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ESG integration into Robeco’s quantitative stock selection model

03-01-2011 | Research | Daniël Haesen, CFA, Michael Strating Robeco advocates Responsible Investing. We believe that this improves the long-term risk-return profile for our clients. One of the pillars of Robeco’s Responsible Investing policy involves the integration of environmental, social and governance (ESG) factors into the investment process. We have tested several ESG databases for Robeco’s quantitative developed markets stock selection model, which is the main driver behind Robeco’s global enhanced indexing product line. We found that the RobecoSAM Corporate Sustainability Assessment best meets our strict standards for inclusion in the model. Based on this finding we have added the RobecoSAM Corporate Sustainability Assessment as one of the factors to the stock selection model for developed markets. This way, we have fully integrated ESG criteria into Robeco’s quantitative equity investment process.
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