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Esg performance impact on firm´s investment attractiveness. An empirical study for the electric vehicle industry
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Resumo(s)
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.
Descrição
Palavras-chave
Tobin´S Q Stock returns Valuation Esg investing Sustainable investing