Scientific Beta

ETF Stream: "The idea ESG is a factor that can deliver outperformance much like value or momentum has been shunned in recent research conducted by index provider Scientific Beta. The white paper, entitled ‘Honey, I Shrunk the ESG Alpha’: Risk-Adjusting ESG Portfolio Returns, argued there is no solid evidence to support claims that ESG can deliver outperformance. The research is very much against the stance of the asset management industry which has increasingly claimed ESG does deliver outperformance over the long term following the strong returns seen across sustainable strategies since the Global Financial Crisis (GFC)."

ETF Stream 05/05/2021

"(...) The idea ESG is a factor that can deliver outperformance much like value or momentum has been shunned in recent research conducted by index provider Scientific Beta. The white paper, entitled ‘Honey, I Shrunk the ESG Alpha’: Risk-Adjusting ESG Portfolio Returns, argued there is no solid evidence to support claims that ESG can deliver outperformance. The research is very much against the stance of the asset management industry which has increasingly claimed ESG does deliver outperformance over the long term following the strong returns seen across sustainable strategies since the Global Financial Crisis (GFC). (...)"