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Showing 21 - 30 of 36 results for "MSCI World Index"

SSGA Global Index Plus Trust to exclude tobacco, controversial weapons

RACHEL ALEMBAKIS  |  FRIDAY, 15 SEP 2017  |  NEWS
... excluding tobacco and controversial weapons without changing the headline benchmark of the fund from an unconstrained MSCI World index." The excluded companies have significant business activities involving tobacco and making cluster bombs, landmines ...

Sustainable Development Goals present "enormous opportunity" for business

RACHEL ALEMBAKIS  |  THURSDAY, 13 APR 2017  |  NEWS
... approach regarding the SDGs. MSCI recently released a report showing that Australian listed companies in the MSCI World Index derive less of their revenue from activities related to the UN Sustainable Development Goals (SDGs) than their peers in the ...

MSCI benchmarks Australian companies against SDG revenue generation

RACHEL ALEMBAKIS  |  FRIDAY, 10 FEB 2017  |  NEWS
Australian listed companies in the MSCI World Index derive less of their revenue from activities related to the UN Sustainable Development Goals (SDGs) than their peers in the rest of the index, according to MSCI. Morgan Ellis, senior associate, ESG ...

SSGA launches tobacco, controversial weapons-free global equities fund

RACHEL ALEMBAKIS  |  FRIDAY, 4 NOV 2016  |  NEWS
... Australia ex Tobacco ex Controversial Weapons Index. It excludes more than 10 companies in its parent index, the MSCI World Index, which have significant business activities involving tobacco as well as those engaged in making cluster bombs, landmines ...

Early stages for ESG-factor investing: Northern Trust

RACHEL ALEMBAKIS  |  FRIDAY, 19 JUN 2015  |  NEWS
... said in the paper. " Over an analysis period of slightly more than four years, our solution outperformed the MSCI World index by over 2% per year while realizing modest tracking error and significantly reducing the carbon footprint. " Northern Trust ...

Role for custodian in ESG data analytics: BNP Paribas

RACHEL ALEMBAKIS  |  WEDNESDAY, 5 NOV 2014  |  NEWS
... coming out. We can also provide data analytics around benchmarks - what are the exposures on the ASX200, the MSCI World Index, etc." Economic trends and developments are influencing the policies and decisions for institutional investors, Gayer said. ...

AXA IM launches ESG SmartBeta fund in Australia

RACHEL ALEMBAKIS  |  FRIDAY, 19 SEP 2014  |  NEWS
... [AXA IM Head of Responsible Investment] Matt Christensen has in terms of ESG information in the stocks in the MSCI world index, we were able to build a portfolio that shows much better ESG integration but does not sacrifice dimensions of risk and return ...

AXA IM develops impact investing fund of funds

RACHEL ALEMBAKIS  |  FRIDAY, 16 MAY 2014  |  NEWS
... according to AXA's research, the ESG SmartBeta portfolio outperformed a "vanilla" SmartBeta portfolio and the MSCI World Index on both overall performance and ESG risk score. The ESG SmartBeta portfolio passed a global equity universe through four filters ...

Combining quality measures with ESG can yield higher returns

RACHEL ALEMBAKIS  |  WEDNESDAY, 9 APR 2014  |  NEWS
... compare the resulting model portfolio's returns. The paper notes that the MSCI World ESG Index has outperformed the MSCI World Index by an average of 0.49% per year for the past five years, with 1.24% of realised ex-post tracking error. The optimized ...

ESG integration into quantitative investment management

RACHEL ALEMBAKIS  |  FRIDAY, 28 MAR 2014  |  NEWS
... years super funds are interested in customised solutions and investigating what happens when we take the standard MSCI world index and get rid of a sub-set of ESG risks, such as the ESG red flags in MSCI Impact Monitor - how does that impact on tracking ...