How to Download Accounting and ESG Data with Refinitiv Eikon Screener and reshape into Panel Format

In this tutorial, I provide a demonstration of how to download and extract data using the Refinitiv Eikon Screener app and then reshape it from wide to long format using Stata to prepare it for in-depth panel data analysis.
As an example, I focus on Refinitiv India, exploring the ESG and environmental performance data of Indian listed firms from 2020 to 2022. The example provided serves as a practical guide for handling data from any market, covering diverse data types such as ESG, accounting, auditing, financial, and corporate governance.
You can replicate the process for your preferred market, data type, or specific years! Whether you're interested in Australia, China, Finland, Pakistan or any other market's data, this tutorial equips you with the skills to download and reshape the data from wide to long format suitable for panel data analysis.
Unlock the potential of your data and enhance your analytical skills with this tutorial. Subscribe now for more data analysis insights, and stay tuned for future tutorials!
#eikon #refinitiv #Data #download #tutorial #screener #dataplatform #esg #accounting #financial #finance #research #lseg #esginvesting #datastream #sustainablefinance

[@searatali]

Dear Viewer, thank you for watching this tutorial. It appears that LSEG (formerly known as Refinitiv) has recently made some changes that may affect the list search results shown in the video. To find the appropriate list, please follow the steps outlined below: 1. Click on the "All indices" option located in the left-hand menu. 2. In the search bar, type "FR" and press Enter. 3. In the "Owner" column, select "LSEG indices" from the filter options. Following the above steps, you should now be able to see the LSEG indices such as "FR Australia", "FR Asia Pacific", "FR Global", "FR Pakistan", and "FR India", among others. I hope the above steps help you with your search. Please don't hesitate to ask me any more questions. Best regards, Searat

[@rishavkanoo913]

Sir i have tried to download....but couldn't able to download...could you please share your contact number?

[@YooJinHaki]

Sorry but can you give me your email address so I can express my problem to you clearly. I am also doing my master thesis by using this workspace but I have some problem which make me stop :( I dont have many time left so can you please help?

[@samuelefrasconi2317]

Thank you so much! I'm currently working for my MSc thesis and this video is what I was looking for. Keep up the great work!

[@searatali]

Thank you for sharing yourpositive feedback, Samuele. Good luck with your MSc thesis.

[@vibhatripathi9775]

Thank you for such detailed videos. These are really helpful. I am a faculty and this is really useful for my research work.

[@searatali]

Thank you for your positive feedback, Vibha.

[@harineemosur6530]

This video is a lifesaver. No one has given instructions like you and I have been struggling to figure out how to get timeseries data from Screener. Thank you so much.

[@searatali]

Thank you for the positive feedback. I am glad to know that the tutorial was helpful for your data collection.. Good luck with your research.

[@quratulain7433]

Thank you for making this video. It makes my work more easy. I suggest you to start making some videos related to STATA working too. 🙏🏻

[@searatali]

Thank you for your feedback, Qurat ul Ain. I am glad to hear that the tutorial was helpful for you. I have plans to include demonstrations on STATA, but currently, there is a lack of tutorials on data downloading in online platforms, which I aim to fill and contribute towards research community development.

[@usamalaiq7463]

that was great help👍

[@searatali]

Thank you for your positive feedback, Usama!

[@rusuradu4897]

great video, thank you

[@searatali]

Thank you for your kind appreciation, Rusu.

[@qasimmir1838]

Dear Dr. Seerat, God bless you for making this contribution. It has made my worries lessen. If you can assist, can this be done in Eviews as well? More prayers for you. Jazak Allah Khair!

[@searatali]

Dear Qasim, thanks for your positive feedback. Yes, reshaping can be done in Eviews as well. All the best!

[@JamieGao-n1s]

This video has been extremely helpful for me! Many thanks, Dr. Searat Ali！

[@searatali]

Thank you Jamie, for sharing your positive feedback.

[@Mysterious0759]

Sir please make videos on Bloomberg and prowess also

[@Timjonny880]

Very helpful. Thanks for sharing.

[@searatali]

You are most welcome, Tim.

[@quirinb6350]

could you please show in a video how to use the eikon screener to find all companies in a market over a certain period of time for which there is a specific ESG variable such as CO2 emissions. For example, all companies for which there is data since 10, 9, years etc. should be included. Many thanks in advance

[@searatali]

Hello Quirin, thank you for your inquiry. My suggestion is to download the data from the Screener app without worrying about the missing values. After that, you can use STATA to filter out the companies that have zero missing data on a variable of your interest, such as carbon emissions, during the sample period you have chosen, for example, from 2010 to 2020. Give it a try and let me know if you have any further questions.

[@JamieGao-n1s]

Dear Dr. Searat Ali, Quick question about grabbing financial data for multiple companies over several years, broken down by quarters. I've been trying to follow the steps from your instructional video, but I'm stuck on how to download data for specific quarters, like the second quarter of 2023. Any tips on how to manually input that info? Thanks a bunch!

[@searatali]

Dear Jamie, Thank you for your question. To get the data item quarterly, please follow these steps when launching the data item library: 1. Tick the "series" option for the desired data item. 2. Select "FQ" instead of "FY" from the drop-down menu in the parameter section. Alternatively, you can check out this tutorial, which explains another method of obtaining data using the Datastream Request Table: kzbin.info/www/bejne/sJK3gq2MfciLjNk. Select the "Quarterly" data frequency instead of "Yearly" in this method. Feel free to let me know if you have any further questions.

[@刘亚茹-o5i]

I entered “refinitiv usa", but it shows no results found, do you know how to address this, thanks!

[@searatali]

Dear @user-jm5oe8vy7e, thank you for your question. LSEG (formerly known as Refinitiv) has recently made some changes that may affect the list search results in the video. To find the appropriate list, please follow the steps outlined below: 1. Click the "All indices" option in the left-hand menu. 2. In the search bar, type "FR" and press Enter. 3. In the "Owner" column, select "LSEG indices" from the filter options. Following the above steps, you should now be able to see the LSEG indices such as "FR Australia", "FR Asia Pacific", "FR Global", "FR Pakistan" or "FR S&P 500", among others. I hope the above steps help you with your search. Please don't hesitate to ask me any more questions. Best regards, Searat

[@adamzurek4306]

Hi, thank you for your video. May I just ask if I select "fr united kingdom" then I will get all the companies in the UK? Because I am only getting like 280 companies and that sounds like a small number to me, but perhaps its right....?

[@searatali]

Hi Adam, thanks for reaching out. Yes, there are 280 firms in 'FR United Kingdom'. If you're looking for more firms from the United Kingdom, you can try two alternative methods. Method 1: 1. Click on the "All indices" option in the left-hand menu. 2. In the "Owner" column, select "FTSE" from the filter options. By following these steps, you should see the "FTSE ALLShare" which has 568 firms (not all firms have ESG data). Method 2: 1. Instead of searching for 'List", leave it empty. 2. Go to the quick filter section and add the filter "country of exchange" --> United Kingdom. By following these steps, you should see 2021 firms from the United Kingdom (not all firms have ESG data). Choose the method that best fits your research needs. I hope this helps. Feel free to ask any further questions.

[@adamzurek4306]

Thank you. But what does the "FR" command stands for? In other words, how would you describe "FR United Kingdom" list of companies? based on what are those 280 companies selected in "FR United Kingdom" command/list? Thanks you so much@@searatali

[@searatali]

@@adamzurek4306 these are just the names of indices, LSEG (ex Refinitiv) has used. I suggest you contact the Refinitiv product team to inquire about the criteria they have used to include firms in the "FR United Kingdom."

[@claraayu1369]

Assalamualaikum, dr do you know how to download data with isin code in boardex? I need it to combine with Eikon data. thank you

[@ekaterinakozello3219]

Hello! thank you for this video, could you please help me with the stata code for the same transformation of data but in quarterly terms?

[@wajidalikhan7933]

Great job...

[@searatali]

Thank you Wajid

[@linah.2655]

Thank you for your video. I habe a question: i want to screen for global M&A and wsnt to merge the data with another dataset afterwards. However, somehow I cannot get the ISIN code for the companies in the M&A transactions.. Do you know why this is the case?

[@searatali]

Dear Lina, thanks for your question. I plan to record a video on this later in the year. In the meanwhile, I suggest you use the Datastream code (Acquirer datastream and target datastream) for merging the M&A data with ESG data. Goid luck!

[@linah.2655]

@@searatali Thank you for your answer! However in the ESG list (from Fr Global) I cannot select datastream code for the companies :/

[@searatali]

For ESG data, use the "datastream formula" function in excel. As an example, see the link below to understand how screener and datastream are used together. unibocconi.libguides.com/c.php?g=705869&p=5087390

[@rishavkanoo913]

Sir i have tried but couldn't able to download....sir i am a PHD student from India....sir my PhD topic is related to ESG and sir to carry out my research i need ESG data as well as financial performance for data of Indian companies for last 10 years....sir could you please help me? .sir could you please share your contact number...?