Essays about: "ESG score"

Showing result 1 - 5 of 83 essays containing the words ESG score.

  1. 1. Sustainable Investments and Stock Returns: A Study of the COVID-19 Pandemic

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Erika Höglund; Jennifer Suffield; [2022]
    Keywords : ESG; Sustainability; COVID-19; Stock market crash; Investor preferences;

    Abstract : Using cross-sectional regressions, we study the relationship between sustainability scores and stock returns during the COVID-19 pandemic. We find that EU firms that entered the COVID-19 stock market crash with a higher ESG score achieved higher stock returns during the stock market crash. READ MORE

  3. 2. Sustainability Performance Relation to Financial Performance : A quantitative study of companies in the textile industry within the European and North American markets

    University essay from Jönköping University/IHH, Företagsekonomi

    Author : Cajsa Malmström; Lovis Ekström; [2022]
    Keywords : Sustainable Development; Textile Industry; Sustainability Performance; ESG reporting; ESG scores; Financial Performance; Return on Invested Capital; Stakeholder Theory;

    Abstract : Background: Light has been shed on the textile industry as one of the leading industries when it comes to economic growth, global warming and sustainable development. The increasing demand for sustainable activities from stakeholders has led to the importance of measuring the sustainable development of companies. READ MORE

  4. 3. SUSTAINABLE INVESTMENTS IMPACT ON FINANCIAL PERFORMANCE : A Panel Data Analysis of the Relationship Between ESG Factors and Financial Performance

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Filip Forsgren; Marcus Öström; [2022]
    Keywords : Sustainable Investments; ESG Score; Financial Performance; Panel Data Analysis; Panel Regression; Hållbara investeringar; ESG score; Finansiell prestanda; Panel data analys; Panel regression;

    Abstract : Sustainability is a broad concept where sustainability factors have become more fundamental during the recent years. However, the importance of these factors has not been as central when explaining stock returns. Thus, we perform this study with the aim to investigate the relationship between sustainability factors and financial performance. READ MORE

  5. 4. ESG scores´ effect on investment strategies : How does Dogs of Dow and The Magic Formula´s performance get effected when weighted according to their ESG score? 

    University essay from Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

    Author : Oscar Johnsson; Elias Henriksson; [2022]
    Keywords : Dogs of Dow; the Magic Formula; ESG score; Investment strategy; Asset Allocation; Socially responsible investing; Stockholm large cap; CAPM; Stock market;

    Abstract : This thesis investigates the two investment strategies Dogs of Dow and The Magic Formula. We test how the strategies perform when getting weighted to ESG scores and also if they outperform OMXSPI during the years 2012-2022. READ MORE

  6. 5. FEES IN SUSTAINABLE MUTUAL FUNDS : The relationship between the return on sustainable mutual funds and the total expense ratio in the U.S. and Sweden

    University essay from Umeå universitet/Företagsekonomi

    Author : Jonas Cheraghi; Adam Sundqvist; [2022]
    Keywords : Sustainable mutual funds; Mutual funds; Total expense ratio; Sustainable investing; Effective market hypothesis; Modern portfolio theory; Sharpe ratio; Tracking error; ESG; Management fee; EIKON; Sweden; USA;

    Abstract : This thesis investigates the relationship between the total expense ratio and the 5-year performance to last month for sustainable mutual funds registered in Sweden and the United States. The increasing amount of mutual funds and the shift towards sustainability in the society gives cause to study the relationship between the total expense ratio and the performance of sustainable mutual funds rather than conventional mutual funds. READ MORE