Search Results

Showing 161 - 170 of 190 results for "quantitative"

AMP Capital identifies ESG risks to Australian retailers

RACHEL ALEMBAKIS  |  FRIDAY, 22 NOV 2013  |  NEWS
... disclosure around staff engagement metrics, and there is a lack of uniformity in the metrics and the explanation of the quantitative measures in public disclosures. "Staff engagement is an interesting one," he said. "Companies will often refer to participation ...

MSCI launches MSCI ESG DataMetrics

RACHEL ALEMBAKIS  |  FRIDAY, 18 OCT 2013  |  NEWS
MSCI has launched MSCI ESG DataMetrics, a comprehensive set of metrics to facilitate quantitative analysis of environmental, social and environmental data. MSCI ESG DataMetrics can be used in the development of proprietary ESG models and reporting on ...

Inalytics, PIRC find corporate governance, share price link

RACHEL ALEMBAKIS  |  FRIDAY, 11 OCT 2013  |  NEWS
... return and those with high risk had a -4.3% relative return. The analysis between PIRC and Inalytics, which provide quantitative measurement of fund manager investment skill, has been several years in the making, said Amanda Field, managing director ...

PRI: ESG factors material to sovereign bond creditworthiness

RACHEL ALEMBAKIS  |  FRIDAY, 13 SEP 2013  |  NEWS
... rating agencies to use ESG analysis to inform sovereign debt ratings in a more systematic way, taking into account quantitative and qualitative criteria. "Whatever any individual investor does to determine creditworthiness by using traditional financial ...

Mariner Investment Group selects MSCI ESG Research

RACHEL ALEMBAKIS  |  WEDNESDAY, 11 SEP 2013  |  NEWS
... Berebichez, vice president for portfolio management analytics at MSCI. "These students are the next generation of quantitative investment professionals, and it's essential to expose them to real-life market tools like Barra analytics and ESG research ...

Local Government Super selects SSgA for equities mandate

RACHEL ALEMBAKIS  |  WEDNESDAY, 24 JUL 2013  |  NEWS
... there's the SRI overlay." Hartnett said that it is more difficult to use responsible investment strategies with a quantitative approach to the ASX index because of the concentrated nature of the market. He noted, for example, that applying an ESG screen ...

RI Academy to offer Enhanced Financial Analysis course

RACHEL ALEMBAKIS  |  FRIDAY, 26 APR 2013  |  NEWS
... value drivers in financial analysis and apply practical tools to modelling and stock valuation. It uses traditional quantitative analysis, O'Connor said. "This gets straight into the quantitative analysis," he said. "If we're serious about mainstreaming ...

Applying multiple capitals essential to integrated reporting

RACHEL ALEMBAKIS  |  FRIDAY, 5 APR 2013  |  NEWS
... viability and its ability to create value over time, which is why it is important to report on those capitals. While quantitative measures are important in explaining uses and effects on the six capitals, it is not intended for the IR framework to measure ...

MSCI: using ESG ratings can improve portfolio returns

RACHEL ALEMBAKIS  |  FRIDAY, 22 FEB 2013  |  NEWS
Environmental, social and governance (ESG) metrics can be used as a quantitative measure to construct an equities portfolio that generate improved active returns and better ESG ratings, according to research from MSCI. Michael Salvatico MSCI have released ...

Will sustainability survive the end of the boom?

JOSH DOWSE  |  FRIDAY, 7 DEC 2012  |  NEWS
... accepting the value of ESG analysis, as both a risk review approach in fundamental investing, and as numeric inputs to quantitative investing. The Responsible Investment Association of Australia will shortly be releasing its annual report on the adoption ...