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187****1337 · 2025年04月21日

不同数据提供者之间的ESG评级相关性低，不应该选A吗？

  1. ESG
  2. ESG analysis, valuation and integration

NO.PZ2024021801000048

问题如下：

The ESG rating correlation among different data providers is most likely:

选项：

A.negatively correlated. B.uncorrelated. C.positively correlated.

解释：

C. Correct because one challenge is that the agreement or correlation between the various ratings agencies is low.

A study by Chatterji at al. finds an approximate 0.3 correlation. (Or more technically, this analysis found pairwise tetrachoric correlations for three years among the six raters, with a mean correlation of 0.30 (about 2 standard deviations). However, this also included some negative ones’ correlations, meaning what one rater found responsible another found ‘irresponsible’.) A 2019 study by Gibson et al. shows a range of correlations. Yet another study by Berg et al. shows a range of correlations as well: Berg looks at a dataset of ESG ratings from six different raters – namely, KLD (MSCI Stats), Sustainalytics, Vigeo Eiris (Moody’s), RobecoSAM (S&P Global), Asset4 (Refinitiv) and MSCI – the correlations between the ratings are on average 0.54 and range from 0.38 to 0.71. Table 7.4 presents 4 categories of correlations ranging from 0.2 to 0.46.

不同数据提供者之间的ESG评级相关性低，不应该选A吗？

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1 个答案

净净_品职助教 · 2025年04月21日

嗨，从没放弃的小努力你好：


ESG评级结果的相关性很低，但仍然为正相关。

相关性这个指标用ρ来表示，ρ的取值为[-1,1]，当ρ=0，代表不相关；当ρ>0，代表正相关。根据教材中提到的几项研究，ESG评级结果的相关性大概再0.2~0.5之间，属于正相关，但是相关性较低，当ρ取值越接近于1或者-1时，相关性越强。

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2025-03-06 16:20 1 · 回答

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2024-12-03 16:19 1 · 回答

答案判断及提示不正确 没有看明白解析

2024-11-27 09:56 1 · 回答

NO.PZ2024021801000048问题如下The ESG rating correlation among fferent ta provirs is most likely:A.negatively correlateB.uncorrelateC.positively correlate Correbecause one challenge is ththe agreement or correlation between the various ratings agencies is low. A stu Chatterji al. fin approximate 0.3 correlation. (Or more technically, this analysis founpairwise tetrachoric correlations for three years among the six raters, with a mecorrelation of 0.30 (about 2 stanrviations). However, this also inclusome negative ones’ correlations, meaning whone rater founresponsible another foun‘irresponsible’.) A 2019 stu Gibson et al. shows a range of correlations. Yet another stu Berg et al. shows a range of correlations well: Berg looks a taset of ESG ratings from six fferent raters – namely, KL(MSStats), Sustainalytics, Vigeo Eiris (Moo’s), RobecoS(S P Global), Asset4 (Refinitiv) anMS– the correlations between the ratings are on average 0.54 anrange from 0.38 to 0.71. Table 7.4 presents 4 categories of correlations ranging from 0.2 to 0.46. 答案是不是应该是b？

2024-10-28 13:58 1 · 回答