ANALISIS DAMPAK INTEGRASI ESG PADA PROFIL RISIKO-RETURN PORTOFOLIO INVESTASI

Ferix Aziz Susandi ; Danu Purwito ; Bagus Eka Prasetya ; Sayekti Suindyah Dwiningwarni
Jurnal Manajemen Sosial Ekonomi 📅 2025 Vol 4, No 1 🔗 DOI: 10.51903/dinamika.v4i1.485
Abstract
This research aims to analyze the impact of Environmental, Social, and Governance (ESG) integration on the risk-return profile of the investment portfolio of PT Unilever Indonesia Tbk. The research employs a quantitative method with a case study approach, utilizing historical data from the period 2017-2021. The data is analyzed to identify the relationship between ESG scores and portfolio returns, as well as portfolio risk. Regression analysis and t-test are employed to test the research hypotheses.
The findings reveal a positive and significant relationship between ESG integration and the investment portfolio's return of PT Unilever Indonesia Tbk. The regression coefficient of 0.154 indicates that each one-point increase in the ESG score will result in an average increase of 0.154% in the investment portfolio return.
Keywords
ESG portfolio return portfolio risk PT Unilever Indonesia Tbk case study
How to Cite

Ferix Aziz Susandi, et al. (2025). ANALISIS DAMPAK INTEGRASI ESG PADA PROFIL RISIKO-RETURN PORTOFOLIO INVESTASI. Jurnal Manajemen Sosial Ekonomi, 4(1). https://doi.org/10.51903/dinamika.v4i1.485

Ferix Aziz Susandi; Danu Purwito; Bagus Eka Prasetya; Sayekti Suindyah Dwiningwarni, "ANALISIS DAMPAK INTEGRASI ESG PADA PROFIL RISIKO-RETURN PORTOFOLIO INVESTASI," Jurnal Manajemen Sosial Ekonomi, vol. 4, no. 1, 2025.

Ferix Aziz Susandi; Danu Purwito; Bagus Eka Prasetya; Sayekti Suindyah Dwiningwarni. "ANALISIS DAMPAK INTEGRASI ESG PADA PROFIL RISIKO-RETURN PORTOFOLIO INVESTASI." Jurnal Manajemen Sosial Ekonomi, vol. 4, no. 1, 2025.

Ferix Aziz Susandi; Danu Purwito; Bagus Eka Prasetya; Sayekti Suindyah Dwiningwarni. "ANALISIS DAMPAK INTEGRASI ESG PADA PROFIL RISIKO-RETURN PORTOFOLIO INVESTASI." Jurnal Manajemen Sosial Ekonomi 4, no. 1 (2025).

Ferix Aziz Susandi, et al. (2025) 'ANALISIS DAMPAK INTEGRASI ESG PADA PROFIL RISIKO-RETURN PORTOFOLIO INVESTASI', Jurnal Manajemen Sosial Ekonomi, 4(1). doi: 10.51903/dinamika.v4i1.485.

Ferix Aziz Susandi; Danu Purwito; Bagus Eka Prasetya; Sayekti Suindyah Dwiningwarni. ANALISIS DAMPAK INTEGRASI ESG PADA PROFIL RISIKO-RETURN PORTOFOLIO INVESTASI. Jurnal Manajemen Sosial Ekonomi. 2025;4(1).

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