Article Per Year (5 Year)
p-Index From 2021 - 2026
0.408
P-Index
This Author published in this journals
All Journal GEMA EKONOMI
Bimantoro, Krisetio
Unknown Affiliation
Decision Sciences, Operations Research & Management Economics, Econometrics & Finance

Published : 2 Documents Claim Missing Document
Claim Missing Document
Check
Articles

Found 2 Documents
Search

 1 
Analisis Kinerja Saham Jii Sebelum Dan Selama Pandemi Pada Portofolio Optimal Pendekatan Model Index Tungga Bimantoro, Krisetio; Herawati, Aty
GEMA EKONOMI Vol 12 No 2 (2023): GEMA EKONOMI
Publisher : Fakultas Ekonomi Universitas Gresik

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.55129/https://doi.org/10.55129/.v12i4.2927

Abstract

Forming a portfolio in investing aims to maximize the expected return with a certain level of risk. This research focuses on building an optimal portfolio of Jakarta Islamic Index (JII) stocks using a single index model before and during the pandemic. The results of the study obtained 6 stocks that were included in the optimal portfolio criteria before the pandemic, namely MIKA, BRPT, MNCN, TPIA, EXCL, WIKA. Meanwhile, during the pandemic, 15 stocks were obtained that were included in the optimal portfolio criteria, namely EMTK, BRIS, ANTM, ERAA, TINS, ITMG, ADRO, INCO, KLBF, UNTR, INKP, TKIM, JPFA, EXCL, PTBA. The results of the analysis show that there is no significant difference in the performance of JII stocks forming the optimal portfolio before the Covid-19 pandemic and during the Covid-19 pandemic as measured using the Sharpe and Treynor ratios. Meanwhile, the Jensen ratio shows that there is a significant difference in performance.
Analisis Kinerja Saham Jii Sebelum Dan Selama Pandemi Pada Portofolio Optimal Pendekatan Model Index Tungga Bimantoro, Krisetio; Herawati, Aty
GEMA EKONOMI Vol 12 No 2 (2023): GEMA EKONOMI
Publisher : Fakultas Ekonomi Universitas Gresik

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.55129/https://doi.org/10.55129/.v12i4.2927

Abstract

Forming a portfolio in investing aims to maximize the expected return with a certain level of risk. This research focuses on building an optimal portfolio of Jakarta Islamic Index (JII) stocks using a single index model before and during the pandemic. The results of the study obtained 6 stocks that were included in the optimal portfolio criteria before the pandemic, namely MIKA, BRPT, MNCN, TPIA, EXCL, WIKA. Meanwhile, during the pandemic, 15 stocks were obtained that were included in the optimal portfolio criteria, namely EMTK, BRIS, ANTM, ERAA, TINS, ITMG, ADRO, INCO, KLBF, UNTR, INKP, TKIM, JPFA, EXCL, PTBA. The results of the analysis show that there is no significant difference in the performance of JII stocks forming the optimal portfolio before the Covid-19 pandemic and during the Covid-19 pandemic as measured using the Sharpe and Treynor ratios. Meanwhile, the Jensen ratio shows that there is a significant difference in performance.
Co-Authors Aty Herawati