Backtesting ESG Factor Investing Strategies

Socially Responsible Investing (also called ESG Factor Investing) grows in popularity. More and more investors enter the stock market not just to invest their savings, but they are also want to support companies that bring positive social or environmental change. ESG factor investing can bring satisfaction to those investors. But does it also brings a real outperformance in a financial sense? Is there some ESG factor alpha? How big is it? These are some of the questions we have decided to investigate — we obtained data, identified ESG factor strategies and tested them. Feel free to explore them with us…

https://quantpedia.com/backtesting-esg-factor-investing-strategies/

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