Browsing by Author "Naufal, Muhammad Daffa"

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    METODE SHARPE, TREYNOR DAN JENSEN DALAM MELAKUKAN STOK ANALISIS KINERJA PORTOFOLIO
    (Program Studi Manajemen S1 Fakultas Ekonomi dan Bisnis, 2022) Destriani, Nada; Naufal, Muhammad Daffa; Dauliah, Riva Desilva; Sinaga, Dewi Sisca; Nursapriti, Ayu Wardani
    Penelitian ini bertujuan untuk mengetahui kinerja portofolio saham pada Sektor Industri Properti, Real Estate dan Konstruksi Bangunan yang terdaftar di Bursa Efek Indonesia (BEI) periode tahun 2015-2019 menggunakan metode Sharpe, Treynor dan Jensen. Metode penelitian menggunakan metode deskriptif komparatif. Populasi dalam penelitian ini sebanyak 91 perusahaan. Teknik pemilihan sampel menggunakan metode purposive sampling dan diperoleh sampel sebanyak 50 perusahaan. Perhitungan kinerja portofolio saham dalam penelitian ini menggunakan uji beda dengan menggunakan One Way of Variance by Rank dengan Kruskal-Wallis. Hasil Penelitian menunjukkan terdapat perbedaan kinerja saham yang signifikan antara metode Sharpe, Treynor dan Jensen. Pengujian lain dengan melihat selisih ketiga mean rank maka metode Treynor adalah yang paling menunjukkan konsistensi, karena Treynor memiliki selisih mean rank yang paling rendah dibandingkan menggunakan metode Sharpe maupun Jensen.
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    SHARPE, TREYNOR AND JENSEN METHODS IN DOING STOCK PORTFOLIO PERFORMANCE ANALYSIS
    (Review of International Geographical Education, 11(5), Spring, 2021) Hertina, Dede; Destriani, Nada; Naufal, Muhammad Daffa; Dauliah, Riva Desilva; Sinaga, Dewi Sisca; Nursapriti, Ayu Wardani; Saudi, Mohd Haizam
    This study aims to determine the performance of stock portfolios in the Property Industry, Real Estate and Building Construction sectors listed on the IDX for the period 2015 - 2019 using the Sharpe, Treynor and Jensen methods. The research method uses a comparative descriptive method. The population in this study were 91 companies. The sample selection technique used purposive sampling method and obtained a sample of 50 companies. The calculation of stock portfolio performance in this study uses a different test using One Way of Variance by Rank with Kruskal-Wallis. The results showed that there were significant differences in stock performance between the Sharpe, Treynor and Jensen methods. Another test by looking at the difference in the three mean ranks, the Treynor method is the one that shows the most consistency, because Treynor has the lowest mean rank difference compared to using the Sharpe and Jensen methods.
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    SHARPE, TREYNOR AND JENSEN METHODS IN DOING STOCK PORTFOLIO PERFORMANCE ANALYSIS
    (WIBEST-II, 2021) Hertina, Dede; Destriani, Nada; Naufal, Muhammad Daffa; Dauliah, Riva Desilva; Sinaga, Dewi Sisca; Nursapriti, Ayu Wardani; Saudi, Mohd Haizam
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