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The Index is composed of U.S. companies that have positive environmental, social and governance characteristics as identified by the index provider. Index constituents are selected from the MSCI USA Index, which is made up of securities of large and mid cap U.S. companies. Companies with Tobacco involvement are excluded from the Index. Companies with an Impact Monitor score below 3 are not eligible for the Index. The universe of eligible companies are optimized using parameters for predicted tracking error (1.8%), maximum (5%) and minimum (0.1%) constituent weight, sector variation from the parent index (+/-3%), turnover and other factors. Since constituent selection and weights are determined using optimization, the Index is not capitalization weighted. At the Quarterly Index Reviews, companies with Impact Monitor scores below 2 are removed. The Index is optimized on a quarterly basis

As of 09/21/2023

Index Information
Provider:     MSCI
Category1:  US Equity
Category2:  Socially responsible
Category3:  Large and mid cap
Country:      USA
Currency:    USD
Inception date:  06/01/2004
Backtesting data exists:   No
Weighting methodology:   Other
Number of holdings:  112  (as of 11/21/2018)
Rebalanced:  Quarterly
Reconstituted:  Quarterly

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