“A study of potential factor investing strategy from ESG score and intangible capital in Thailand” “A study of potential factor investing strategy from ESG score and intangible capital in Thailand

> 18,000) Margin Call (21,200 – 18,000) equals 3,200 From: http://www.tsi-thailand.org/tsi/powerpoint_set50options.pdf Methodology : Strategy trading Long Arbitrage strategy 𝑃Ask − 𝐶Bid + 𝐹𝐴𝑠𝑘𝑒 −𝑟𝑡

(มหาชน) 2 • K-Strategy • Sustainable Development Framework and Policy • Environmental Management Experience Sharing • Environmental Report AGENDA 3 • K-Strategy • Sustainable Development Framework and

compared to a net profit of 18.45 million baht, is due to the following reasons: 1. The ailing economic condition especially in the automotive industry, in addition to a change in the company’s strategy to

million Baht or 99 percent, mainly due to the sluggish economy, especially in the automotive industry, coupled with the change in company’ strategy which focuses on projects with the government. 2 . The

Webinar 3: Risk Management & Metrics and Targets 2 Session 1: Introduction to TCFD and Governance Session 2: Strategy / Investment Management Session 3: Risk Management & Metrics and Targets 3 • Background

investigate which types of market participants are more likely to implement such trading strategy and provide abnormal liquidity to the market at threshold prices. • H1: The existence of different relative tick

amount of 22.80 million baht. Revenue decreased by 74.54 million baht or 77 percent, mainly due to the sluggish economy, especially in the automotive industry, coupled with the change in company’ strategy

Strategy Risk Management Metrics and Targets Percentage of companies with full TCFD disclosure Thailand APAC S&P 500 STOXX 600 FOCUS ON CLIMATE-RELATED RISKS TCFD divides climate-related risks into two

Changing business strategy and behaviours The role of investors in the society has been shifted from just profit seekers. They are increasingly interested in minimizing the effect on the environment and