Dinamika
Vol 4 No 1 (2024): DINAMIKA : Jurnal Manajemen Sosial Ekonomi

ANALISIS DAMPAK INTEGRASI ESG PADA PROFIL RISIKO-RETURN PORTOFOLIO INVESTASI

Ferix Aziz Susandi (Unknown)
Danu Purwito (Unknown)
Bagus Eka Prasetya (Unknown)
Sayekti Suindyah Dwiningwarni (Unknown)

Article Info

Publish Date
31 May 2024

Abstract

This research aims to analyze the impact of Environmental, Social, and Governance (ESG) integration on the risk-return profile of the investment portfolio of PT Unilever Indonesia Tbk. The research employs a quantitative method with a case study approach, utilizing historical data from the period 2017-2021. The data is analyzed to identify the relationship between ESG scores and portfolio returns, as well as portfolio risk. Regression analysis and t-test are employed to test the research hypotheses. The findings reveal a positive and significant relationship between ESG integration and the investment portfolio's return of PT Unilever Indonesia Tbk. The regression coefficient of 0.154 indicates that each one-point increase in the ESG score will result in an average increase of 0.154% in the investment portfolio return.

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Journal Info
Dinamika
Website

Abbrev

dinamika

Publisher

Sekolah Tinggi Ilmu Ekonomi - Studi Ekonomi Modern

Subject

Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Social Sciences

Description

Merupakan peer-reviewed journal yang mempublikasikan artikel-artikel ilmiah dalam bidang ilmu-ilmu ekonomi manajemen dan bisnis yang meliputi bidang manajemen operasional, manajemen sumber daya manusia, manajemen keuangan, manajemen pemasaran, sosial, Ekonomi yang dikelola dan diterbitkan oleh LPPM ...