Table 8.
RGE and Shapley.
| RGE and Shapley | RF | GBT | SEM | VEM |
|---|---|---|---|---|
| RGE (ESG) | 0.48961 | 0.49179 | 0.48884 | 0.49025 |
| RGE (E) | 0.49024 | 0.49449 | 0.49036 | 0.49188 |
| RGE (S) | 0.49060 | 0.49179 | 0.48903 | 0.49074 |
| RGE (G) | 0.49043 | 0.49200 | 0.48915 | 0.49078 |
| Shapley (ESG) | 0.21417 | 0.22201 | 0.15801 | 0.15880 |
| Shapley (E) | 0.08127 | 0.64233 | 0.21299 | 0.21128 |
| Shapley (S) | 0.07772 | 0.11497 | 0.11503 | 0.11642 |
| Shapley (G) | 0.34705 | 1.92621 | 0.31991 | 0.31635 |