 3 years
1.3.12 uint Number of SEC staff reviews raising issues related to reserves in past 3 years
1.3.13 uint Number of SEC staff reviews raising issues pertaining to Related Party Transactions in past 3 years
1.3.14 uint Number of SEC staff reviews raising issues pertaining to asset carrying value, impairment/ write down in past 3 years
1.3.15 uint Number of SEC staff reviews raising issues pertaining to executive compensation in past 3 years
2.1.1 string Each common equity share has the same number of votes and without encumbrance. Bool Y/N
2.1.2 string Voting policy and director resignation policy in uncontested elections
2.1.3 string Supermajority required to amend charter and bylaws. Character. ? Supermajority is required; however, itÂ’s a controlled company ? Supermajority is not required, and itÂ’s not a controlled company ? Supermajority is not required; however, itÂ’s a controlle
2.1.4 string Supermajority required to approve M&A activities.
2.2.1 string Staggered board
2.2.2.1 string Shareholder rights plan approved by shareholders
2.2.2.2 string Shareholder rights plan trigger: ownership percentage
2.2.2.3 string Shareholder rights plan has qualified offer provision
2.2.2.4 string Shareholder Rights Plan - Expiry in years
2.2.2.5 string Shareholder rights plan - since effectuated or last reintroduced in years
2.2.3 string Board authorized to issue 'blank check' preferred stock without shareholders' approval
2.3.1 string Convening Special Meeting - Ownership percentage requirement
2.3.2 string Shareholders can act through written consent
2.4.1 uint Number of times listing standards were violated or notice of delisting served in past 3 years
2.4.2 uint Number of instances of suspension of trading in past 3 years
3.1.1 string CEO holds Board Chair
3.1.2 double Percentage of independent directors on last reported proxy record date
3.2.1 uint Percentage of independent audit committee members on last reported proxy record date
3.2.2 uint 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 uint Percentage of directors on 4 or more (other) public company boards on last reported proxy record date
3.3.2 uint Number of other public company boards the CEO serves on last reported proxy record date
3.3.3 string Percentage of meetings directors attended in a year >=75% as reported on last proxy statement
3.4.1 string If there are disclosed governance guidelines
3.4.2 string 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 string If directors authorized to appoint external experts without management consent
3.4.4 uint Number of related party transactions involving board chair and/ or CEO in past 3 years
3.5.1 uint Number of board chairs in past 3 years
3.5.2 uint Number of changes in audit committee chair, year over year on proxy record dates, in past 3 years
3.5.3 uint Number of changes in compensation committee chair, year over year on proxy record dates, in past 3 years
3.5.4 uint Number of changes in nominating committee chair, year over year on proxy record dates, in past 3 years
4.1.1 string Pay performance alignment: 3-year average annualized CEO compensation versus 3 year compounded annualized TSR (Total Shareholder Return) in peer group
4.1.2 string 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 string Pay performance alignment: 3-year average annualized CEO compensation versus 3-year average annual ROTC in peer group
4.1.4 string 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 string Pay performance alignment: 1-year annualized CEO compensation versus 1-year TSR in peer group
4.1.6 string Pay performance alignment: 1-year top 5 NEO (named executive officers) aggregate compensation versus 1-year TSR in peer group
4.1.7 string Pay performance alignment: 1-year annualized CEO compensation versus 1-year annual ROTC in peer group
4.1.8 string Pay performance alignment: 1-year top 5 NEO (named executive officers) aggregate compensation versus 1-year annual ROTC in peer group
4.2.1 string If shareholders have 'Say on Pay'
4.2.2 uint If there is disclosed compensation claw back provision
4.3.1 uint Number of CEOs in past 3 years
4.3.2 uint Number of CFOs in past 3 years
5.1.1 uint Number of EPA or other regulator environmental investigations in past 3 years
5.1.2 uint Number of EPA or other regulator environmental investigations currently remaining open
5.2.1 uint 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 string Gender diversity in executive suite - Percentage of women on last reported fiscal period end
5.3.1 string 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 string GRI reporting - # of sustainability guidelines referenced
Population_Index_Constituents string Population Index Constituents
symbol string Trading Symbol
ISIN string ISIN for underlying constituent. 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.