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Herlina Agustina
Universtas Baikpapan
Economics, Econometrics & Finance

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ANALISIS KINERJA PORTOFOLIO DENGAN METODE SHARPE, TREYNOR DAN JENSEN PADA SAHAM JII 70 YANG TERDAFTAR DI BURSA EFEK INDONESIA Nur Sa’diyah; Arfina Rahma; Herlina Agustina; Nurlia Nurlia; Dwi Taufik Rohman; Juwari Juwari
MEDIA RISET EKONOMI [MR.EKO] Vol 2 No 1 (2023): MEDIA RISET EKONOMI [MR.EKO]
Publisher : Fakultas Ekonomi Universitas Balikpapan

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.36277/mreko.v2i1.250

Abstract

The purpose of this study was to determine whether the single index method would produce an optimal portfolio of JII 70 shares and continued with assessing its performance using the Sharpe, Treynor and Jensen methods to determine the best method for assessing the performance of the formed stock portfolio. The data used is data in the form of closing prices obtained from the Indonesia Stock Exchange website. The number of samples used is 58 of the 70 stocks that are incorporated in JII 70. The sample selection is based on predetermined criteria. The data analysis tool used is Microsoft excel 2019. From the results of data processing, the results obtained are as many as 25 stocks that are included in the optimal portfolio using the single index method. After that, it is known that the best method for assessing portfolio performance is the Sharpe method.
Co-Authors Arfina Rahma Dwi Taufik Rohman Juwari Nur Sa’diyah Nurlia Nurlia