Resource for Quantopians - A list of businesses that have good Corporate Social Responsibility and Ethical Standing - Ready to be dropped into your algorithms

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Resource for Quantopians - A list of businesses that have good Corporate Social Responsibility and Ethical Standing - Ready to be dropped into your algorithms

edited Jul 25, 2014

Hi all, following on from an earlier post, I was looking for a way to incorporate businesses that have a good 'Corporate Social Responsibility' approach into my investing. Having looked around various areas online, I wasn't able to find a good, cohesive list, so I built one, and I am sharing it with you.

The list took me two to three days to put together and contains 250 US based securities across a multitude of industries and funds. I sourced the CSR / Ethical aspects from several different areas:

Robeco/Dow Jones Sustainability Index
The Reputation Institute
CSR Hub
Sustainable Business Green Investing Guide
New Alternatives Fund
Sustainable and Green Initiatives Fortune
World's most admired companies for CSR
NewsWeek Green Rankings

Although I have tried to filter out any non-CSR stock, you may also wish to do your own investigation and screening, based on your own CSR and ethical concerns.

All data on the sheet is provided 'as is' and any investment choices you make using it is entirely at your own risk.

Please note that some data is sourced 'live' (with a 15 minute delay) from Google Finance (Blue column - P/E, EPS, Beta, Market Cap) and other data is historic so stays as it was entered into the sheet on 24 July 2014 (Purple columns - Moving Averages, EBITDA, PEG Ratio, Forecast P/E).

The red columns are of note - They contain each ticker in a 'symbol' variable so that you can drop them straight into your algorithms and backtest with them (Just copy from the spreadsheet and paste into your algo). I have also provided a version with the company name commented out to the right of the symbol.

I hope that you find the resource useful and that you can build some good CSR algorithms with it.

The spreadsheet is available at: https://docs.google.com/spreadsheets/d/1iSB7YmkHyil4G8E7spYu9CHLmBlWk4w_AVLSoHSNTJg/edit?usp=sharing

Grateful for any thoughts or feedback - Let me know what you come up with!

Thanks, Paul.

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.