Download ESG Data

get_ESG(symbol::String)

Retrievs ESG Scores from Yahoo Finance stored in a OrderedCollections.OrderedDict with two items. One, score, contains the companies ESG scores and individal Overall, Environment, Social and Goverance Scores as well as a timestamp of type DateTime. The other, peer_score, contains the peer group's scores. The subdictionaries can be transformed to DataFrames

Arguments

• smybol::String is a ticker (e.g. AAPL for Apple Computers, or ^GSPC for the S&P500)

• throw_error::Bool defaults to false. If set to true the function errors when the ticker is not valid. Else a warning is given and an empty OrderedCollections.OrderedDict is returned.

Examples

julia> get_ESG("AAPL")
OrderedDict{String, OrderedDict{String, Any}} with 2 entries:
  "score"      => OrderedDict("symbol"=>"AAPL", "timestamp"=>[DateTime("2014-09-01T00:00:…
  "peer_score" => OrderedDict("symbol"=>"Technology Hardware", "timestamp"=>[DateTime("20…

julia> using DataFrames
julia> get_ESG("AAPL")["score"] |> DataFrame
96×6 DataFrame
 Row │ symbol  timestamp            esgScore    governanceScore  environmentScore  socialScore 
     │ String  DateTime             Real?       Real?            Real?             Real?       
─────┼─────────────────────────────────────────────────────────────────────────────────────────
   1 │ AAPL    2014-09-01T00:00:00       61               62                74           45
   2 │ AAPL    2014-10-01T00:00:00       60               62                74           45
   3 │ AAPL    2014-11-01T00:00:00       61               62                74           45
  ⋮  │   ⋮              ⋮               ⋮              ⋮                ⋮               ⋮
  95 │ AAPL    2022-07-01T00:00:00  missing          missing           missing      missing    
  96 │ AAPL    2022-08-01T00:00:00       16.68             9.18              0.65         6.86
                                                                                91 rows omitted