Publicação
Esg performance impact on firm´s investment attractiveness. An empirical study for the electric vehicle industry
| Resumo: | This thesis highlights the ESG impact on firm’s performance. It is based on a sample of dataset for the Energy and Technology Sectors in Europe and the Electrical Vehicle Industry on a global scope. A specific industry analysis is based on two parts. Firstly, a Multiple Linear Regression analysis model is developed, where a significant positive correlation between ESG and Tobin’s q is observed for the energy and technology sector, while the EV industry shows a significant negative relation. Secondly, portfolio analysis was conducted through the analysis of the risk-return relationship, where the CAPM model is deployed to assess excess return compared to the market. |
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| Autores principais: | Oliva, Gonçalo Conceição de |
| Assunto: | Tobin´S Q Stock returns Valuation Esg investing Sustainable investing |
| Ano: | 2023 |
| País: | Portugal |
| Tipo de documento: | dissertação de mestrado |
| Tipo de acesso: | acesso aberto |
| Instituição associada: | Universidade Nova de Lisboa |
| Idioma: | inglês |
| Origem: | Repositório Institucional da UNL |
| Resumo: | This thesis highlights the ESG impact on firm’s performance. It is based on a sample of dataset for the Energy and Technology Sectors in Europe and the Electrical Vehicle Industry on a global scope. A specific industry analysis is based on two parts. Firstly, a Multiple Linear Regression analysis model is developed, where a significant positive correlation between ESG and Tobin’s q is observed for the energy and technology sector, while the EV industry shows a significant negative relation. Secondly, portfolio analysis was conducted through the analysis of the risk-return relationship, where the CAPM model is deployed to assess excess return compared to the market. |
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