Bli medlem
Bli medlem

Du är här


Sustainalytics: Sustainalytics Launches ESG Signals

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

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

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
P) +1 646.963.6944

Werner Schoeman, Marketing Manager
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

Författare Hugin

Tala om vad ni tycker

Tala om vad ni tycker

Ni är just nu inne på en betaversion av nya aktiespararna. Lämna gärna feedback på vad ni tycker i formuläret nedan.