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Hi everyone!
Morningstar provides an ESG rank for each stock in their data. I wondered since the fundamental data is provided by them, is this score available to use it in the algos as a fundamental factor?
Is there a sentiment factor available also?
Thank you.
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Lucas
Hi S.T.E
I do not think that the ESG rank is provided, only the fundamental factors and references. The fundamental factors can be found here:
If you are looking for sentiment factor, you could take a look at Tiingo or Brain at:
Â
Have a good day
Lucas
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Varad Kabade
Hi S.T.E,
No, the dataset we have acquired from Morningstar does not include ESG ranking.
Regarding using sentiment as the factor we recommend going through the following dataset pages :
Â
Best,
Varad Kabade
S.T.E
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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