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This methodology sets out how screening works on the Integrum ESG Platform for companies, funds and countries: how a screen is built from criteria on any ESG metric, score, grade, country, sector or financial figure, how criteria combine with AND and OR, how scores can be screened on current, previous or year-on-year values and how results are ranked and exported. Every screen runs on the user’s chosen scoring profile, so results reflect the firm’s own customisations.
Scope
What can be screened
Screens can run across the entire coverage universe or within a single portfolio, on companies, funds or countries. The same logic applies to each: criteria, AND and OR, thresholds and year-on-year values. A screen can be broad, such as every company in a country, or highly specific, combining several metrics, thresholds and classifications.
| Field type | Examples |
|---|---|
| Scores and grades | ESG, Sustainability, Governance and Impact scores and grades |
| Specific metrics | Any individual ESG or impact metric, such as GHG emissions or the percentage of the board that are women |
| Classification | Country, sector and subsector |
| Financials | Revenue, market capitalisation and enterprise value, in $M |
| Sentiment | Live ESG sentiment score, set out in our ESG Controversies and Sentiment Methodology |
Fund screens use fund-level scores and grades built from each fund’s holdings, as set out in our Fund ESG Ratings Methodology. Country screens use sovereign ESG scores, set out in our Sovereign ESG Scores Methodology. The worked examples below are company screens, and fund and country screens are built in the same way.
Method
Building a screen
- Add criteria Each field is one search criterion: a country, a sector, a score or a specific metric. Criteria are added one at a time.
- Combine them Criteria combine with AND, where a company must meet every criterion, or OR, where it must meet at least one.
- Set thresholds Numeric criteria take an operator (<, ≤, >, ≥ or =) and a threshold value.
- Choose the columns The results show sector, subsector, country, ESG score and grade, Sustainability, Governance and Impact scores and sentiment score by default, and any other data point can be added as a column.
- Run, save and reuse A screen runs almost instantly. Screens can be saved and loaded again, so a recurring screen can be rerun as company data updates.
Values
Current, previous and year-on-year values
Every score can be screened on three bases:
| Basis | What it finds |
|---|---|
| Current | Companies by their latest score, for example a Governance score above 2.5 |
| Previous | Companies by their score in the previous year |
| Year-on-year change | Companies whose score has improved or deteriorated, by how much, for example a fall of more than 0.5 in Governance score |
Screening on year-on-year change finds companies whose ESG profile is moving, which a screen on current scores alone would miss. Company data is updated within 10 days of a new disclosure, so changes appear soon after a company reports.
Worked examples
Worked examples
US companies with a deteriorating Governance score
- Country Add Country and select the United States.
- Governance score Add Governance Score with AND, choose YoY Change and set it to less than 0.
- Run and sort Run the screen and sort by Governance Score (YoY Change) to rank companies by the size of the fall, largest first.
- Narrow it Add Sub-sector with AND to focus on a single subsector, or export the full list.
Board gender diversity among large companies
Add the specific metric Percentage of board that are women (current) with a threshold of 20% or more, then add Market Cap ($M) with AND and a minimum value. The result is a peer set of large companies with at least 20% women on the board, ready to compare or export.
Results
Results and exports
Sort and filter
Results can be sorted and filtered by any column heading.
Company pages
Each company in the results opens to its company page, where every score has a Glass Box showing the evidence behind it.
Export
Any screen exports to Excel or CSV in one click, or to a report through the reporting tool.
Benchmarks
A screen can build a peer set to show what a strong score looks like in a given country, sector or size band.
The scores behind each result, and how they compare with peers, are explained in our Company ESG Scores and Glass Box Methodology and Heatstrips and Peer Benchmarking Methodology.
Profiles
Profiles and customisation
Screens run in whichever scoring profile the user selects. When a profile carries the firm’s own metric weightings or exclusions, the scores returned by the screen reflect those customisations. Running the same screen in the Uncustomised profile returns results on the default methodology.
For exclusion screening by revenue from controversial activities, see our Controversial Activities Methodology.
FAQs
Frequently asked questions
What can I screen?
Companies, funds and countries. Company screens can use ESG, Sustainability, Governance and Impact scores and grades, any specific ESG or impact metric, country, sector, subsector, revenue, market capitalisation, enterprise value and sentiment. Fund screens use fund-level scores built from holdings, and country screens use sovereign ESG scores.
Can I screen for companies whose ESG scores are getting worse?
Yes. Every score can be screened on its year-on-year change, with a threshold, so a screen can find companies whose score has fallen and rank them by the size of the fall.
How do AND and OR work in a screen?
AND requires a company to meet every criterion. OR requires it to meet at least one.
Can I screen within my own portfolio?
Yes. Screens can run across the entire coverage universe or within any uploaded portfolio.
Can I export the results?
Yes. Any screen exports to Excel or CSV in one click.
Do screens use my firm’s own scoring weights?
Yes. Screens run in the selected profile, so results reflect any customised weightings or exclusions held in it.
Run your own screen
Speak to our team to build a screen on your own criteria, across the full coverage universe or within your portfolios.