Analyser la performance financière des indices boursiers environnementaux

Barda, Kelly (2020): Analyser la performance financière des indices boursiers environnementaux.

Abstract

This study aims to compare the financial performance of several green stock market indices with their conventional counterparts. Several time periods are analyzed, and several financial indicators are considered. It appears that the StoxxGlobal ESG Environnemental Leader outperforms its conventional benchmark. By contrast, we find that the Russell 1000 Green Revenues USA, the Dow Jones Sustainability USA and the FTSE4Good USA underperform their traditional counterparts.

• Item Type: MPRA Paper
• English Title: Analyzing financial performance of green stock market indices
• Language: French
• Keywords: Financial performance, Green stock market indices, Sharpe ratio, Volatility
• Subjects: G - Financial Economics > G0 - General; G - Financial Economics > G1 - General Financial Markets; G - Financial Economics > G2 - Financial Institutions and Services

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