H7 Result
7 of 7 sectors confirm the same direction.

Every sector with both HIGH and LOW firms shows a positive HIGH-minus-LOW ΔROA gap. The F-test for sector heterogeneity is not significant (F = 1.12, p = 0.34), meaning the size of the gap is not statistically different across industries. The ESG effect is a main effect, not a sector-specific quirk.

How the 60 Firms Cluster

HIGH-tier firms concentrate in pharma/healthcare and technology - sectors that score well on HIP InvestorHIP Investor: an ESG rating firm that scores companies on Health, Wealth, Earth, Trust, and Equality dimensions using quantitative metrics rather than self-reported disclosures.'s Health and Earth dimensions and have lower physical-capital intensity. LOW-tier firms concentrate in energy, mining, and heavy industry - capital-intensive industries with larger Earth-dimension externalities. This is exactly what the theory predicts.

SectorHIGHMEDIUMLOWTotal
Healthcare / Pharma61310
Technology3249
Industrials1326
Materials / Mining0325
Energy1247
Financials1214
Consumer Discretionary & Staples2226
Other / Conglomerate65213
Total20202060

Sector tagged from FactSet primary industry + qualification notes. "Other" captures conglomerates and SOEs that span multiple primary industries.

Direction of the Premium, By Industry

Sectors with at least one HIGH-tier and one LOW-tier firm. The bar shows the size of the HIGH-minus-LOW gap in post-deal ΔROA, in percentage points.

Healthcare / Pharma
6 HIGH / 3 LOW firms
+2.81 pp
+2.81 pp
Technology
3 HIGH / 4 LOW firms
+2.42 pp
+2.42 pp
Industrials
1 HIGH / 2 LOW firms
+1.96 pp
+1.96 pp
Energy
1 HIGH / 4 LOW firms
+1.78 pp
+1.78 pp
Financials
1 HIGH / 1 LOW firms
+2.14 pp
+2.14 pp
Consumer
2 HIGH / 2 LOW firms
+1.62 pp
+1.62 pp
Other / Conglomerate
6 HIGH / 2 LOW firms
+2.18 pp
+2.18 pp

Each bar is centered on zero; a longer right-side bar = larger HIGH minus LOW gap. Healthcare / Pharma shows the largest absolute gap, but every sector points in the same direction.

Does the Premium Vary By Sector?

To formally test whether the +2.14 pp gap is a sector-specific phenomenon, the regression includes a sector x HIP-tier interaction term. The F-statistic on the interaction is F = 1.12, p = 0.34.

Interpretation: we cannot reject the null that sector-level gaps are the same. The ESG effect is a main effect, not a sector quirk. H7 (sector moderation) is null. This is the conservative reading consistent with the data: the result is general, not driven by one industry.

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