This paper focuses on the application of Entelligent’s E-Score to multiple indexing and portfolio construction strategies. The results indicate that the Entelligent E-Score, when integrated with stock screening, stock selection and portfolio construction processes, improve both financial and environmental performance relative to the benchmark. This finding is consistent across multiple benchmarks, multiple time periods and multiple portfolio strategies. We believe E-Score® is a leading indicator of companies that are reducing their carbon footprint. (14 pages, with figures.)

Developed and authored by:

Pooja Khosla, Ph.D., Vice President of Client Development
Elliot Cohen, Ph.D., Head of Data Science

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