Access Recorded Webinar and White Paper

Combining ESG with Other Well-Known Factors to Reduce Risk and Increase Returns

Though factor investing has grown in popularity in recent decades, adding new factors only helps if they are sufficiently uncorrelated to reduce risk and/or increase returns.  Truvalue Labs demonstrates how adding ESG as a risk premium on top of five well-known factors proves to be an additive and uncorrelated source of alpha.

Submit the form to access the recorded webinar, white paper and other related resources to learn:

  • How extensive testing of Truvalue Labs’ ESG factor shows that it both reduces risk and increases returns when applied to most popular equity benchmarks.

  • How the Truvalue Labs' ESG factor combines with five well-known quant factors  across a variety of market conditions and geographic regions.

  • How an ESG factor can be considered an investment factor in its own right.

Research Team

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Stephen Malinak, PhD
Chief Data and Analytics Officer
Truvalue Labs

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Shirley Birman
Quantitative Consultant
Truvalue Labs