Open:FactSet Forum

Integrate ESG into a portfolio

In their latest paper, the Macquarie ESG Research team looks at the common techniques of implementing ESG and the impact it has on portfolio characteristics. They particularly focus on how ESG factors will affect the portfolio characteristics of a traditional factor portfolio and they also analyse the benefit of sustainable investing during the recent Covid-19 crisis.

In the paper they present different data provider but for the quantitative analysis they chose Arabesque S-Ray as they were drawn to our utilization of artificial intelligence when building signals and availability of data around different sustainability topics such as emissions, water, waste, etc.

Please find here the link to the full research, if you are interested in discovering more!