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All Journal Jurnal Dimensi EQUILIBIRIA Measurement : Jurnal Akuntansi Jurnal Akuntansi dan Pajak International Journal of Artificial Intelligence Research Minda Baharu Jurnal MEBIS (Manajemen dan Bisnis) Proceeding of National Conference on Accounting & Finance BENING Indonesian Journal of Law and Economics Review Journal of Maritime Empowerment Multidiciplinary Output Research for Actual and International Issue (Morfai Journal) Jurnal Locus Penelitian dan Pengabdian Jurnal Manajemen, Organisasi, Dan Bisnis Eduvest - Journal of Universal Studies PROCEEDING OF INTERNATIONAL CONFERENCE ON BUSINESS MANAGEMENT AND ACCOUNTING IIJSE Global Digital
Catur Fatchu Ukhriyawati
Universitas Riau Kepulauan
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Journal : Jurnal Dimensi

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ANALYSIS PERFORMANCE OF EQUITY MUTUAL FUNDS AT INDONESIANS CAPITAL MARKET ACCORDING TO SHARPE, TREYNOR AND JENSEN METHODS Ukhriyawati, Catur Fatchu
JURNAL DIMENSI Vol 1, No 2 (2012): JURNAL DIMENSI
Publisher : Universitas Riau Kepulauan

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (405.531 KB) | DOI: 10.33373/dms.v1i2.167

Abstract

Mutual Funds constitutes the way of investment that relatively new in Indonesia. It appeared since commonly the investors have difficulties to undergo the own investment on the securities. The difficulties are it is necessary to do various analyses and monitor continually the market condition that spending many times. Through mutual funds, an investor is able to put his fund to be managed Investment Companies and then widely to diversify and give the profit to the investors. Equity mutual funds is the collection of community fund that was invested into various stocks by Investment Manager. Equity mutual funds has higher-risk compared to the other mutual funds, however, give the high-return level. Analysis method of equity mutual funds performance is Sharpe, Treynor and Jensen methods. Since the performance measurement is not only regarded from the amount of mutual funds return but also borne-risk.The performance of equity mutual funds in Indonesia, with period January 2004 – December 2006 is: in year of 2004, equity mutual funds that has the highest performance, according to Sharpe Method, is Platinum Saham, followed by Fortis Ekuitas, then Si Dana Saham. According to Treynor and Jensen methods that has the highest performance is Platinum Saham, followed by Fortis Ekuitas, then Si Dana Saham. In year of 2005, reksa dana stock that has the highest performance, according to Sharpe, is Platinum Saham, followed by Fortis Ekuitas, then Trim Kapital. The highest performance, according to Treynor and Jensen methods, has been possessed by Fortis Ekuitas, followed by Platinum Saham, then Trim Kapital. In year 2006, equity mutual funds that has the highest performance, according to Sharpe method, is Platinum Saham, followed by Trim Kapital, and then Dana Saham. According to Treynor and Jensen methods that has the highest performance is Platinum Saham, followed by Trim Kapital, and then Fortis Ekuitas. Performance rank according to Treynor and Jensen methods is rather equal since the calculation of two methods above are using beta (b).It is better to use the Sharpe method than Treynor and Jensen method in the equity mutual funds period of 2004-2006, since the risk was more influence by total risk (totaling the systematic risk and not systematic). 
PENGARUH VOLATILITAS LABA, VOLUME PERDAGANGAN SAHAM DAN LEVERAGE TERHADAP VOLATILITAS HARGA SAHAM DENGAN STRATEGIC DEVIATION SEBAGAI VARIABEL MODERASI (Studi pada Perusahaan Energi yang Terdaftar di BEI Periode 2018 – 2022) Fitriansyah, Dimas; Kushermanto, Andi; Mahmudah, Dina Amalia; Alisa, Inayah Risqi; Ukhriyawati, Catur Fatchu
JURNAL DIMENSI Vol 13, No 2 (2024): JURNAL DIMENSI (JULI 2024)
Publisher : Universitas Riau Kepulauan

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.33373/dms.v13i2.6667

Abstract

Tujuan penelitian ini adalah untuk menganalisis dan menjelaskan pengaruh volatilitas laba, volume perdagangan saham, dan leverage terhadap volatilitas harga saham dengan dimoderasi oleh strategic deviation. Penelitian ini dilakukan pada perusahaan sektor energi yang terdaftar di bursa efek Indonesia selama periode 2018 – 2022 dengan jumlah populasi sebanyak 85 perusahaan, dengan metode purpose sampling sampel yang diperoleh sebanyak 30 perusahaan. Penelitian ini merupakan jenis penelitian korelasional yang menggunakan pendekatan kuantitatif bersifat deskriptif. Penelitian ini menggunakan analisis SEM dengan software WarpPLS 8.0. Hasil dari penelitian ini ialah adanya pengaruh positif dari volatilitas laba terhadap volatilitas harga saham, tidak ada pengaruh dari volume perdagangan saham terhadap volatilitas harga saham, pengaruh negatif dari leverage terhadap volatilitas harga saham. Adanya strategic deviation yang memperlemah volatilitas laba terhadap volatilitas harga saham, dan strategic deviation yang tidak dapat memoderasi volume perdagangan saham dan leverage terhadap volatilitas harga saham.
Co-Authors Achmad, Amsakar Adelmi Parera ahmad arifin Aini, Shayla Hurul Alisa, Inayah Risqi Amin, Saifuddin Amiruddin Amiruddin Ana Rio Fika Anastasya, Risti Andi Kushermanto Andi Marta Andika Andika Andika, Sri Arna Suryani, Arna Arnesih Arnesih, Arnesih Asniati Ayu Pratiwi, Ayu Aznendra Aznendra Aznendra Aznendra Bayuaji, Kencana Bella Aprilia Bin A. Ghani, Muhammad Faizal Burhaini Burhaini Cahyo Budi Santoso Dede Willis Silalahi Dewi Kartika Dhenny Asmarazisa Dhenny Asmarazisa Diana Widyastika Dina Amalia Mahmudah Dini Anggraini, Dini Donanda, Pronica Imel Edwin Agung Wibowo Edwin Agung Wibowo, Edwin Agung Ervin Nora Susanti, Ervin Nora Erwin Erwin Fajri, Ilham Fajri Fanny Islami Nasution Firdaus Firman Arifianto Fitriansyah, Dimas Frans Hasibuan Gabriella Panjaitan Gandhi Sutjahjo Giriati, Giriati Hanafi Siregar Hans Cristian Hardono, Indra Hati, Ravika Permata Herman MS Indria Sri Retnaningrum Intan Juniarti Jasmine Afifah Julianda, Dedi Taufik Kurniawati Ningsih Larasati Iman Syalsabillah Lilik Setyowati Linna Dhah Liawati Listary, Tini Lukmanul Hakim Marpaung, Junierrisa Maya Pratiwi Mira - Yona Mohamed, Suhana Muhammad Firmansyah, Muhammad Muhammad Hidayat Muharam Muharam Muharam, Muharam Mulyadi, Aris Nita Oktaviani Nofrizal N Oktavianti Oktavianti Oktavianti Oktavianti Oktavianti Oktavianti Pradana, Ferian Anugrah Putri, Megawati Listyana Rahman Hasibuan, Rahman Rahmi Yuliana Raja Wulandari Putri RAVIKA PERMATA HATI Riani Dewi Dewi Ridwan Afandi Rika Malia Rika Rika Rimayang Anggun L. P. Ramli Risa Opiani Rizki Eka Putra, Rizki Eka Rosdiana Rosdiana Saiful Lizan Sam Feri Purwanto Sari, Wanda Novita Saryati Endah Lisyanti Sastra Tamami Siallagan, Henny Anita Siburian, Egi Lianry Simatupang, Mona Rebeca Sipnarong, Sipnarong Sri Langgeng Ratnasari Sri Mulyati Sri Mulyati Sri Mulyati Sri Mulyati Sri Wulandari Sriwati Sriwati Surian, Surian Suriani, Suci Syafruddin Syafruddin Tanjung, Rona Tawee, Seow Tibrani Tibrani, Tibrani Umul Hasanah Velya Tri Desi Via Lailatur rizki Winarso, Widyo Yudianto, Peri Yulniarmah Yuniartri, Viola Zikri Helmi Zulkifli Zulkifli