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All Journal JRMSI - Jurnal Riset Manajemen Sains Indonesia Jurnal Equity Equity
Permadhy, Yul Tito
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Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Social Sciences

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ANALISIS PERBANDINGAN KINERJA REKSADANA SAHAM MENGGUNAKAN METODE SHARPE DAN TREYNOR PADA REKSADANA SAHAM Bella, Clara; Permadhy, Yul Tito
EQUITY Vol 21 No 1 (2018): EQUITY
Publisher : Department of Accounting, Faculty of Economics and Business, Universitas Pembangunan Nasional Veteran Jakarta

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.34209/equ.v21i1.631

Abstract

This study aims to determine the comparison of stock mutual fund performance using sharpe method and treynor method. The research method used in this research is descriptive method with quantitative approach. The object of this study using all mutual fund shares listed on the Indonesia Stock Exchange period 2013-2016. The technique of determining the sample using purposive sampling method so that 66 mutual funds were chosen as research sample. The results of this study explain that there are differences in the results of the performance of stock mutual funds using sharpe method and treynor method on mutual fund shares listed on the Indonesia Stock Exchange (BEI) where each performance value fluctuates in the period 20132016. The results show that only a few stock mutual funds are above market performance by using sharpe method and treynor method during the period 2013-2016. The results show that only one stock mutual fund that has consistent performance above market performance during the period 2013-2016 using the sharpe method of equity fund Sam Equity Fund.
ANALISIS KINERJA REKSA DANA SAHAM DENGAN METODE SHARPE, TREYNOR, DAN JENSEN SELAMA MASA PANDEMI Mumtazah, Ghoziyah Inas; Permadhy, Yul Tito
JRMSI - Jurnal Riset Manajemen Sains Indonesia Vol. 13 No. 01 (2022): Jurnal Riset Manajemen Sains Indonesia
Publisher : Fakultas Ekonomi, Universitas Negeri Jakarta

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.21009/JRMSI.013.1.04

Abstract

Reksa dana ialah alternatif instrumen pendanaan bagi investor yang mempunyai keterbatasan modal dan waktu untuk mengatur dan mengukur tingkat pengembalian serta risiko atas investasi yang dimilikinya. Pengukuran kinerja perlu dilakukan oleh pemilik modal dalam menyeleksi reksa dana, agar investasi yang dipilihnya bersifat prospektif. Studi yang dilakukan bermaksud untuk mengetahui kinerja reksa dana saham konvensional dengan metode Sharpe, Treynor, dan Jensen. Selanjutnya dibandingkan dengan performa dari benchmark. Metode penelitian menggunakan teknik deskriptif dengan pendekatan secara kuantitatif. Teknik purposive sampling digunakan dalam pemilihan sampel berdasarkan kriteria yang ditentukan, dengan jumlah akhir sampel sebesar 78 reksa dana saham. Pengukuran kinerja dengan metode Sharpe, Treynor, dan Jensen. Sedangkan, uji hipotesis dengan uji beda Kruskal Wallis. Hasil dari penelitian memberitahukan 48 reksa dana kinerjanya positif dengan metode Sharpe dan Treynor, 17 reksa dana hasilnya positif dengan metode Jensen, serta masih banyak performa reksa dana saham konvensional belum dapat mengungguli kinerja benchmark. Selain itu, kesimpulan penelitian ini tidak terdapat adanya perbedaan hasil kinerja dengan setiap metode yang digunakan, yaitu Sharpe, Treynor, dan Jensen.
ANALISIS PERBANDINGAN KINERJA REKSADANA SAHAM MENGGUNAKAN METODE SHARPE DAN TREYNOR PADA REKSADANA SAHAM Bella, Clara; Permadhy, Yul Tito
EQUITY Vol 21 No 1 (2018): EQUITY
Publisher : Department of Accounting, Faculty of Economics and Business, Universitas Pembangunan Nasional Veteran Jakarta

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (885.992 KB) | DOI: 10.34209/equ.v21i1.631

Abstract

This study aims to determine the comparison of stock mutual fund performance using sharpe method and treynor method. The research method used in this research is descriptive method with quantitative approach. The object of this study using all mutual fund shares listed on the Indonesia Stock Exchange period 2013-2016. The technique of determining the sample using purposive sampling method so that 66 mutual funds were chosen as research sample. The results of this study explain that there are differences in the results of the performance of stock mutual funds using sharpe method and treynor method on mutual fund shares listed on the Indonesia Stock Exchange (BEI) where each performance value fluctuates in the period 20132016. The results show that only a few stock mutual funds are above market performance by using sharpe method and treynor method during the period 2013-2016. The results show that only one stock mutual fund that has consistent performance above market performance during the period 2013-2016 using the sharpe method of equity fund Sam Equity Fund.
Co-Authors Bella, Clara Mumtazah, Ghoziyah Inas