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ESGEvents Library

Data Feed by ExtractAlpha

Added as Candidate: June 11, 2020

Candidate Product
Candidate Definition
This product is in the review and/or onboarding process towards full availability. It is not currently available via FactSet.
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Highlights
  • Gain deeper insight by harnessing stock-level data covering Innovation, Politics, and Regulatory-related events to quantify company behavior, build portfolios with favorable risk/return characteristics, and satisfy ESG mandates.
  • Uncover new opportunities with unique event categories, including Innovation (patent applications and grants, visa applications), Politics (campaign contributions, lobbying expenditures, and government contracts), and Regulatory (CFPB consumer complaints, EPA actions, OSHA inspections, and CPSC product recalls). Conduct event studies to attribute return and volatility characteristics around event types and instances.
  • Enhance alpha. Leverage ExtractAlpha's unique sources and analytical techniques to outperform strategies that are based solely on traditional datasets.
Feed Coverage
Event Type Government BodyCategoryStocks with events
Financial product complaints by consumers Consumer Financial Protection BureauRegulatory190+
Enforcement actions Environmental Protection AgencyRegulatory1310+
Milestones: complaints, final orders issued, etc. Environmental Protection AgencyRegulatory1330+
Hazardous workplace inspections Occupational Safety and Health AdministrationRegulatory3430+
Product recalls Consumer Product Safety CommissionRegulatory370+
Lobbying expenditures U.S. SenatePolitics2880+
Campaign contributions by employees Federal Elections CommissionPolitics6890+
H1B and Permanent Visa applications Department of LaborInnovation5430+
Government contracts awarded U.S. Treasury Bureau of the Fiscal ServicePolitics4160+
Patent applications U.S. Patent and Trademark OfficeInnovation3890+
Patent grants U.S. Patent and Trademark OfficeInnovation3950+
Feed Details
ExtractAlpha's ESGEvents Library is a raw dataset designed to help institutional investors derive measures of company behavior along Environmental, Social, and Governance (ESG) lines. ESGEvents also goes beyond traditional ESG measures to identify companies which have actively engaged in political activity, and those which have invested in innovation.

The dataset includes 11 types of events, collected from from 9 government bodies, with history from as far back as 1972, covering more than 4000 U.S. stocks.
Firm Information
ExtractAlpha is an independent research firm dedicated to providing unique, actionable alpha signals to institutional investors. Their rigorously built quantitative models are designed for institutional investors to gain a measurable edge over their competitors. ExtractAlpha also partners with top FinTech data firms to identify investment value in their data sets and help investors profit from these unique new sources of information.