Descriptive statistics
| Summary of model 1 variables | |||||
|---|---|---|---|---|---|
| Model 1 | |||||
| Variable | Observations | Mean | Std dev | Min | Max |
| ROA (%) | 1,687 | 3.839 | 4.498 | −26.271 | 32.302 |
| Env score | 1,687 | 41.992 | 30.923 | 0 | 98.280 |
| Soc score | 1,687 | 51.723 | 20.979 | 1.598 | 96.960 |
| Gov score | 1,687 | 53.737 | 21.714 | 0.580 | 97.460 |
| EBITDA margin (%) | 1,687 | 41.336 | 43.156 | −87.966 | 94.753 |
| Total assets ($ m) | 1,687 | 13,700 | 25,700 | 94 | 308,936 |
| Debt on assets (%) | 1,687 | 51.669 | 17.993 | 5.937 | 157.208 |
| Beta levered | 1,687 | 0.924 | 0.537 | −0.447 | 3.380 |
| Summary of model 1 variables | |||||
|---|---|---|---|---|---|
| Model 1 | |||||
| Variable | Observations | Mean | Std dev | Min | Max |
| ROA (%) | 1,687 | 3.839 | 4.498 | −26.271 | 32.302 |
| Env score | 1,687 | 41.992 | 30.923 | 0 | 98.280 |
| Soc score | 1,687 | 51.723 | 20.979 | 1.598 | 96.960 |
| Gov score | 1,687 | 53.737 | 21.714 | 0.580 | 97.460 |
| EBITDA margin (%) | 1,687 | 41.336 | 43.156 | −87.966 | 94.753 |
| Total assets ($ m) | 1,687 | 13,700 | 25,700 | 94 | 308,936 |
| Debt on assets (%) | 1,687 | 51.669 | 17.993 | 5.937 | 157.208 |
| Beta levered | 1,687 | 0.924 | 0.537 | −0.447 | 3.380 |
| Summary of model 2 variables | |||||
|---|---|---|---|---|---|
| Model 2 | |||||
| Variable | Observations | Mean | Std dev | Min | Max |
| Total return (%) | 1,407 | 9.505 | 28.607 | −79.207 | 252.831 |
| Env score | 1,407 | 42.493 | 30.831 | 0 | 98.280 |
| Soc score | 1,407 | 53.338 | 19.531 | 2.060 | 96.960 |
| Gov score | 1,407 | 56.290 | 20.878 | 2.03 | 97.460 |
| EBITDA margin (%) | 1,407 | 43.565 | 29.815 | −57.613 | 94.753 |
| Market cap ($ m) | 1,407 | 7,770 | 11,900 | 79.537 | 133,313 |
| Beta levered | 1,407 | 0.937 | 0.558 | −0.447 | 3.380 |
| Floating shares (%) | 1,407 | 75.476 | 20.525 | 3 | 100 |
| Summary of model 2 variables | |||||
|---|---|---|---|---|---|
| Model 2 | |||||
| Variable | Observations | Mean | Std dev | Min | Max |
| Total return (%) | 1,407 | 9.505 | 28.607 | −79.207 | 252.831 |
| Env score | 1,407 | 42.493 | 30.831 | 0 | 98.280 |
| Soc score | 1,407 | 53.338 | 19.531 | 2.060 | 96.960 |
| Gov score | 1,407 | 56.290 | 20.878 | 2.03 | 97.460 |
| EBITDA margin (%) | 1,407 | 43.565 | 29.815 | −57.613 | 94.753 |
| Market cap ($ m) | 1,407 | 7,770 | 11,900 | 79.537 | 133,313 |
| Beta levered | 1,407 | 0.937 | 0.558 | −0.447 | 3.380 |
| Floating shares (%) | 1,407 | 75.476 | 20.525 | 3 | 100 |
Source(s): Authors’ own work
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