Climate Price

Climate Price estimates the share of a listed company's annual EBITDA exposed to physical climate risk (EBITDA-at-Risk) and shows what drives it, where headline company climate scores cannot be traced to their causes.

The product identifies a company's facilities from its public filings; AlphaGeo markets the analysis as covering corporate facilities and supply chains. For each location it draws on two AlphaGeo layers: the Climate Risk & Resilience Index (CRRI), a resilience-adjusted measure of exposure to heat, flood, wind, wildfire and drought, and Financial Impact Analytics (FIA), which translates that exposure into six EBITDA channels: operational downtime, operational efficiency, workforce productivity, and insurance, utility and maintenance costs. AlphaGeo states that CRRI integrates 85 data sources, including satellite observations, Copernicus data, ERA5-Land reanalysis and NASA NEX-GDDP-CMIP6 climate projections. Facility results are aggregated into a company figure, with Climate VaR (10-year NPV loss), a climate valuation discount, incremental CapEx, insurance-premium growth, insurability exposure, a 0-100 composite risk score and a sector percentile.

Results cover the SSP2-4.5, SSP3-7.0 and SSP5-8.5 scenarios at 2035 and 2050 horizons, with global geographic coverage and a stated confidence range of plus or minus 30% on every figure. Each estimate decomposes by facility, channel and hazard and is tied back to a source quote in the company's filing. The initial universe covers listed issuers in Real Estate, Industrials, Utilities, Information Technology, Energy and Communication Services. AlphaGeo names public equity and credit investors, private equity, asset managers, banks and corporate strategy teams as users, for security selection, credit analysis, portfolio stress testing and TCFD, IFRS S2 and California SB 261 disclosure.