Deconstructing ESG intro
Deconstructing ESG Ratings Performance
Risk and Return for E, S and G by Time Horizon, Sector and Weighting
MSCI’s latest ESG paper deconstructs MSCI ESG Ratings to explore how environmental, social and governance factors performs by time horizon, sector and weighting.
For a summary of the findings, download the paper, read the blog or watch the video.
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Deconstructing ESG video
Deconstructing ESG Ratings Performance
MSCI’s Linda-Eling Lee, Global Head of ESG Research and Guido Giese, Executive Director, Core Equity Research, discuss the findings of our new report that examine risk and return for E, S and G by time horizon, sector and weighting.
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Nested Applications
Combining E, S, and G Scores
Combining E, S, and G Scores: An Exploration of Alternative Weighting Schemes
Decisions on how to combine environmental, social and governance scores into an overall ESG rating can have a significant impact on its usefulness to investors. As published in The Journal of Impact & ESG Investing.
Blog 1
Is ESG All About the ‘G’? That Depends on Your Time Horizon.
The conventional wisdom has it that governance is the most dominant of the three E, S and G pillars. But our analysis finds different results when looking at contribution to performance over different time horizons.
Nested Applications
Deconstructing ESG paper
Deconstructing ESG Ratings Performance
This foundational paper examines the impact on financial performance of two types of ESG indicators: the individual E, S and G pillars scores and the underlying ESG Key Issue scores.
ESG Ratings: How the Weighting Scheme Affected Performance
ESG Ratings: How the Weighting Scheme Affected Performance
We found that environmental and social issues were more industry specific and tended to show up in financial measures over a longer time frame compared to governance issues. How can E, S and G issues be combined?
Nested Applications
Which ESG Issues Mattered Most? Defining Event and Erosion Risks
Which ESG Issues Mattered Most? Defining Event and Erosion Risks
Different ESG issues can be material for different industries. When it comes to companies’ long-term competitiveness, our research showed that it is important to distinguish between “event” and “erosion” risks. Which ones mattered most for E, S and G?
Related content
Related Content
ESG Ratings
MSCI ESG Ratings help investors identify ESG risks and opportunities within their portfolio. We research and rate companies on an 'AAA' to 'CCC' scale according to their exposure to industry specific ESG risks and their ability to manage those risks relative to peers.
Read MoreHow ESG Affected Stock Performance
Are ESG characteristics tied to stock performance? Many researchers have studied the relationship but their results showed more correlation than causality. We take a different approach.
Read the BlogWebinar: Deconstructing ESG Ratings Performance
Is it just a ‘G’ thing? Watch our webinar which explored the impact E, S and G scores had on financial valuations.
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