ESGM RI Index
ESGM RI Index Company Screening
Screening Methodology
Weighted Score = ESG weight x ESG score (standardized)
+ (1-ESG weight) x financial score (standardized)
- Top 80 companies based on weighted scores at the end of May (each year)
ESG Scores Calculation
1. Using ESGM ESG Data, Industry (*KRX/*MICS) ESG weight calculated
- KRX: Korea Stock Exchange
- MICS: ESGM’s Industry Classification Standard
2. With the Best-in-class strategy, standardized scores are calculated, by industry
Z score = (Company ESG total score – Industry Average) / Industry standard deviation
Financial Scores Calculation
1. PER, PBR, D/Y, volatility, etc., are used
2. Rebalancing: End of May (every year)