|
社会性評価と株価のパフォーマンスについて
| SRI Index のシミュレーションテスト（累積収益16年） |
 |
2003/5 2003/5 以前は2003/5時点の150銘柄で遡って計算。
2003/5 以降はMS-SRI（150銘柄)にて計算。 |
|
| |
| （2009/03/31） |
| |
|
MS-150 |
対TOPIX |
TOPIX |
| 標準偏差 |
|
26.75% |
1.53% |
26.11% |
| 1年リターン平均 |
|
1.26% |
2.48% |
-1.22% |
| 16年リターン |
|
-8.74% |
28.16% |
-36.89% |
| |
DATA |
MS-150 |
対TOPIX |
TOPIX |
| |
199303 |
|
|
|
| |
199403 |
12.39% |
3.21% |
9.17% |
| |
199503 |
-16.20% |
0.13% |
-16.33% |
| |
199603 |
27.93% |
2.78% |
25.15% |
| |
199703 |
-8.16% |
7.95% |
-16.11% |
| |
199803 |
-0.86% |
8.00% |
-8.85% |
| |
199903 |
4.50% |
3.26% |
1.24% |
| |
200003 |
43.44% |
8.82% |
34.62% |
| |
200103 |
-23.81% |
1.32% |
-25.13% |
| |
200203 |
-16.38% |
0.61% |
-17.00% |
| |
200303 |
-24.17% |
1.50% |
-25.67% |
| |
200403 |
40.77% |
-4.18% |
44.95% |
| |
200503 |
0.25% |
3.73% |
-3.48% |
| |
200603 |
46.18% |
1.99% |
44.19% |
| |
200703 |
2.25% |
3.09% |
-0.84% |
| |
200803 |
-28.58% |
5.78% |
-29.22% |
| |
200903 |
-39.35% |
-3.14% |
-36.21% |
|
|
|
|
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