“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

, 1985) Motivation Explaining Value Data Results Conclusions Important Contributions 1 Provide evidence on 9 alternative definitions of value premiums in Thailand • Fama-French six-factor model and the q

depend on the Technical Working Group deciding that such criteria are robust and workable enough to be adopted. Examples might look like the tightening of thresholds, or new ways of determining what an

findings raised by the SEC, which ultimately lead to the improvement of audit firms’ quality. Figure 6: The weighted average score by total market capitalization of each element in the ISQC1, compared among

significant improvements in several areas within the element of ethical requirements. For instance, audit firms have established policies and procedures to prevent any conflicts of interest that might arise

firms made for each TSQC1 element might differ due to factors such as corporate cultures and their different strengths, we were fairly satisfied with the significant improvements observed in most aspects

Emission Factor Amount of emissions produced per unit of energy Total energy or fuel consumed + - In te n si ty Confidential. Do not distribute. Carbon footprint CFCs 14 The GHG Protocol Introduction

(EIAs) are common requirements in most jurisdictions for solar power plant developments, which might include studies of threatened species; land disturbance; historical and archaeological studies and

Factor Bets Active Share Tracking Error0 Low High Low High Active share is a well recognized approach to measure how active the portfolio management. Active share can be used together with tracking error

วามเช่ือมัน่ 99% โดยใช้ ขอ้มูลยอ้นหลงั 1 ปี (2) ปรับค่า VaR ดว้ย scaling factor โดยค่า VaR ภายหลงัปรับดว้ย scaling factor แลว้ มีค่าสูงสุด ไม่เกิน 100% (3) จดักลุ่มค่าความเส่ียง 5 กลุ่ม คือ 20%, 30%, 50