One element of the Sensefolio score is the information retrieved from the financial news. Sensefolio covers multiple financial news websites – this includes Bloomberg News, CNBC, Reuters, Seeking Alpha, TheStreet, NASDAQ, MarketWatch, as well as the Financial Times. Integrating multiple news vendors allows Sensefolio to not only have a more accurate way of evaluating news, but also to aggregate the news from different vendors in order to compare them. This latter helps cope with “fake” news and gives Sensefolio a better representation of what is really and actually happening. Sensefolio’s algorithm thus requires at least two main news providers to deliver the same information in order to integrate it.

FINANCIAL NEWS

by:

"GIVE SENSE TO YOUR INVESTMENT PORTFOLIO"

Sensefolio integrates different sources of information and now lists over 200+ news providers. These include the following among others: Sensefolio updates its scores as soon as it receives new information from our list of news providers. In this way, Sensefolio provides a near real-time update to be on top of new information, which is a key component in the financial industry. Relatively small news providers are to be compared with other news providers in order for Sensefolio to check the veracity of the information. Sensefolio is doing its best to prevent 'fake' news to be integrated into its systems by aggregating different sources of information and considering one information to be untrue as long as another source of information does not disclose it.

and others…

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Below are a few examples of ESG-related news; BlackRock and Wells Fargo betting on Ethical Investing Funds for 401(k)s from Bloomberg News (see exhibit 1), Asset Managers engaging in ESG ‘war for talent’ from the Financial Times (see exhibit 2), and UBS Asset Management’s Harford saying she’s changed her mind on ESG investments from CNBC (see exhibit 3). Exhibit 1: “BlackRock, Wells Fargo Are Betting on Ethical Investing Funds for 401(k)s”

Source: Bloomberg.com, available on: https://www.bloomberg.com/news/articles/2018-06-13/blackrock-wells-fargo-are-said-to-push-esg-funds-for-401-k-s Exhibit 2: “Asset managers engage in ESG ‘war for talent’”

Source: FT.com, available on: https://www.ft.com/content/0695124e-6eec-11e8-852d-d8b934ff5ffa

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Exhibit 3: “UBS Asset Management’s Harford says she’s changed her mind on ESG investing”

Source: CNBC.com, available on: https://www.cnbc.com/2018/08/01/ubs-asset-managements-harford-says-shes-changed-her-mind-on-esg.html Sensefolio’s algorithm is set to screen and update its database on a (very) regular basis (i.e. every hour). Although Sensefolio’s scores are to be integrated into medium to long-term portfolios, we endeavor revising them frequently in order to have an accurate ranking at any point in time. Analysing and reading financial news is not the only one input into the Sensefolio scores, the algorithm also screens companies’ financial reports and social media (see subparts below).

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Sensefolio Final Score Calculation

Sensefolio aggregates the three parts mentioned above – Financial News, ESG or Sustainability Reports and Social Media posts. Each part accounts for a third of the total score. 𝑺𝒆𝒏𝒔𝒆𝒇𝒐𝒍𝒊𝒐_𝑺𝒄𝒐𝒓𝒆

= 𝑵𝒆𝒘𝒔_𝑺𝒄𝒐𝒓𝒆 +𝑹𝒆𝒑𝒐𝒓𝒕(𝒔)_𝑺𝒄𝒐𝒓𝒆 + 𝑺𝒐𝒄𝒊𝒂𝒍𝑴𝒆𝒅𝒊𝒂_𝑹𝒆𝒗𝒊𝒆𝒘𝒔_𝑺𝒄𝒐𝒓𝒆 Sensefolio-owned scores are calculated on a very regular basis – i.e. whenever new financial reports, news, social media posts or company reviews are published. This thus makes the Sensefolio scores updated on a 'near' real-time basis. There is a Sensefolio Score for each ESG pillar. Several keywords have been and are constantly developed by the Sensefolio team in order to allocate each review and social media post to a particular pillar of the ESG classification. Each information is thus aggregated for a certain company classified within the Global Industry Classification Standard (GICS) and being assigned the following weights below :

Data can be provided by API or FTP. Companies are matched by their: ISIN, CUSIP, SEDOL, BBG, Factset, GICS Sector, GICS Industry.

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Contact Sensefolio

For more information or any inquiries, feel free to contact us on: contact@sensefolio.com Chicago 2034 N Orleans St Chicago, IL 60614, USA 847 208 7532 London 10A James Street WC2E 8BT London UK

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