Overview
Use E-Score to measure and understand an asset or portfolio's climate transition resilience across min and max climate scenarios. Analyze the relationship between energy prices and historical shareholder returns to measure price return volatility for near-term transition risk. The model begins with climate science forecasts and analyzes energy sources' impact on stock prices.
Build portfolios that minimize composite climate transition risk with consistently improved risk-adjusted returns vs. benchmarks. E-Score data is forward-looking, projectable, and expressed in terms of asset price and return. Rooted in climate science, E-Score avoids weaknesses of carbon data. Patented models enable transparency and protect client-custom IP. Run comparisons using standard scores consistent across assets, regions, and sectors.
Use Cases- Climate risk management: Build and manage climate-aware portfolios while retaining diversification. Financial product development: Create proprietary indices, annuities, and derivatives. Opportunity identification: Support recommendations and validate assumptions based on climate readiness.
Data Feed Details
E-Score integrates state-of-the-art climate forecasting from integrated assessment models to capture the interaction of energy, policy, and the economy. E-Score predicts energy mix and demand in proprietary scenarios developed by an internal climate science committee. While other scenarios assume aggressive action and moderate impact on the environment and economies (e.g., SSP2) and rely heavily on mitigation, E-Score min and max scenarios are more reflective of adaptation. Perform backtesting on 15+ years of data for ~10,000 global listed equities (small-, mid-, and large-cap) in emerging and developing markets. E-Score is part of Entelligent's patented Smart Climate® data suite.
Firm Information
Entelligent offers a market-based solution to mitigate the impact of climate change by focusing capital on companies actively managing the transition to a low-carbon economy. Where most providers focus on how companies impact climate, Entelligent analyzes how climate change impacts companies' investor returns. The firm's model predicts performance in a range of future climate scenarios to enable risk management and opportunity identification.
