Download ESG Data
YFinance.get_ESG
— Functionget_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 tofalse
. 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