In 1991, the MSCI ESG KLD STATS universe was initially composed of the constituents of the MSCI KLD 400 Social Index & the S&P 500. The MSCI ESG KLD STATS time series expanded its coverage in 2001 to include the top 1000 U.S. companies by market capitalization, as of December. In 2003, it expanded its coverage to include the top 3000 U.S. companies by market capitalization, as of December of each year. Finally, the MSCI ESG KLD STATS time series expanded its coverage in 2013 to include non-U.S. companies.
Summary of Data Contained in each Annual MSCI ESG KLD STATS spreadsheet:
How to access this database
Integrated in WRDS. See WRDS (link) for more information.
How to use this database
See Manuals and Overviews on WRDS (link). Additional information on the MSCI website (link)