International Journal For Multidisciplinary Research

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Comparative Study of Sustainability Indices and Traditional Indices Performance during Covid-19 Period

Author(s) Shubham Mittal
Country India
Abstract Environment, Social, and Governance have become three major pillars that depict the sustainability of any organization. Organizations are striving hard to get good rankings for their Environmental, Social & Governance reporting practices. The practices not only show the responsible citizenship behavior of the organization but also impact its financial performance in the long run. The current study mainly aims to identify, measure, and quantify the market efficiency of Sustainability Indices over Traditional Indices, keeping in view the prominence of increased sustainability reporting by various businesses. The study has considered four benchmark indices and two sustainability indices and the data evaluated covers a period of 2 years in both pre and post-Covid era. Computed volatility for the sustainability index was 8.85 and 51.62 respectively in the Pre-Covid 19 and the Post Covid-19 respectively; corresponding results for the equivalent index from the Bombay Stock Exchange were 519 and 3019 for the Pre-Covid-19 and Post-Covid-19 respectively. Sustainability indices performed more efficiently in the post-Covid era than in the pre-Covid era in the portrayal of results, signifying that investors have leaned towards the sustainability-based Indices in the aftermath of Covid, thereby suggesting that such portfolios can be considered the future catalyst of investing.
Keywords Environment, Social & Governance, Market efficiency, Hurst Analysis, Covid-19, Exchange Traded Funds and Mutual Funds, India.
Field Sociology > Banking / Finance
Published In Volume 6, Issue 3, May-June 2024
Published On 2024-06-17
Cite This Comparative Study of Sustainability Indices and Traditional Indices Performance during Covid-19 Period - Shubham Mittal - IJFMR Volume 6, Issue 3, May-June 2024. DOI 10.36948/ijfmr.2024.v06i03.22686
DOI https://doi.org/10.36948/ijfmr.2024.v06i03.22686
Short DOI https://doi.org/gt2b9b
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