Scholarlink

In the preceding study we have demonstrated that in the US stock market low ESG portfolios show on average higher annualized alphas and adjusted returns than high ESG portfolios. This insight also holds for unadjusted returns and for CAGRs, which are 3.0% and 2.9% higher for low ESG portfolios than for high ESG portfolios, respectively. The first paper presents a fairly homogeneous picture of the extent to which low ESG stocks outperform high ESG stocks.

错误：搜索内容不能为空，请输入英文关键词
错误：关键词超出字数限制，请精简
高级检索

Does ESG Really Matter? A Sector Analysis of ESG and NoESG Portfolios of US Stocks

  • 章节

  • 发表日期：

    2025年

查看全文
  • Mia Kesselman-Evans

摘要

In the preceding study we have demonstrated that in the US stock market low ESG portfolios show on average higher annualized alphas and adjusted returns than high ESG portfolios. This insight also holds for unadjusted returns and for CAGRs, which are 3.0% and 2.9% higher for low ESG portfolios than for high ESG portfolios, respectively. The first paper presents a fairly homogeneous picture of the extent to which low ESG stocks outperform high ESG stocks.