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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) 実施: 統合

LEI 08. Review ESG issues while researching companies/sectors

08.1. E・S・Gの各要因が投資分析の一環として体系的に調査されている、アクティブ運用の上場株式ポートフォリオの割合を記載してください。








08.2. 補足情報 [任意]

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. ESG統合が徹底した分析に基づいていることを確実にするために、組織が使用しているプロセスを記載してください。

09.3. ESG統合戦略に使われる第三者のESG評価が更新される頻度を示してください。

09.4. ESG統合戦略に使われる組織内調査を見直す頻度を示してください。

09.5. ポートフォリオ・マネージャーがどのようにしてESG情報を保有し、使っているのか説明してください。

09.6. 補足情報 [任意]

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)