Integrating ESG Data To Your Portfolio

Sensefolio scores aggregate three major sources of information:

 Financial News (accounting for 1/3)

• Sustainability and ESG Reports & Earnings Calls (accounting for 1/3)

• Social Media Posts & Company Reviews (accounting for 1/3)

Illustration of how Sensefolio scores are calculated:

Sensefolio aggregates the three parts mentioned above — Financial News, ESG or Sustainability Reports and Social Media posts.

Each part accounts for a third of the total score.

𝑺𝒆𝒏𝒔𝒆𝒇𝒐𝒍𝒊𝒐_𝑺𝒄𝒐𝒓𝒆
= 𝑵𝒆𝒘𝒔_𝑺𝒄𝒐𝒓𝒆 + 𝑹𝒆𝒑𝒐𝒓𝒕(𝒔)_𝑺𝒄𝒐𝒓𝒆 + 𝑺𝒐𝒄𝒊𝒂𝒍𝑴𝒆𝒅𝒊𝒂_𝑹𝒆𝒗𝒊𝒆𝒘𝒔_𝑺𝒄𝒐𝒓𝒆

Sensefolio-owned scores are calculated on a very regular basis — i.e. whenever new financial reports, news, social media posts or company reviews are published.
This thus makes the Sensefolio scores updated on a ‘near’ real-time basis.

There is a Sensefolio Score for each ESG pillar.
Several keywords have been and are constantly developed by the Sensefolio team in order to allocate each review and social media post to a particular pillar of the ESG classification.

Each information is thus aggregated for a certain company classified within the Global Industry Classification Standard (GICS) and being assigned the following weights below :

Sensefolio also provides ESG Scores for each one of the UN Sustainable Development Goals (SDGs):

Data can be provided by API or FTP. Companies are matched by their:

ISINCUSIPSEDOLBBGFactSetGICS SectorGICS Industry.

For More Information about Sensefolio:

“Give Sense To Your Portfolio”

Visit our website: www.sensefolio.com
Read the whole white paper on: https://sensefolio.com/whitepaper/

Contact us on: contact@sensefolio.com

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