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All Journal Al-Iqtishad : Jurnal Ilmu Ekonomi Syariah (Journal of Islamic Economics)
Mia Rahmasari
University of Prof Dr. Hamka (Uhamka)
Religion Economics, Econometrics & Finance Social Sciences

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Measurement Of Shariah Stock Performance Using Risk Adjusted Performance Zuhairan Y Yunan; Mia Rahmasari
Al-Iqtishad: Jurnal Ilmu Ekonomi Syariah Vol 7, No 1: January 2015
Publisher : Faculty of Shariah and Law, UIN Syarif Hidayatullah Jakarta

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (532.826 KB) | DOI: 10.15408/aiq.v7i1.1364

Abstract

The aim of this research is to analyze the shariah stock performance using risk adjusted performance method. There are three parameters to measure the stock performance i.e. Sharpe, Treynor, and Jensen. This performance’s measurements calculate the return and risk factor from shariah stocks. The data that used on this research is using the data of stocks at Jakarta Islamic Index. Sampling method that used on this paper is purposive sampling. This research is using ten companies as a sample. The result shows that from three parameters, the stock that have a best performance are AALI, ANTM, ASII, CPIN, INDF, KLBF, LSIP, and UNTR.DOI: 10.15408/aiq.v7i1.1364
Co-Authors Zuhairan Yunmi Yunan