Open:FactSet Forum

Finding Alpha in a New Global ESG Dataset Using SASB’s Standards

In a recently published whitepaper, Truvalue Labs tested the effectiveness of timely ESG signals as screening tools and quantitative “alpha” factors against a wide variety of global and regional equity benchmarks.

Join Dr. Stephen Malinak as he walks through his recent backtest findings exploring the performance of Truvalue Labs’ ESG Activity Signal.

In this webinar, Dr. Malinak covers:

  • How combining the Truvalue Labs’ Insight signal and ESG Data Volume creates an ESG Activity Signal that generates alpha and is additive to Smart Beta Strategies.
  • How relative returns compare across regions.
  • How Truvalue Labs’ signals can be used to screen for high and low ESG performance, in long-short quant strategies, in combination with other quant factors in multifactor models, and to direct further in-depth ESG research by fundamental analysts.

Download the webcast to learn more: