C8 Monthly Update – June 2019

There are so many upcoming developments on the C8 platform, we have decided to launch a Monthly Update.

New Look C8 Website

We are excited to release our new website.  Please check it out at:

C8 Technologies – Empowering Professional Investors

We are launching a new ESG Index

With full transparency of underlying positions, the C8 platform is ideal for ESG (Environmental, Social and Governance) investing. No more unwanted surprises in your sub-allocations. The Good Governance strategy from GreenBlue Invest is the first of its kind to systematically select the 100 companies that rank the highest in terms of quality of Governance within the S&P 500 universe ex-tobacco, defence, and oil companies.

Governance is measured with a proprietary methodology, the Stewardship model has been developed by Professor Cossin of IMD in Lausanne, Switzerland over the last 10 years.

The Stewardship Model

Professor Didier Cossin has developed the methodology executed by Stewardship and Governance Associates to establish stewardship scores:

  • The methodology evaluates the quality of a company’s governance by studying the language used in its annual report
  • The key stewardship metrics are produced by screening the annual reports (10-k) using a proprietary dictionary of 6000 words
  • From these metrics, a core component governance is derived (stewardship score) through a complex quantitative model
  • The stewardship scores determine the quality of the governance of a company

The C8/ GreenBlue US ESG Factor Index

This offering uses the stock selection produced by the Good Governance Strategy as a foundation portfolio for C8 Technologies’ quantitative factor models

  • Each premia factor is neutral: long the best Governance names by ranking factor indicators matched by a short large cap US equity index.
  • A long bias is expressed through a risk adjusted large cap US equity index. Net exposure constraints can be adjusted according to investors’ risk appetite.
  • Event risk is mitigated by capping single name exposure while maintaining a broad and diversified portfolio of close to 100 names.

C8 ESG Presentation – Zurich 13th June

To find out more, we are having an ESG presentation at 2pm in Zurich, on Thursday 13th June, directly after the TBLI ESG conference.  We will be presenting with GreenBlue and with INNORBIS .  INNORBIS have developed a dynamic analytical tool for sustainable development assessment, and is the backbone of our European ESG EU Stat Arb Index.  Everyone is welcome to join us, please click the button below for full details and RSVP:

Take full control of your investments with C8.

Thanks for reading,

The C8 Team

Please find below the May monthly performance tables for a selection of Indices on the C8 platform. It was a volatile month in the financial markets, helping our global and China trend-following indices, whilst the alternative risk premia were the stand-out performers as global interest rates fell. It was tougher market for the equity indices but these still remain well ahead on the year.

Other posts

C8 Weekly Bulletin: AI Investing with Brain

BY JON WEBB
The C8 Weekly Bulletin returns after an Easter break with the announcement that Brain, an AI-driven research provider, has now joined the C8 platform. Brain has developed NODES; an integrated Artificial Intelligence Engine that combines Artificial Intelligence algorithms with proprietary Natural Language Processing techniques to process a large volume of external information. Read more →

November 18: The Week Ahead

BY TEMATICA
In this edition of The Week Ahead, Tematica’s Mark Abssy discusses what happens when the “Trump Bump” meets up against a hawkish Fed. Also, how proposed cabinet posts and overall Trump administration expectations are shaping not just government but also markets, including crypto. Read more →

Nike, FedEx, and Micron: Setting the Tone for Q2 2025 Guidance

BY TEMATICA
Market Wrap What a difference a 30-minute conversation with fed chair Powell can make!… Read more →
Back to all posts →