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ESG Factors and Style Malaysia February 2014

ESG Factors and Style Malaysia February 2014. Larry Shepherd larry@quantshop.com + 61 4 1115 0210. Details. Analysis uses Style Research’s Markets Analyzer – generate strategies Enterprise – analyse results Malaysian Market stocks with market cap greater than USD 100 m

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ESG Factors and Style Malaysia February 2014

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  1. ESG Factors and StyleMalaysiaFebruary 2014 Larry Shepherd larry@quantshop.com+ 61 4 1115 0210

  2. Details • Analysis uses Style Research’s • Markets Analyzer – generate strategies • Enterprise – analyse results • Malaysian Market • stocks with market cap greater than USD 100 m • as at end January 2014 • Results Sector Adjusted • remove sector bias • Cover • Environmental and Social • Governance

  3. Environmental and social

  4. Value – 5 year returns To end August 2013

  5. Value and ES

  6. Growth – 5 year returns To end August 2013

  7. Growth and ES

  8. Other – 5 year returns To end August 2013

  9. Size 0-25% (smallest) and ES

  10. Size 25-50% and ES

  11. Size 50-75% and ES

  12. Size 75-100% (largest) and ES

  13. Governance

  14. Value and G

  15. Growth and G

  16. Size 0-25% (smallest) and G

  17. Size 25-50% and G

  18. Size 50-75% and G

  19. Size 75-100% (largest) and G

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