Weighted least squares regression model for the dependent variable return-on-capital-employed
| ROCE | ||||
|---|---|---|---|---|
| Variable | Coefficient | Standard error | t-ratio | p-value |
| ESG rating | 0.0109 | 0.00334 | 3.26 | 0.0010 |
| Debt-to-equity ratio (DOT) | −0.0078 | 0.00359 | −2.17 | 0.0030 |
| Company size (Size) | −0.0684 | 0.00752 | −9.09 | 0.0000 |
| Constant | 0.8213 | 0.07928 | 10.36 | 0.0000 |
| R2 | 0.1689 | |||
| Adjusted R2 | 0.1645 | |||
| F-statistic | 38.67 | |||
| Prob > F | 0.0000 | |||
| ROCE | ||||
|---|---|---|---|---|
| Variable | Coefficient | Standard error | ||
| ESG rating | 0.0109 | 0.00334 | 3.26 | 0.0010 |
| Debt-to-equity ratio (DOT) | −0.0078 | 0.00359 | −2.17 | 0.0030 |
| Company size (Size) | −0.0684 | 0.00752 | −9.09 | 0.0000 |
| Constant | 0.8213 | 0.07928 | 10.36 | 0.0000 |
| 0.1689 | ||||
| Adjusted | 0.1645 | |||
| F-statistic | 38.67 | |||
| Prob > F | 0.0000 | |||