Analisis Kinerja Harian Reksadana Saham Di Indonesia Dengan Metode Sharpe, Treynor, Jensen, Dan M2 Tahun 2005-2007

Kristianingrum, Felicia Diah (2009) Analisis Kinerja Harian Reksadana Saham Di Indonesia Dengan Metode Sharpe, Treynor, Jensen, Dan M2 Tahun 2005-2007. S1 thesis, STIE Indonesia Banking School.

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Abstract

The purpose of this research is : 1.) to understand the daily performance of Indonesian stock mutual funds during 2005 - 2007, and 2.) to understand stock mutual funds by which one of them has the highest and lowest performance. This research only focuses on Indonesian stock mutual funds and only conventional stock mutual funds (Syariah 's are not allowed), still active until 2007 and listed at Bapepam, for comparison stock mutual funds, this research uses JKSE during 2005-2007. The risk-adjusted performance method that used in this research are I) Sharpe Ratio, 2) Treynor Ratio, 3) Jensen's Alpha, and 4) M 2 The research method is hyphothesis method with t-lest to test the validity of the results using four methods. The results of this research imply that there are performances of stock mutual funds above JKSE, performances of stock mutual fonds under JKSE, and there are stock mutual funds not listed in two previous groups. The results can help investors in choosing stock mutual funds by investors' preferences. Keywords : Stock mutual funds, JKSE, Sharpe Ratio, Treynor Ratio, Jensen 's Alpha, M2

Item Type: Thesis (S1)
Subjects: H Social Sciences > HD Industries. Land use. Labor > HD28 Management. Industrial Management
Divisions: KODEPRODI61201#Manajemen
Depositing User: Ms Dyta Medina
Date Deposited: 26 Oct 2020 04:41
Last Modified: 26 Oct 2020 04:41
URI: http://repository.ibs.ac.id/id/eprint/1628

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