DJSI: Extensive sustainability analysis of the world’s largest companies
Founded in 1999, the DJSI (Dow Jones Sustainability Index) is arguably the most well-known index on corporate sustainability valuation. The DJSI, or Dow Jones Sustainability Index, is a stock exchanges index, which includes Environmental, Social and Governance (ESG) criteria into the ranking. Among the world’s 2,500 largest corporations listed on the S & P Global Broad Market Index are those companies identified that provide the best sustainability performance in terms of economic, environmental and social considerations in their respective industries. DJSI World captures the top ten percent of all participating companies (across all sectors). There are also other indices related to geographical constraints, such as DJSI North America / DJSI Europe / DJSI Asia Pacific / Australia / Chile or Korea, DJSI emerging markets.
The data required for the measurement is primarily generated by a questionnaire, which companies have to fill out. In addition, publicly available documents (e.g. annual report, sustainability report) as well as direct contacts with relevant companies count as sources of information. The questionnaire is sent out and analyzed, by the Swiss investment company RobecoSAM, which is specialized in sustainability investment. RobecoSAM is doing the analysis of central data as well.