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Acadian Asset Management

PRI reporting framework 2020

You are in Direct - Listed Equity Incorporation » ESG incorporation in actively managed listed equities » Implementation processes » (C) Implementation: Integration of ESG factors

(C) Implementation: Integration of ESG factors

LEI 08. Review ESG issues while researching companies/sectors

08.1. Indicate the proportion of actively managed listed equity portfolios where E, S and G factors are systematically researched as part of your investment analysis.

ESG issues

Proportion impacted by analysis




Corporate Governance

Corporate Governance

08.2. Additional information. [Optional]

As a quantitative manager, we inherently take a systematic approach to factor analysis. As examples, we include a Corruption-Adjustment in our top-down forecasting model, and we utilize governance signals in our bottom-up valuation framework.

LEI 09. Processes to ensure integration is based on robust analysis

09.1. Indicate which processes your organisation uses to ensure ESG integration is based on robust analysis.

09.3. Indicate how frequently third party ESG ratings that inform your ESG integration strategy are updated.

09.4. Indicate how frequently you review internal research that builds your ESG integration strategy.

09.5. Describe how ESG information is held and used by your portfolio managers.

09.6. Additional information. [Optional]

As a quantitative manager, we rely on large amounts of data that we manage using an extensive proprietary database. The database, which is maintained in-house and monitored by a data analysis team, uses a number of external feeds that are updated up to several times daily, enabling us to continually refresh our alpha (stock) forecasts. ESG information is contained in our stock research pages during our research analysis generated by the investment team.  This widely available information is kept on an internal platform as record. 

LEI 10. Aspects of analysis ESG information is integrated into (Private)