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Analyser la performance financière des indices boursiers environnementaux
[Analyzing financial performance of green stock market indices]

Author

Listed:
  • Barda, Kelly

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.

Suggested Citation

  • Barda, Kelly, 2020. "Analyser la performance financière des indices boursiers environnementaux [Analyzing financial performance of green stock market indices]," MPRA Paper 102537, University Library of Munich, Germany.
    • Handle: RePEc:pra:mprapa:102537
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    File URL: https://mpra.ub.uni-muenchen.de/102537/1/MPRA_paper_102537.pdf
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    References listed on IDEAS

    as
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    Full references (including those not matched with items on IDEAS)

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    More about this item

    Keywords

    Financial performance; Green stock market indices; Sharpe ratio; Volatility;
    All these keywords.

    JEL classification:

    • G0 - Financial Economics - - General
    • G1 - Financial Economics - - General Financial Markets
    • G2 - Financial Economics - - Financial Institutions and Services

    NEP fields

    This paper has been announced in the following NEP Reports:

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