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Intro - ESG Integration Research Overview

ESG integration, or the inclusion of ESG factors into the investment process, has evolved over time. For example, some investment managers actively pursue strategies that exclude stocks with poor ESG characteristics while others focus on only selecting stocks with better ESG characteristics. While there is a robust set of ESG data and metrics to analyze portfolios, many investors want to know how much their ESG strategies are contributing to overall portfolio risk and return.

MSCI has performed extensive research to assess the risk and performance characteristics of MSCI ESG Ratings and MSCI ESG Indexes — it is detailed in the research papers listed below underneath each section.

At a high level, our research looked at stock and fundamental (earnings) performance, systematic risks and idiosyncratic risks. Here, we answer some commonly asked questions, presenting key findings and links to the full blog posts or reports for greater detail.

Did a company's ESG performance affect its stock price?

What is the fundamental performance of MSCI ESG Ratings?

What is the company-specific risk profile of MSCI ESG Ratings?

How does a company's ESG profile impact its exposure to systematic risk?

What is the long-term performance of MSCI ESG Indexes?

final - ESG Integration Research Overview


MSCI ESG Ratings, research and data are produced by MSCI ESG Research LLC, a subsidiary of MSCI Inc. MSCI ESG and Climate Indexes are products of MSCI Inc. that utilize information from MSCI ESG Research LLC. MSCI Indexes are administered by MSCI Limited (UK).

Information containing any historical information, data or analysis should not be taken as an indication or guarantee of any future performance, analysis, forecast or prediction. Past performance does not guarantee future results.


The content of this web page is research for informational purposes only and is intended for institutional professionals with the analytical resources and tools necessary to interpret any performance information. Nothing herein is intended to promote or recommend any product, tool or service.