The 2026 US ESG Gold Standard
The SEC's mandatory climate disclosures have made the Sustainability-Adjusted Sharpe Ratio (SASR) the primary tool for US analysts.
Risk Integration
Don't just exclude stocks; use SASR to find companies that are managing climate transition as a fundamental business driver.
Strategic Data Expansion 2026.4
The Math of Sustainable US Investing
The SASR formula is: $$SASR = \frac{E(R_p) - R_f}{\sigma_p \times (1 + \lambda_{esg})}$$ where $\lambda_{esg}$ represents the 'Sustainability Cost'. Refer to the EPA for industrial emission benchmarks. LSI keywords include 'carbon intensity' and 'governance risk score'.