Can an ESG Momentum Investing Strategy Generate Alpha

Paper details:

I have a file with ESG data from one source for listed companies (excel is too big to be uploaded here) Problems: 1) Data needed. Specifically, ESG MSCI data, and stock returns for the companies I have ESG data. 2) All the sections after methodology are not done. 3) I would appreciate it if you can review and enhance the sections I have already written.