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On-Demand Webcast:
Combining ESG with Other Well-Known Factors to Reduce Risk and Increase Returns

Though factor investing has grown in popularity in recent decades, adding new factors only helps if they are sufficiently uncorrelated to reduce risk and/or increase returns.

In a new whitepaper, Truvalue Labs demonstrates how adding ESG as a risk premium on top of five common quant factors proves to be an additive and uncorrelated source of alpha.

Download our webcast to hear from Dr. Stephen Malinak as he walks through his recent backtest findings and explores:

  • How extensive testing of Truvalue Labs’ ESG Activity Signal shows that it both reduces risk and increases returns when applied to most popular equity benchmarks.
  • How the Truvalue Labs ESG factor combines with five well-known quant factors or “risk premia” across a variety of market conditions and geographic regions.
  • How an ESG factor can be considered an investment factor in its own right.

Download Today



Stephen Malinak, PhD

Chief Data and Analytics Officer

Truvalue Labs, A FactSet Company


Stephen Malinak, PhD

Chief Data and Analytics Officer | Truvalue Labs, A FactSet Company

Stephen leads Truvalue Labs’ quantitative research team in applying artificial intelligence and machine learning techniques to create new financial signals from unstructured data. An industry leader in quantitative analytics, Stephen joined Truvalue Labs from Thomson Reuters, where he spearheaded the company’s quantitative analytics offering, StarMine, and developed over 15 quantitative models. He has an extensive track record of successful predictive models using widely varying techniques across numerous domains.

He attended college at the Massachusetts Institute of Technology where he received his S.B. in Electrical Engineering and Computer Science. Malinak went on to receive his Masters and PhD in Engineering-Economic Systems from Stanford University.