Leaving alpha on the table

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More and more investors are recognizing the importance of "non-financial" disclosure.

A group of pension fund managers - including BP, CalPERS, and Morley Fund Management - are asking the International Accounting Standards Board to support incentives for voluntary reporting by companies on non-financial performance indicators. Such indicators typically include:

  • a company's level of customer satisfaction
  • environmental and social performance indicators
  • indicators of employees' professional development
  • the number of patents it has generated
  • related-party transactions
  • future political and regulatory risks
  • other non-financial data

Investors say that enhanced reporting will help them evaluate companies' risks and competitive advantages, with information that goes beyond traditional financial analysis. A recent report on the Enhanced Analytics Initiative (EAI) from one EAI member, the Universities Superannuation Scheme (USS), shows that ignoring non-financial information can lead investors to "leave alpha on the table".


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