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How the Summary tab metrics are scored

The Summary tab metrics are calculated from Datamaran's analysis of public data. This article explains how each one is scored, so you can read and explain the numbers with confidence.

It is the methodology companion to the Summary tab article [link: Understanding the Summary tab of a risk].

Why this matters

  • understand what each score means before you act on it
  • see which sources feed each metric
  • explain the numbers to your board or auditors with confidence

Level of Emphasis

Several metrics build on a Level of Emphasis score. Datamaran uses natural language processing to measure the volume, relevance and diversity of how a topic is discussed across company reports from the last three years, giving a score from 0 to 3:

  • 0: no mention
  • 1: low emphasis
  • 2: medium emphasis
  • 3: high emphasis

Each risk's score is the average of its underlying topics' Level of Emphasis, then converted to a percentile rank between 0 and 1.

The five metrics

Likelihood

How likely the risk is, relative to all analysed risks, based on how prevalent it is across all analysed sources. It draws on four sources: corporate reports (average emphasis), hard laws (regulatory volume), soft laws (initiative volume), and news (story volume). Each is converted to a percentile rank and averaged.

Scale: High (0.5 or above) or Low (below 0.5).

Impact

The anticipated impact on your company, based on the emphasis placed on related disclosures in your most recent annual sustainability and financial reports.

Scale: High (0.5 or above) or Low (below 0.5).

Velocity

The direction of change in the likelihood score over the past three months.

  • Positive: increased by two ranks or more
  • Neutral: unchanged, or a change of one rank either way
  • Negative: decreased by two ranks or more
Public Risk Disclosure

Whether the risk appears in the risk factors section (or equivalent) of your most recent 10-K or Annual Report, going back three years. This metric does not use Level of Emphasis.

  • No: no coverage
  • Partial: at least one topic not covered
  • Full: all topics covered
Overall Disclosure Benchmark

Your position relative to the peers you selected in the Risk Analysis setup, based on external disclosure across all annual reports. It uses the average Level of Emphasis by risk to set the tier.

  • Lead: above peer disclosure
  • Middle: in line with peers
  • Lag: below peer disclosure