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Sustainable Sovereigns: Integrating Sustainable Investment Analysis into Government Debt Research

Brown Advisory

Our in-house Sovereign Sustainability Score provides an initial indication of a country’s performance from over 30 indicators across a number of factors. Qualitative analysis allows us to identify trends, evaluate policy developments and current events to ensure timeliness of the quantitative data, and better estimate future developments.

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Sustainable Sovereigns: Integrating ESG Analysis into Government Debt Research

Brown Advisory

Our proprietary Sovereign ESG Score provides an initial indication of a country’s ESG performance from over 30 indicators across a number of ESG factors. Qualitative analysis allows us to identify trends, evaluate policy developments and current events to ensure timeliness of the quantitative data, and better estimate future developments.

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Sustainable Sovereigns: Integrating ESG Analysis into Government Debt Research

Brown Advisory

Our proprietary Sovereign ESG Score provides an initial indication of a country’s ESG performance from over 30 indicators across a number of ESG factors. Qualitative analysis allows us to identify trends, evaluate policy developments and current events to ensure timeliness of the quantitative data, and better estimate future developments.

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Sustainable Sovereigns: Integrating ESG Analysis into Government Debt Research

Brown Advisory

Our proprietary Sovereign ESG Score provides an initial indication of a country’s ESG performance from over 30 indicators across a number of ESG factors. Qualitative analysis allows us to identify trends, evaluate policy developments and current events to ensure timeliness of the quantitative data, and better estimate future developments.

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Sustainable Sovereigns: Integrating ESG Analysis into Government Debt Research

Brown Advisory

Our sustainable investing philosophy and process were developed in-house and are supported by a robust team of ESG research analysts, portfolio managers and other dedicated professionals. Our proprietary Sovereign ESG Score provides an initial indication of a country’s ESG performance from over 30 indicators across a number of ESG factors.

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Government Debt and Stock Returns

ClearMoney

With that caveat aside, debt/GDP over 100% hasn’t necessarily been deleterious to equity markets. Even Japan, with debt/GDP levels above 200% from 2009 to 2018, returned a positive equity premium in seven of those 10 years. General Government Debt” (indicator). United Kingdom Debt Management Office.

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Is $22 Trillion a Tipping Point?

ClearMoney

With that caveat aside, debt/GDP over 100% hasn’t necessarily been deleterious to equity markets. Even Japan, with debt/GDP levels above 200% from 2009 to 2018, returned a positive equity premium in seven of those 10 years. 3General government debt from OECD (2021). General Government Debt” (indicator).