Performance of Equity Investments in Sustainable Environmental Markets

Despite a significant increase in global clean energy investments, as part of the decarbonization process, it remains insufficient to meet demand for services sustainable manner. This study investigates performance equity with focus on environmental markets, using monthly index data from 31 August 2009 30 December 2022. The main contributions our are (i) assessment trading strategies based trend, momentum, and volatility Environmental Opportunities (EO) Technologies (ET) indices; (ii) comparison investments fossil fuel-based major indices. Market evaluation technical analysis tools such Relative Strength Index (RSI), Moving Averages, Average True Range (ATR) is captured through Sharpe per trade. divided according regional, sector, EO indices, key stock market Our findings reveal that momentum-based strategy performed best MSCI Global Alternative Energy highest excess return unit risk, followed by A trend-based worked 100 use volatility-based information yielded ratio Europe, Oil Gas Exploration Production industry, Energy. We further find trader relying system which simultaneously provides or would yield positive returns only Energy, S&P NYSE Arca Oil, FTSE Overall, despite superior when momentum trend strategies, most region sector EOs poorly compared results suggest existing crude oil prices continue allow outperform environmentally investments. These support average, have yet demonstrate consistent over non-renewable demonstrates need continued, rigorous, accommodating regulatory policy actions government bodies order reorient capital flows towards