Performance Tests of Truvalue Labs Insight, ESG Momentum, and Volume Signals

U.S. large cap results for the FTSE Russell 1000 and S&P 500 Stock Universe, 2007-2017

This white paper tests the effectiveness of timely Environmental, Social, and Governance (ESG) signals as screening tools and quantitative “alpha” factors for large-cap U.S. stocks included in the S&P 500 and Russell 1000 benchmarks over the past ten years. Truvalue Labs’ timely ESG data and analytics scored by artificial intelligence constitute a new tool for the investment industry.
Performance

Learn more about:

  • ESG scores and factors that led to outperformance versus the S&P 500 and Russell 1000 benchmarks over a ten-year periodR
  • Signals that are effective tools for stock picking purposes and portfolio construction.
  • ESG alpha findings suggesting longer-term, fundamental value creation from ESG factors.

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