Sustainalytics Launches ESG Signals
(Thomson Reuters ONE) -
New Investment Support Tool Combines Big Data and Quantitative Modeling to
Identify Portfolio Risk and Opportunity
AMSTERDAM, Netherlands, Dec. 14, 2016 (GLOBE NEWSWIRE) -- Sustainalytics, a
leading global provider of ESG and corporate governance research and ratings,
today launched ESG Signals, an innovative quantitative tool that provides
securities-level financial risk and opportunity signals based on environmental,
social and governance (ESG), trading and financial data. ESG Signals analyzes
thousands of correlations between variables over time and applies machine
learning to extract meaningfully predictive risk/opportunity signals.
Sustainalytics developed ESG Signals in collaboration with Advestis, a FinTech
company that specializes in machine learning and big data techniques for asset
management firms. ESG Signals combines seven years of Sustainalytics' ESG
research on more than 1,600 companies with trading and financial data from
Advestis to provide heads of research and portfolio managers with a portfolio
monitoring, alerting and investment decision support tool. In addition, asset
managers and index providers can use ESG Signals to develop new products.
For every portfolio security, ESG Signals delivers either an opportunity,
neutral or risk signal output. To test the findings, Sustainalytics and Advestis
applied ESG Signals to a large cap, market weighted index. The index was
adjusted to apply three ESG strategies: normative exclusion, best-in-class
selection and a combination of the two. The reweighted indices outperformed the
benchmark between 110 and 430 basis points annually, depending on the frequency
of rebalancing adopted.
"For almost 25 years, Sustainalytics has been at the forefront of supporting
ESG-related investment strategies," said Sustainalytics' President and Chief
Operating Officer, Bob Mann. "ESG Signals further underscores our commitment to
innovation by exploiting big data techniques, quantitative modeling and machine
learning to examine the links between ESG and financial performance factors. Our
goal is to help investment managers identify and leverage ESG indicators with
the most meaningful predictive value."
To date, ESG integration strategies have been largely qualitative in nature,
primarily implemented as part of a qualitative process for risk mitigation. As
ESG factors become increasingly important considerations among mainstream
investors, asset managers are looking for investment tools that have the ability
to consistently and algorithmically analyze performance-based correlations to
identify the most influent variables and in what circumstances they are most
influent.
"ESG variables provide additional information not fully captured by today's
financial or trading variables," said Advestis' CEO Christoph Geissler.
"Leveraging Sustainalytics' high quality research and extensive ESG experience
provides investors with a more comprehensive picture of a portfolio company's
risks and opportunities. We are glad to be partnering with Sustainalytics to
develop ESG Signals and applaud them for their commitment to product
innovation."
For more information on ESG Signals, please visit here.
About Sustainalytics
Sustainalytics is an independent ESG and corporate governance research, ratings
and analysis firm supporting investors around the world with the development and
implementation of responsible investment strategies. With 14 offices globally,
Sustainalytics partners with institutional investors who integrate
environmental, social and governance information and assessments into their
investment processes. Today, the firm has more than 300 staff members, including
170 analysts with varied multidisciplinary expertise of more than 40 sectors.
Through the IRRI survey, investors selected Sustainalytics as the best
independent responsible investment research firm for three consecutive years,
2012 through 2014 and in 2015, Sustainalytics was named among the top three
firms for both ESG and Corporate Governance research. For more information,
visit www.sustainalytics.com.
About Advestis
Advestis is a Paris-based FinTech that specializes in machine learning and big
data techniques for asset management firms. Founded in 2011 by Christopher
Geissler, Advestis employs four full-time professionals and is backed by three
senior members of its Scientific Advisory board. Geissler is a financial data
scientist with more than 30 years of experience in quantitative finance and
machine learning. The firm invests more than 75 percent of its revenues in
research and development, and has been awarded the 'Innovating Fintech' label by
Finance Innovation for its work with Sustainalytics on ESG Signals. Advestis'
capital is owned primarily by the founder, members of its Scientific Board, and
Quinten, a Paris-based data science company operating primarily in the
healthcare and insurance sectors. For more information,
visit www.advestis.com/en/.
Disclaimer
Nothing contained in this press release and tool shall be construed as to make a
representation or warranty, express or implied, regarding the advisability to
invest in or include companies in investable universes and/or portfolios. The
performance represented is historical; past performance is not a reliable
indicator of future results and results and the information provided in this
press release and tool is not intended to be relied upon as, nor to be a
substitute for specific professional advice and in particular financial advice.
The information is provided "as is" and, therefore Sustainalytics assumes no
responsibility for errors or omissions. Sustainalytics accepts no liability for
damage arising from the use of press release, tool or information contained
herein in any manner whatsoever.
Media Contacts:
Sarah Cohn, Director of Marketing
sarah.cohn(at)sustainalytics.com
P) +1 646.963.6944
Werner Schoeman, Marketing Manager
werner.schoeman(at)sustainalytics.com
P) +31 20 205 0048
This announcement is distributed by Nasdaq Corporate Solutions on behalf of Nasdaq Corporate Solutions clients.
The issuer of this announcement warrants that they are solely responsible for the content, accuracy and originality of the information contained therein.
Source: Sustainalytics via GlobeNewswire
Datum: 14.12.2016 - 10:00 Uhr
Sprache: Deutsch
News-ID 512728
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Kategorie:
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