This study investigates the effect of the G20 Summit on Indonesia’s capital market, particularly focusing on the impact on the stock performance of companies in sectors related to environmental, social, and governance (ESG), energy, finance, and other major industries. The research employs an event study methodology to measure the stock market’s reaction to the G20 Summit held in Bali, Indonesia, using cumulative abnormal returns (CAR) across selected sectors and indexes. Results reveal no statistically significant abnormal returns around the event window, suggesting that the G20 Summit's information content did not notably influence investor behavior or stock prices in the Indonesian market. These findings support the hypothesis that information from the G20 Summit may already be anticipated by the market or deemed less impactful by investors. This paper provides insights for policymakers and investors regarding the value of major global summits in relation to stock market behavior and emphasizes the need for focused government actions on long-term sustainable goals discussed at such summits.