Bringing you live news and features since 2006 

New Study from Calvert Investments highlights alpha-generating potential of integrated ESG analysis


Responsible investment manager Calvert Investment Management has partnered with Professor George Serafeim of the Harvard Business School to publish “The Financial and Societal Benefits of ESG Integration: Focus on Materiality.” 

The study, the second paper in the Calvert-Serafeim series, explores how systematic analysis of material environmental, social and governance (ESG) data may be able to help portfolio returns without adding additional risk.

The paper finds in a market environment that increasingly precludes alpha generation based purely on an analysis of financial metrics, the proper integration of ESG information into investment analysis can uncover risks and opportunities that markets have not yet valued.

“As the correlation between companies’ sustainability initiatives and their financial performance crystallises, investors need to be factoring material ESG data into their investment evaluation and decision-making process,” says Calvert Investments CEO John Streur (pictured). “This new paper in the Calvert-Serafeim series reinforces decision-making by asset managers and owners of all sizes that seeks to allocate capital in a manner that rewards good corporate behaviours identified via integrated ESG analysis. We are excited to be on the forefront of establishing a research platform that separates the financially material from the financially immaterial information when evaluating ESG factors.”

Latest News

Morningstar has published a review of the European ETF market for the first quarter 2024, which finds that it gathered..
ETF data consultant ETFGI reports that assets invested in the global ETF industry reached a new record of USD12.71 trillion..
Calastone has published an ETF white paper which examines several of the processes that take place across the lifecycle of..
Adapting product lines to fit into changing methodologies and meet shifting demand is essential to remaining relevant in the industry..

Related Articles

Kristen Mierzwa, FTSE Russell
Index Investments Group (IIG), a division within index provider FTSE Russell, has extended its range of indices through two new...
US ETF issuers of active ETFs are facing an increase in fees from the big custodian firms, such as Charles...
Taylor Krystkowiak, Themes ETFs
Themes ETFs opened its doors in December 2023, with an introductory suite of 11 ETFs – seven thematic and four...
Konrad Sippel, Solactive
At the end of March, financial index specialist, Solactive, published its 2024 annual report on future trends.  ...
Subscribe to the ETF Express newsletter

Subscribe for access to our weekly newsletter, newsletter archive, updates on the site and exclusive email content.

Marketing by