Category: case study

case study

Food waste = profit waste | ESG Featured Key Issue

Shockingly, over one-third of all food never makes it from farm to fork. Somewhere along the supply chain, something goes wrong, and an unthinkable portion of otherwise perfectly good food winds up in a landfill. With over two billion people living in dire poverty, it’s astounding that more hasn’t been invested in reducing this food waste.

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case study

ESG Case Study: Top 1000 Value cap-weighted, filtered vs. unfiltered

We’ve been doing case studies with a set of methods of applying ESG to various portfolios to see how they compare to the most common index weighting factor, market cap-weighting. If you haven’t been following along, visit our Insights page and look for the Case Studies graphic to see more. Meanwhile, check out today’s third study of

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case study

ESG Case Study: Top 1000 Value, adding a filter

Like another recent test, today’s case study simulates the Top 1000 Value Index for a head-to-head between a market cap-weighted portfolio (red line) and a portfolio both filtered and weighted by ESG score (blue line). This starting universe’s portfolio didn’t perform quite as well as another similar head-to-head, using the same factors on just the

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case study

ESG Case study: Top 1000 Value

Among our many tests, we made an effort to test our methodology on approximations of popular benchmark indices. This study simulates an ESG-weighted Top 1000 Value portfolio (blue) versus the same portfolio weighted by market-cap (red). Our starting universe is the top 1000 US companies by market-cap that are also in the Wilshire Large- or

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case study

ESG case study: More tinkering with the Top 1000

OWL ESG continues to publish case studies that convince us of ESG’s potential to improve investments. We will be releasing these updates regularly, and will present additional studies and analysis in our newsletter — take a second to sign up to receive this additional valuable information. This week we use the same starting universe as

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case study

ESG case study: Adding a filter

Our series of case studies continues! Today we look at a simulated large-cap portfolio of the 1000 largest US companies, charting the comparison between two different weighting schemes.  The red line represents a market cap-weighted portfolio, which is just that: constituents are weighted by their market capitalization, with no filtering or other factors.  The blue

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case study

How do we know ESG works? Let us show you.

At OWL ESG we do a lot of evangelizing about the benefits of using environmental, social, and governance (ESG) data in investing. Why? Because we’ve seen it at work.  Our head of product development recently re-ran our original ESG case studies with a refreshed data set. The results have only strengthened our conclusions. Since we’ve been

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