Sustainalytics has launched ESG Signals – a quantitative portfolio and risk management tool for investment fund managers that provides opportunity and risk signals based on environmental, social and governance (ESG), financial and trading data. The tool was created in collaboration with Advestis.
According to an article published by Just Means on January 30, 2017 “ESG Signals combines ESG data and quantitative modeling to help portfolio managers and heads of research identify and monitor portfolio risk and opportunities. ESG Signals can also be used as a portfolio construct, enabling index providers to build and modify current or new indices. Combining seven years of research on 1,600 companies and trading/financial data from Advestis, ESG Signals facilitates the investment selection process by identifying an opportunity, assessing a neutral-weighting, or highlighting a risk signal for each individual security being analyzed.”
In an interview, Antonio Celeste, Directior of Institutional Relations at Sustainalytics, introduced the tool.
You may read the article/interview on the Just Means internet site.