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ENV, SOC, and GOV Scores by Country

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Below are 3 charts that show environmental, social, and governance scores by country for the year 2017.  The countries are chosen if they have 30 or more firms in the sample. The charts show mean and median values and the standard deviations.  The most interesting thing about the ESG scores by country is the fact that the United States is ranked low with respect to Environmental and Social but high with respect to governance. The United States also has the largest standard deviation values. It is important to note that the US firms are overrepresented in the sample which made lead to bias.  However, this is normal, as USA firms are overrepresented in many studies and databases due to the availability of data.
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ENV Scores by Country

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Besides the charts/graphs I have generated on overall scores, it is important to show the data by other factors: Country and Industry. Below are 2 charts that show environmental scores by country for the year 2017.  The countries are chosen if they have 30 or more firms in the sample. The first chart shows mean and median environmental scores. The second chart presents the mean and standard deviation.   
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ESG Data and Firm Enterprise Value

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While we have examined the relationship between ESG performance and firm market value, the relationship between enterprise value and ESG performance was not explored.  The standard hypothesis is that the relationship between firm market value and enterprise value is highly correlated.  Although the difference between enterprise value and firm value is the market value of debt, since debt is well managed by firms, debt shouldn't impact the relationship. Below are the charts exploring the relationship between enterprise value, firm market value, and ESG performance.
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Seaborn Joint Plots: ESG Scores and Firm Market Value

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Recently, I learned about Seaborn's joint plot function in Python. Thus, I used the joint plot function to make a few plots based on the 2017 data I posted the other day. Below are the joint plots. They should shed more light on the correlation values from the heatmap.   Note: These charts are for educational purposes only. Please do not distribute.
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Working with ESG Data from PhD Studies

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After some time, I have decided to go back and work on my Ph.D. data.  During my studies, I used SAS and Stata for the analysis.  Now, I will be redoing -- re-engineering -- the project using Pytho and R.  Thus, I will be generating new tables, charts, and, etc.   I will a lso be posting some of the insights from my data.  Today, I decided to post a heatmap (correlation ) matrix. The heatmap shows that ESG scores are not highly correlated with the market value (MV) and enterprise value (EV) of the firms in the sample.  The data is from 2017. Note: This chart is for educational purposes only. Please do not distribute.    
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S&P 500: Governance Risk as a % of Total ESG Risk by Industry

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  Here is my most recent chart.
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S&P 500 ESG Scores: Social Risk as a % of Total ESG Risk

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  Author's note:  I have posted the chart and will write more about it this weekend
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