Document summary
Quant SRI & Sustainability analysis across the BofA Merrill Lynch Global Research’s coverage is applied. 21 broad ESG themes having long shelf-life issues influencing long-term financial risk and performance are indentified. These themes built upon 126 macro indicators using publicly disclosed data, via which 205 countries are scored and ranked, then matched against geographic breakdown of company sales/assets. This allows screening and correlation of relationships between sales exposure and country risk for c.2,700 stocks in the Global Research coverage. Two sets of North American stock lists have been created: low ESG risk/high sales growth; and low ESG risk/country risk exposure.