This dataset is the population of the public companies from the Brazilian Stock Market (B3, 2023). The authors use the list of 100 more liquidity companies on B3. Once the authors collected the 100 most liquid companies, based on the trade shares during the period of 5 years (2017 to 2021), the authors analysed the database and eliminated all the companies with missing data during the period of 5 years. In the end of the depuration process, the authors have 93 publicly traded companies collected from the Economatica database system from the year 2017 to 2021, performing a dataset of 465 observations for 5 years. The authors observed 81 companies linked to at least one ESG-related index and 12 companies without connection to ESG. The companies used were only the ones that have all data available in all years.