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ESG Data and Analytics

Fund level analysis and reporting

mpact-Cubed’s fund level model is a recognized innovation in portfolio impact reporting and has a US patent pending. By using a risk-based single fund-level metric, it brings impact as a third dimension into modern portfolio theory alongside risk and return.

The core model is designed to maximize objectivity and give a holistic, third party assessment of a portfolio’s sustainability exposures. Should you want to customize however, there is a wide array of options both in terms of adjusting the model and methodology, and managing the output to help communicate your strategy, or assess funds according to your priorities.

We provide portfolio ESG and impact reports for corporate equity and debt, sovereign debt, and multi-asset class portfolios using consistent, comparable ESG factors.

Our features

Holistic SDG-alignment reporting
Portfolio-level alignment and contribution quantified by SDG. For corporate issuers, SDG alignment is reported both via products and services alignment and operational impacts.
Full flexibility on benchmarks
Any basket of securities can be used as benchmark – the model can be run as relative to an index, sector, a 2-degree scenario version of the same portfolio, and more. We provide the option to build a custom benchmark to allow for the most relevant comparison.
Performance attribution
If you are looking to truly integrate impact into how you report on or analyse portfolios, Impact Cubed offers financial performance attribution on all of our sustainability factors.
Delivery methods
You have a choice of formatted reports, editable formats, or fund level outputs delivered as data feeds for integration in your own materials.
Applicability
Impact Cubed is designed to work on any portfolio, including multi-manager portfolios and even long-short strategies. The model is applicable across bonds and equities and has very low data input requirements for private assets.
Coverage
We cover every listed equity on-demand with no geographic or market cap limits and every sovereign debt issuer. We maintain a universe of 17,000+ issuers, mapped to 800,000+ fixed income securities.
Consistent data history
Back-testing and over-time reporting is possible with consistent time-series data going back to 2012 for equity and back to 2010 for sovereign debt.
Wide array of customisation options
Whether you want to report point-in-time or based on momentum of impact, are looking to translate units of externalities into ‘real world’ equivalents, or want to only integrate parts of our analysis into your own branded materials – our reporting is structured in a way that allows for a wide range of customization.

ESG and Impact Data

mpact-Cubed maintains a deep dataset of ESG performance and impact at issuer level that is an objective baseline of ESG performance.

It comes with unrivalled coverage, a consistent history going back to 2012 for corporate and 2010 for sovereign data, uses our own expert estimation modelling, and is free from gaps, making it ideal for a wide range of applications from portfolio management, through engagement and screening, and to product development through tilting and optimisation. We will never push a pre-defined universe or set of data on our customers – our data products are completely modular so that the decision on what you want to receive and how is all yours.

Our features

Impact of company products & services
We offer a granular impact dataset using Impact Cubed’s purpose-built industry classification and geo-mapping systems to guarantee a high level of accuracy.
Holistic sustainability dataset
Governance, environmental externalities, and social issues are all covered by Impact Cubed’s data library and benefit from our estimation models to ensure gap-free coverage.
Consistent data history
The Impact Cubed dataset has a consistent time-series going back to 2012 for corporates and 2010 for sovereign debt issuers.
Full transparency into methodology
Our clients benefit from our commitment to transparency by never being faced with a methodological ‘black box’.
Coverage
We cover every listed equity on-demand with no geographic or market cap limits and every sovereign debt issuer. We maintain a universe of 14,000+ corporate issuers, mapped to 800,000+ fixed income securities and these numbers grow continuously.
Delivery methods
We are happy to provide data feeds via SFTP on your chosen schedule and structured to your requirements or offer API access.
Wide array of customization options
The Impact Cubed dataset is built to be quantitative and impartial by design in its core form. It also has a huge amount of built-in flexibility. Be it custom SDG-mapping, combining factors, or defining custom screening criteria – we make a wide array of possible customizations easily accessible to our users
Modularity
Whether you are only interested in screening data for a portfolio-specific universe, a carbon-specific dataset, or want to focus on a narrow selection of variables to complement your pre-existing data sources, we will be happy to tailor our service exactly to your needs.

Contact our team

For an introductory conversation
or to request sample data and outputs

Email address:

info@impact-cubed.com

Office hours telephone:

+44 (0)20 7117 2923