Core Insights - The report highlights that the ESG sentiment integration strategy has achieved an excess return of 3.52% as of March 6, 2026, outperforming the benchmark index [1] - The ESG screening strategy has also shown strong performance, with a 3.29% excess return compared to the CSI 300 index [1] ESG Screening Strategy (CSI 300) - The ESG screening strategy, based on the report published on December 8, 2023, has increased by 2.22% as of March 6, 2026, while the CSI 300 index decreased by 1.07%, resulting in an excess return of 3.29% [5] - Over the last month, the total return for this strategy was 2%, with a maximum gain of 4% and a maximum loss of -1%, yielding a Sharpe ratio of 5.95 [8] ESG Sentiment Integration Strategy (CSI 300) - The ESG sentiment integration strategy, based on the report published on February 28, 2025, has risen by 2.45% as of March 6, 2026, compared to the CSI 300's decline of 1.07%, leading to an excess return of 3.52% [10] - The total return for the last month was 0.31%, with a maximum gain of 2% and a maximum loss of -2%, resulting in a Sharpe ratio of 0.34 [13]
ESG策略周度报告：本周ESG舆情整合策略超额收益3.52%-20260309
Yin He Zheng Quan·2026-03-09 14:03