Navegando por Autor "Lima, Elvídio Landim do Rêgo"

Filtrar resultados informando o último nome do autor
Agora exibindo 1 - 1 de 1
  • Imagem de Miniatura
    Item
    Avaliação das práticas ESG através do Índice de Sustentabilidade Empresarial (ISE B3)
    (2022-05-19) Lima, Elvídio Landim do Rêgo; Kehrle, Luiz Rodrigues; http://lattes.cnpq.br/3665967394288808; http://lattes.cnpq.br/9761148824016931
    This paper aims to evaluate the risk/return ratio of the Sustainability Index (ISE B3), through the Sharpe index. Over the seventeen years of ISE B3, there was an average increase of 4.2% in the number of companies and 2.42% in the number of shares. The frequencies of participations of companies and economic sectors in the ISE B3 portfolios ranged from 5.88% to 100%. The series presented structural breakage, thus being divided into two periods. The first period of the IBOVESPA resulted in a negative trend, while the second showed a positive trend and a higher risk/return ratio. On the other, the two periods of ISE B3 showed positive trends and risk / return ratios also positive. It was concluded that ISE B3 presented a better risk /return ratio over the periods considered.