NO.PZ2022120702000100
问题如下:
Which comment about a typical quantitative approach to ESG analysis is correct?选项:
A.Factors such as value and growth are integrated alongside ESG factors. B.The data set focuses on an individual company ESG assessment. C.The research stage will only include internal proprietary ESG data. D.The ESG dataset tends to be smaller than that used by a fundamental adviser.解释:
A选项正确,量化方法的投资者通常会将ESG因素与价值、规模、势头、增长和波动性等其他因素结合在一起。
B选项错误,定性方法往往会基于单一公司进行ESG评估;
C选项错误,量化方法可能在研究阶段评估ESG因素,通常使用第三方数据库,内部专有数据或者两者混合使用,而非只使用内部专有的ESG数据;
D选项错误,量化方法的数据收集可以类似于基本面投资者所做的,但往往是基于更大的数据集。
答案B不就是:该数据集侧重于单个公司的ESG评估吗?错在哪里?