Les indices socialement responsables entre performance financière et éthique : cas du casablanca ESG10

الملخص EN

The aim of this study is the analysis of the performance of Socially Responsible Idices.

The performance of the Casablanca ESG 10 index is investigated in comparaison with its conventional benchmark MASI.

The analysis of the indices performance considers Return, risk and risk adjusted return of the two indices.

It is found that the Socially responsible Index presents a lower performance level compared to its benchmark.

Thus, socially responsible investment induces sacrifices in terms of return compared to conventional investments.