This study analyzed the relationship between the corporate value of nine listed financial holding companies in Korea and ESG rating and Social Responsibility reports. It was evaluated that the ESG activities of financial holding companies would be representative of ESG activities of financial institutions as well as the financial industry, and the Social Responsibility report was implemented sentiment analysis. The variable was set as an independent variable. As a result of analyzing financial data and Social Responsibility reports of nine financial holding companies from 2011 to 2020, ESG rating has a negative impact on the corporate value of financial holding companies. However, disclosure of Social Responsibility reports positively impacts corporate value. The governance ESG grade showed a positive influence on corporate value. In addition, since the negative sentiment of the Social Responsibility report negatively influences corporate value, it was confirmed that ESG activities and practices have a significant influence on corporate value. The following implications were derived based on the analysis results. Financial holding companies can positively impact corporate value by strategically utilizing the disclosure of Social Responsibility reports and ESG activities. In particular, companies with a well-established governance structure have lower concerns about agency costs, so Social Responsibility Report should be actively used as a tool to inform the market of companies' ESG activities. On the other hand, to erode the negative view of ESG due to the lack of trust in the profitability and expertise of ESG credit management, the practice, performance, and social and economic positive influence of ESG activities must be confirmed.