Case Study: Public Sector Pension Investment Board achieves dynamic ESG composite scoring with FactSet and Truvalue Labs

PSP Investments Builds ESG Composite Score with FactSet and Truvalue Labs’ Workflow Solutions

The Public Sector Pension Investment Board (PSP) is one of Canada’s largest pension investment managers, overseeing more than $204.5 billion in net assets. PSP wanted to turn traditional ESG reviews into decision-useful, data-driven insight, scale its ESG integration across the firm, and capture both current and future material ESG factors. To do this, it worked with GoFact and used FactSet and Truvalue Labs workflow solutions.

GoFact helped PSP build a proprietary ESG Composite score using FactSet’s Universal Screening and data warehousing tools, along with Truvalue Labs’ AI-driven dynamic materiality signals and ESG data from providers such as ISS ESG and Sustainalytics. The solution gave PSP daily-updated corporate governance and ESG materiality scores, benchmarkable across portfolios and issuers inside the FactSet Workstation. As a result, PSP improved ESG precision, accelerated the convergence of fundamental and ESG analysis, gained real-time insight into value-driving intangibles, and identified new investment ideas and alpha opportunities.

Public Sector Pension Investment Board