International journal of quantitative research and

HIGHLIGHTS

• who: Hazelino Rafi Pradaswara et al. from the Jatinangor, Indonesia have published the research work: International Journal of Quantitative Research and, in the Journal: (JOURNAL) of November/30,/2021
• what: The aim of this study is to predict the level of risk see the characteristics of stock returns and whether the ESG Risk Rating makes the company`s stock performance better. The models used to predict stock returns are Auto Regressive Integrated Moving Average (ARIMA) and Generalized Autoregressive Conditional Heteroscedasticty (GARCH) and Value at Risk (VaR) is used to predict risk.

SUMMARY

 



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