ANEUVIA
ANEUVIA
Aneuvia (a-new-via) is a combination of English, German, and Latin words meaning "a new way."
ABOUT US
We invest in publicly traded companies that align Environmental, Social, & Governance (ESG) factors with their corporate strategies. Our clients include individuals, families, and institutions.
Having ESG factors in our investment process enhances due diligence, identifying non-financial risks that are also investment risk.
PORTFOLIO CONSTRUCTION
Our investment process is built on three pillars and managed with a mindset of continuous improvement.
FACTOR ANALYSIS
We filter stocks using ESG and financial factors that have historically added alpha.
Here is an ESG factor analysis we performed on the S&P 500 using data from 2014-2019:
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The line chart compares annualized return rates for subgroups of two ESG factors based on factor quality. Higher quality was linked with higher future returns for Factor 1, but not Factor 2.
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The bar chart looks at Information Coefficients (IC). Factors scoring between 0.05 and 0.07 are considered to have excellent predictive return capacity; the case for Factor 1, but not Factor 2.
BUBBLEGUM MODEL
Accurately valuing a stock is critical, and our Bubblegum Model gives us an advantage.
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Optimizing the risk-return tradeoff, our Collective Intelligence Signal (CIS) identifies mispriced stocks.
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Sourced from Bloomberg, our data feeds an algorithm "gumballs" to rank the stocks in our coverage universe.
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Analyzing "gumballs" gives us a real-time view of our coverage universe, quantitatively identifying the best investment opportunities.
Our CIS is the oscillating green line in this chart, while the white line is the stock's price. Note the inverse relationship.
QUALITY REVIEW
Analysis that goes beyond growth rates, margins, and cash flows; taking into consideration the business model, market position, and the future economy. We look for idiosyncratic factors that differentiate our investments.