SKRIPSI MBS

Analisis Kinerja Portofolio Saham LQ-45 di Bursa Efek Indonesia Dalam Pengambilan Keputusan Investor (Periode Februari 2019 - Februari 2022)

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ABSTRACT

Sharpe, Treynor, and Jensen index is a method used in measuring the
performance of a stock, it is also used as a basis for building a stock portfolio.
Portfolio performance evaluation, mainly refers to determining how a particular
investment portfolio is done with respect to several comparisons, based on the
benchmarks performed. Evaluation can indicate the degree to which the portfolio
is superior, inferior or equivalent with the benchmark used as a comparison. The
benefits of this thesis research are as follows: For Investors and Potential Investors.
It becomes informational and additional references that are useful as
considerations in conducting investment in the capital market, especially in the
formation of an optimal stock portfolio as well as performance appraisal.
Descriptive research is a research design that is arranged in order to provide a
systematic overview of the information scientific origin from the subject or object
of research (Sanusi, 2011).
Descriptive research focuses on a systematic description of the facts obtained
when the research is conducted. The descriptive described in this study was
everything related to the formation of a portfolio of LQ- 45 listed on the Indonesia
Stock Exchange using a single index model (Sembiring, 2015). This research was a
quantitative study, it used excel and SPSS version 26. This test was conducted to
compare the performance of the LQ45 stock portfolio as measured using the
Sharpe, Treynor, Jensen, and M2 methods. The measurement results between the
ratios of four different models, namely the Sharpe, Treynor, Jensen and M2 models
above, there were differences in performance index numbers, also with the z-score
that is formed. in the normality test results of the stock performance of Sharpe,
Treynor, and M2, on the test Kolmogorov Smirnov, it can be seen that from the
performance value data above, there was data that had a significant value under
0.05 or H0 was rejected by the sample in this study.
This was enlarged from the first 35 preferred stocks to 45 stocks or the overall
IHSG composite stock index, namely LQ45. By using the same analysis, further
research can be carried out by comparing stock returns that are included in the
optimal portfolio with those that are not entered in other indices such as JII,
Kompas 100.
Keyword : Sharpe, Treynor, and Jensen, LQ-45

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Ketersediaan

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Informasi Detail

Judul Seri

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No. Panggil

2X6.3 BAY a 23

Penerbit

SUKOHARJO : Manajemen Bisnis Syariah_UIN RM Said., 2023

Deskripsi Fisik

21 cm, 80 halaman

Bahasa

Indonesia

ISBN/ISSN

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Klasifikasi

2X6.3

Tipe Isi

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Tipe Media

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Tipe Pembawa

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Edisi

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Subjek

Manajemen Bisnis Syariah

Info Detail Spesifik

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Pernyataan Tanggungjawab

BAYU ANANG BUDIARSO

Versi lain/terkait

Lampiran Berkas

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