Global Equity Risk Model - ESG

ESG investment vehicles have experienced tremendous growth in recent years. In order to help investors evaluate the ESG characteristics of their portfolios, Morningstar introduces the ESG Rating Factor into the Global Risk Model. This enables users to analyze and compare the exposure of stocks and portfolios to various investment styles.


In this report, you will learn:
  • What the new Global Equity Risk Model is and how it’s being used
  • How the ESG Rating Factor enables risk model users to measure and compare the ESG characteristics of stocks and portfolios
  • How incorporating the ESG Rating Factor in risk forecasts can help to improve portfolio and index construction
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