Performance Tests of Volume, Insight, and ESG Activity Signals

Global Backtest Results for Truvalue Data™, SASB Codified Standard, 2008-2019

The backtest study results reveal the effectiveness of timely ESG signals as screening tools and quantitative “alpha” factors against a wide variety of global and regional equity benchmarks.  

WP_PerfTest_ESGActivitySignal

Read the Summary

To access the full white paper and a deeper dive into how the study was conducted, please submit the form.

You'll learn more about:

  • How combining the Truvalue Labs’ Insight signal and Volume data creates an ESG Activity Signal that generates alpha and is additive to Smart Beta Strategies.
  • How historic returns compare with Truvalue Labs’ scores, viewed as standalone and by sector, geography, and data volume.
  • 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 multi-factor models, and to direct further in-depth ESG research by fundamental analysts.