Analyser la performance financière des indices boursiers environnementaux

Analyzing financial performance of green stock market indices

Kelly Barda

MPRA Paper from University Library of Munich, Germany

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.

Keywords: Financial performance; Green stock market indices; Sharpe ratio; Volatility (search for similar items in EconPapers)
JEL-codes: G0 G1 G2 (search for similar items in EconPapers)
Date: 2020
New Economics Papers: this item is included in nep-env
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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:102537

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