SHARPE, TREYNOR AND JENSEN METHODS IN DOING STOCK PORTFOLIO PERFORMANCE ANALYSIS

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dc.contributor.authorHertina, Dede
dc.contributor.authorDestriani, Nada
dc.contributor.authorNaufal, Muhammad Daffa
dc.contributor.authorDauliah, Riva Desilva
dc.contributor.authorSinaga, Dewi Sisca
dc.contributor.authorNursapriti, Ayu Wardani
dc.contributor.authorSaudi, Mohd Haizam
dc.date.accessioned2022-12-06T03:10:18Z
dc.date.available2022-12-06T03:10:18Z
dc.date.issued2021
dc.description.abstractThis 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.en_US
dc.identifier.issn2146-0353
dc.identifier.urihttp://repository.widyatama.ac.id/xmlui/handle/123456789/15392
dc.language.isoenen_US
dc.publisherReview of International Geographical Education, 11(5), Springen_US
dc.subjectPerformance Analysisen_US
dc.titleSHARPE, TREYNOR AND JENSEN METHODS IN DOING STOCK PORTFOLIO PERFORMANCE ANALYSISen_US
dc.typeArticleen_US
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