That all depends on what type of a trader/investor you are. For instance, if you're a discretionary trader, how the company behaves might be something you factor in. But if you trade in a systematic way, based on charts, P/E ratios, momentum etc, with formula driven entry and exit points, then I don't see whether the CEO cheated on his wife should matter to you.
If investing is your hobby, then by all means dedicate your capital to improving the world. But if investing is your job, then your job is to make money.
