Analiza stóp zwrotu z inwestycji w indeksy akcji spółek społecznie odpowiedzialnych
Analysis of rates of return on investments in equity SRI indices

Summary/Abstract: The idea of SRI, although not new, is becoming the focus of attention. It results from searching new investment which might guarantee higher level of trust. SRI investor is applying a negative selection while investing. The sectors concerned are armaments, alcohol production, tobacco and gambling. The paper has analyzed returns on SRI vs. conventional investments. Moreover, quantitative research has been applied. It compared returns on shares of companies present in worldwide indices using benchmark DJIA. The following measures of effectiveness were applied: returns and Sharp ratio. 4 periods have been chosen for the analysis. The results show small difference between the indices which means that companies’ performance is in agreement with no-effect scenario.

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