ESG Risk Ratings

ESG Risk Ratings by Morningstar Sustainalytics provides a multi-dimensional assessment of companies' exposure to industry-specific environmental, social, and governance risks, along with their management of those risks.

Reviewed by 7wData
API Available

On this page

Publisher review

ESG Risk Ratings by Morningstar Sustainalytics provides a multi-dimensional assessment of companies' exposure to industry-specific environmental, social, and governance risks, along with their management of those risks. It targets institutional investors, asset managers, and corporations seeking to integrate ESG factors into investment decisions and risk management. The ratings cover over 16,000 companies globally, including major indices, and categorize risks into five severity levels from negligible to severe.

This tool is designed to evaluate how ESG factors may impact a company's enterprise value, offering an absolute measure of risk rather than a relative industry ranking. The methodology employs a two-dimensional materiality framework, assessing both the exposure to and management of ESG risks, with updates applied monthly based on standardized scores and continuous monitoring of emerging risks. Notable enhancements in May 2024 included upgrades to the Corporate Governance baseline and the introduction of standalone Material ESG Issues for Corporate and Stakeholder Governance, affecting 9% of rated companies.

Competitors like MSCI ESG Ratings and Asset4 offer alternative approaches, with MSCI focusing on industry-relative letter ratings (AAA to CCC) and covering over 17,000 issuers. While ESG Risk Ratings provide a transparent and systematic methodology, they are highly dependent on data quality and may require significant resources for implementation. The ratings also face challenges from evolving ESG standards, which can influence score stability. Pricing is typically subscription-based, though exact figures are not publicly disclosed.

Get the AI & data signal, daily.

335k+ subscribers read this every morning. One email, both newsletters. Unsubscribe anytime.

How it works

  1. Multi-dimensional risk assessment

    Evaluates exposure to and management of industry-specific ESG risks across 200 indicators and 1,800 data points.

  2. Severity categorization

    Classifies risks into five levels from negligible to severe, providing an absolute risk measure.

  3. Global coverage

    Assesses over 16,000 companies, including major global indices, with monthly updates.

  4. Materiality framework

    Uses a two-dimensional approach to evaluate both risk exposure and management effectiveness.

  5. Alternative data integration

    Incorporates non-traditional data sources to identify risks beyond standard financial analysis.

  6. Corporate Governance enhancements

    May 2024 updates introduced standalone metrics for Corporate and Stakeholder Governance.

  7. Peer benchmarking

    Enables comparison against industry peers to identify leaders and laggards in ESG performance.

Strengths and trade-offs

Strengths

  • Transparent methodology with 200 indicators and 1,800 data points ensures comprehensive risk profiling.
  • Monthly updates and continuous monitoring provide timely insights into emerging ESG risks.
  • Covers 16,000+ companies, offering broad comparability across global markets and sectors.
  • May 2024 enhancements to Corporate Governance metrics reflect responsiveness to evolving ESG standards.

Trade-offs

  • Ratings can shift significantly with methodology changes, as seen in the 9% category reassignment in May 2024.
  • Heavy reliance on self-reported and alternative data raises accuracy concerns without independent verification.
  • Subscription-based model lacks transparent pricing, complicating cost-benefit analysis for smaller firms.
  • Absolute risk scoring may lack context compared to industry-relative approaches like MSCI's AAA-CCC ratings.

Pricing context

Subscription-based model; exact pricing not publicly disclosed.

Getting started with ESG Risk Ratings

  1. Request access

    Contact Morningstar Sustainalytics sales to inquire about subscription options and pricing for ESG Risk Ratings. Provide your institutional details and intended use case.

  2. Complete onboarding

    Receive login credentials and complete any required compliance documentation. Attend training sessions to understand the rating methodology and platform navigation.

  3. Select coverage universe

    Choose which of the 16,000+ rated companies to monitor based on your investment portfolio or research focus. Filter by region, sector, or risk level as needed.

  4. Analyze risk profiles

    Review company ESG Risk Ratings across the five severity levels. Examine exposure and management scores for material issues relevant to your analysis.

  5. Set monitoring alerts

    Configure notifications for rating changes or emerging risks in your tracked companies. Schedule monthly reviews to incorporate updated assessments into your workflow.

Frequently Asked Questions

What are ESG Risk Ratings?

ESG Risk Ratings by Morningstar Sustainalytics assess companies' exposure to environmental, social, and governance risks and their management of those risks. They help investors and corporations integrate ESG factors into decisions, covering 16,000+ companies globally with severity levels from negligible to severe.

How do ESG Risk Ratings work?

ESG Risk Ratings use a two-dimensional materiality framework, evaluating both risk exposure and management effectiveness. They analyze 200 indicators and 1,800 data points, categorizing risks into five severity levels. Monthly updates ensure timely insights, with recent enhancements in Corporate Governance metrics.

What companies are covered by ESG Risk Ratings?

ESG Risk Ratings assess over 16,000 companies globally, including major indices. Coverage spans multiple sectors, providing broad comparability. Updates are applied monthly, incorporating emerging risks and alternative data sources to enhance accuracy and relevance.

How do ESG Risk Ratings compare to MSCI ESG Ratings?

ESG Risk Ratings provide an absolute risk measure, while MSCI uses industry-relative letter ratings (AAA to CCC). Morningstar covers 16,000+ companies; MSCI covers 17,000+. ESG Risk Ratings focus on exposure and management, whereas MSCI emphasizes industry benchmarks.

What are the strengths of ESG Risk Ratings?

ESG Risk Ratings offer a transparent methodology with 200 indicators and 1,800 data points. Monthly updates ensure timely insights, and global coverage allows broad comparability. Recent enhancements, like standalone Corporate Governance metrics, reflect responsiveness to evolving ESG standards.

What are the limitations of ESG Risk Ratings?

ESG Risk Ratings rely heavily on self-reported and alternative data, raising accuracy concerns. Methodology changes can shift scores, as seen in May 2024 reassignments. Subscription pricing lacks transparency, and absolute risk scoring may lack industry context compared to relative approaches like MSCI.

Alternatives

How ESG Risk Ratings compares

Direct head-to-head against 2 competitors. Picked by 7wData.

This tool

ESG Risk Ratings

Pricing
Subscription-based model; exact pricing not publicly disclosed.
Target
ESG Risk Ratings by Morningstar Sustainalytics provides a multi-dimensional assessment of companies' exposure to industry-specific environmental, social, and governance risks, along with their management of
Strength
Transparent methodology with 200 indicators and 1,800 data points ensures comprehensive risk profiling.
Watch for
Ratings can shift significantly with methodology changes, as seen in the 9% category reassignment in May 2024.

Sustainalytics ESG Risk Ratings

Pricing
Custom/Contact sales
Target
Investors assessing ESG risks
Deployment
Cloud-based
Strength
Industry-specific ESG risk assessment
Watch for
Complex pricing structure

Morningstar Sustainability Rating

Pricing
Custom/Contact sales
Target
Fund managers and investors
Deployment
Cloud-based
Strength
Fund-level ESG risk evaluation
Watch for
Limited to funds and ETFs

User reviews

No user reviews yet. Be the first to write one.

Sources

Reporting on this tool draws on these publicly available sources.

  1. www.facebook.com
  2. www.msci.com
  3. www.sustainalytics.com
  4. www.sustainalytics.com
  5. www.sustainalytics.com
  6. www.sustainalytics.com