Scientific Beta

A-Team Insight: "Research by index provider Scientific Beta concluded that integrating ESG metrics into portfolio calculations had some benefits for investors, but that any value disappears under different analyses."

A-Team Insight 23/07/2025

"(...) However, research by index provider Scientific Beta concluded that integrating ESG metrics into portfolio calculations had some benefits for investors, but that any value disappears under different analyses.

"Our results show that ESG information allows to increase performance in traditional backtests but adds no value to portfolio construction when assessed in out-of-sample tests," its authors noted.(...)"