Can ESG news sentiment be utilized by investors to maximize alpha in the short and medium term between the intervals that are covered by ESG ratings agencies? In this analysis, we investigate the relationship between short-term (weekly, monthly) and medium-term (quarterly) ESG news sentiment and stock returns.

By
Thomas Endean
|
February 2, 2022

Alpha in ESG: Backtesting Reveals Scores are Predictive of Stock Market Returns

Latest
White Paper
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December 17, 2019
Insurance

Assured Research: Using Natural Language Processing to Create an Insurance Dashboard

We integrated insurance industry earnings call transcript data to visually represent key sentiment.

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