G&S Quotient collects more than 300 ESG data points daily for over 1,500 US equities. These are distilled down to 76 G&SQ Measures™, + a daily G&SQ 'Short-term Price Predictor Score™', calibrated for 5-day return for 5 to 20-day hold strategies.
G&S Quotient collects more than 300 ESG data points daily for over 1,500 US equities. These are distilled down to 76 G&SQ Measures™, daily point-in-time.
A proprietary machine learning model calculates a daily G&SQ 'Short-term Price Predictor Score™'. The score is calibrated with 5-day return as target, and ideally suited for 5 to 20-day hold strategies
G&SQ ESG Price Predictor Score
Large Cap
Score Measured Outcome Values - largecap - gsq_esg_large_cap_measure_outcome_values
Score Percentile Ranks - gsq_esg_large_cap_percentile_ranks
Score Price Predictor - gsq_esg_large_cap_short_term_price_predictor
Small and Mid Cap
Score Measured Outcome Values - gsq_esg_midsmall_cap_measure_outcome_values
Score Percentile Ranks - gsq_esg_midsmall_cap_percentile_ranks
Score Price Predictor - gsq_esg_midsmall_cap_short_term_price_predictor
G&SQ ESG Investing and Trading Scores™
G&SQ Score™ is a univariate score in a time series, covering all companies, computed from select G&SQ Measures™, and is calibrated to next-day-open-to-close residual stock return
Large Cap
Measures - gsq_measure_largecap
Short Term Score - gsq_short_term_score_largecap
Intraday Score - gsq_intraday_score_largecap
Long Term Score - gsq_long_term_score_largecap
Small and Mid Cap
Measures - gsq_measure_midsmallcap
Short Term Score - gsq_short_term_score_midsmallcap
Intraday Score - gsq_intraday_score_midsmallcap
Long Term Score - gsq_long_term_score_midsmallcap