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Esg score impact on portfolios performance
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This project aims to evaluate the impact of ESG considerations on the operational and
financial metrics of NASDAQ 100 companies. By utilizing the Capital Asset Pricing Model
(CAPM) and the Fama-French three-factor model, the analysis explores how ESG factors influence
market behavior and financial performance. The dataset, extracted from Refinitiv Eikon, includes
historical ESG scores, financial performance data, and risk-related metrics spanning 15 years.
Major findings indicate that ESG integration can significantly affect financial stability and
shareholder returns, highlighting the materiality of ESG risks in investment decision-making.
Keywords: ESG Integration, NASDAQ 100, Asset Management, Risk Management,
Sustainable Investing.
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Esg integration Nasdaq 100 Asset management Risk management Sustainable investing