Is it possible to investment ethically?

That is, not profit off of business practices that I don't agree with. This has been an issue that's troubled me for some time. How to identify and promote profitable organizations whose dealings are consistent with my ethics. Something along the line of green investing and fair trade organizations but with a broader scope. I would like to find companies which, among other practices, have fair labor policies both internationally and domestically, good environmental concerns and engaged with their local communities. This list doesn't apply to a large majority of companies listed on stock markets.

I've also wished that I had more control over what the federal government spends my 'borrowed' social security payments on. Given the option, I would invest/spend in green and biomedical research, some infrastructure and foreign aid but I would not support weapons or weapons research.