Lenses

We use our new Compare tool to compare ESG characteristics of the S&P 500, NASDAQ, and Russell 3000.

Introducing our new framework that merges ESG data with traditional equity factor models.

We decompose the “G” in "ESG" to find out what KPIs have steered performance in the Governance space

We decompose the “S” in "ESG" to find out what KPIs have steered performance in the Social space.

We decompose the “E” in ESG to find out what elements have steered performance in our Environmental basket

Using our ESG framework, we measure performance for our Environmental, Social, and Governance portfolios separately.

We compare our base and sector neutral ESG portfolios to see which approach is better for ESG portfolio construction.

We introduce our ESG factor framework and look at how an aggregate ESG portfolio has performed over time.

We use our normalized return framework to identify other overbought and oversold factors in US and Worldwide models.

We take a look at Growth and Momentum which both sit relatively high in our normalized return framework and could be due for a reversion.