Lousius, Pamela Angelica (2023) ANALISIS PERBEDAAN KINERJA INDEKS SAHAM SRI-KEHATI DAN LQ45 MELALUI METODE SHARPE, TREYNOR, DAN JENSEN PERIODE 2020 – 2022. Skripsi thesis, Universitas Tarumanagara.
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Abstract
ABSTRACT UNIVERSITAS TARUMANAGARA FACULTY OF ECONOMICS AND BUSINESS JAKARTA (A) PAMELA ANGELICA LOUSIUS (115200186) (B) ANALYSIS OF DIFFERENCES IN THE PERFORMANCE OF THE SRI- KEHATI AND LQ45 STOCK INDICES THROUGH THE SHARPE, TREYNOR, AND JENSEN METHODS FOR THE PERIOD 2020 - 2022 (C) xvi + 61 Pages, 31 Tables, 10 Pictures, 20 Attachments (D) FINANCIAL MANAGEMENT (E) Abstract: This research aims to examine differences in stock performance between the SRI-KEHATI and LQ45 indices using the risk adjusted return method through the Sharpe, Treynor and Jensen methods. Testing was carried out from 2020 to 2022 on fifteen SRI-KEHATI index shares and fifteen LQ45 shares using the Mann-Whitney test, Independent Sample t Test, and Kruskal-Wallis test. The research results show that there are no differences in stock performance in the two indices using the Sharpe method, Treynor and Jensen methods. It was also found that there were differences between the three methods in the SRI-KEHATI and LQ45 indexes, where the Treynor method was the most consistent method in measuring the performance of the two indices. Overall, the LQ45 index is superior based on average stock performance, especially in the 2020 and 2021 periods, so it can outperform the increase in the SRI-KEHATI index in 2022. (F) Keywords: Stock performance evaluation, Sharpe method, Treynor method, Jensen method (G) References 32 (2013 – 2023) (H) Margarita Ekadjaja, S.E., M.M. ABSTRAK UNIVERSITAS TARUMANAGARA FAKULTAS EKONOMI DAN BISNIS JAKARTA (A) PAMELA ANGELICA LOUSIUS (115200186) (B) ANALISIS PERBEDAAN KINERJA INDEKS SAHAM SRI-KEHATI DAN LQ45 MELALUI METODE SHARPE, TREYNOR, DAN JENSEN PERIODE 2020 – 2022 (C) xvi + 61 Halaman, 31 Tabel, 10 Gambar, 20 Lampiran (D) MANAJEMEN KEUANGAN (E) Abstrak: Penelitian ini bertujuan untuk menguji perbedaan kinerja saham antara indeks SRI-KEHATI dan LQ45 dengan menggunakan metode risk adjusted return melalui metode Sharpe, Treynor, dan Jensen. Pengujian dilakukan dari tahun 2020 sampai dengan 2022 terhadap lima belas saham indeks SRI-KEHATI dan lima belas saham LQ45 dengan menggunakan uji Mann-Whitney, Independent Sample t Test, dan Kruskal-Wallis. Hasil penelitian menunjukkan bahwa tidak terdapat perbedaan kinerja saham pada kedua indeks tersebut dengan menggunakan metode Sharpe, Treynor dan Jensen. Ditemukan juga bahwa terdapat perbedaan antara ketiga metode tersebut pada indeks SRI-KEHATI dan LQ45, di mana metode Treynor merupakan metode yang paling konsisten dalam mengukur kinerja kedua indeks tersebut. Secara keseluruhan, indeks LQ45 lebih unggul berdasarkan rata-rata kinerja saham terutama pada periode 2020 dan 2021, sehingga mampu mengungguli kenaikan indeks SRI-KEHATI pada tahun 2022. (F) Kata Kunci: Evaluasi kinerja saham, metode Sharpe, metode Treynor, metode Jensen (G) Daftar Acuan 32 (2013 – 2023) (H) Margarita Ekadjaja, S.E., M.M.
| Item Type: | Thesis (Skripsi) |
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| Subjects: | Skripsi/Tugas Akhir Skripsi/Tugas Akhir > Fakultas Ekonomi |
| Divisions: | Fakultas Ekonomi > Manajemen |
| Depositing User: | FE Perpus |
| Date Deposited: | 02 Sep 2024 01:55 |
| Last Modified: | 02 Sep 2024 01:55 |
| URI: | http://repository.untar.ac.id/id/eprint/44055 |
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