ESG Search API

What is the source of the Environmental, Social, and Governance (ESG) ratings and scores data?

We source our ESG data from company filings where we apply NLP to extract those keywords: -Social = 'Accident, (Adult AND entertainment), Alcohol, Anti-personnel, Behavior, Charity, (Child AND Labor), Community, Controversial, Controversy, Discrimination, Gambling, Health, Human capital, Human rights, Inclusion, Injury, Labor, Munitions, Opposition, Pay, Philanthropic, Quality, Responsible.' -Environment = 'Biodiversity, Carbon, Cleantech, Clean, Climate, Coal, Conservation, Ecosystem, Emission, Energy, Fuel, Green, Land, Natural, Pollution, (Raw AND materials), Renewable, Resources, Sustainability, Sustainable, Toxic, Waste, Water.' -Governance = 'Advocacy, Bribery, Compensation, Competitive, Corruption, (Data AND breach), Divestment, Fraud, (Global AND Compact), GRI, (Global AND Reporting AND Initiative), Independent, Justice, Stability, Stewardship, Transparency.' Those are the key concepts that we extract from the statements to create the score. We then, with NLP, create the sentiment score to finally create a ranking score. We have developed our methodology based on available frameworks. We also compare each company to the industry benchmark to be able to rank ESG companies compared to their peers. For the bounds of the rating, a score of 0 is the worst and 100 is the best, so a 50 would be average. You can read more here https://site.financialmodelingprep.com/developer/docs/esg-score-api/

What are the basis for ESG Risk Ratings provided by your company?

Our ESG Risk Ratings are based on a comprehensive analysis of environmental, social, and governance factors that impact a company's sustainability and ethical practices. These factors are evaluated using a combination of qualitative and quantitative data to provide a holistic view of a company's ESG performance.

How are sentiment scores computed for the Stock News Sentiments RSS Feed API?

The sentiment scores for the Stock News Sentiments RSS Feed API are computed based on the number of positive and negative/neutral comments received in a 24-hour period. For example, if there are 500 positive comments and 500 negative/neutral comments, the sentiment score would be calculated as (500 * 1) + (500 * 0) = 500. The average mentions per day value would then be 500 / 1000 = 0.5. Additionally, the Average Hype Index (AHI) and Relative Hype Index (RHI) are calculated to provide further insights into sentiment.

How can I retrieve the tickers included in an index using your API?

To retrieve the tickers included in an index using our API, you can make a request to the following endpoint: https://financialmodelingprep.com/stable/etf-holder-bulk. This will provide you with the information you are looking for.

Can I access key financial metrics and ratios through the Financial Statement APIs?

Yes. In addition to the core financial statements, FMP's Financial Statement APIs include endpoints for essential financial ratios and key metrics. These cover indicators such as earnings per share (EPS), return on equity (ROE), debt-to-equity, and over two dozen other KPIs commonly used in valuation models and screening tools. This makes the data especially valuable for portfolio managers, fintech platforms, and academic researchers.

How does the API calculate sector performance?

The API calculates sector performance by taking the average change percentage of all the companies within that sector. The change percentage can be found on the quote endpoint, while the sector information can be found on the profile endpoint.

Is the financial scores data provided by the /stable/financial-scores endpoint based on 10-K data or 10-Q data?

The financial scores data provided by the /stable/financial-scores endpoint is based on 6/8-K data until the 10-Q/K data gets released, at which point it overrides the previous data.