Portfolio Management

Castlebar Asset Management (CAM) uses a low volatility model, coupled with fundamental analysis by CAM’s investment management team, to identify international stocks for potential inclusion in the Global SRI portfolio. These stocks are then screened by Harrington Investments. Only stocks in companies that receive high model ratings, have strong balance sheets, and pass strict social, environmental and governance criteria are added to the Global SRI portfolio.

CAM uses their equity screens to analyze all global stocks listed on the MSCI World ESG ex USA Index that do not profit from Tobacco, Alcohol, Gambling, Armaments, or Firearms. The screens evaluate a stock using 7 categories to identify potential top performers in various sectors of the economy. Model results are compared across all stocks in the index to identify those stocks with the best potential return going forward. This process is repeated on a monthly basis to help determine when to buy, hold and sell positions.

Haugen Model