Perbandingan Kinerja Portofolio saham Perusahaan Dagang dan Jasa di Indonesia, Amerika Serikat dan China dengan Metode Sharpe dan Metode Calmar

Marcellina, Maria (2025) Perbandingan Kinerja Portofolio saham Perusahaan Dagang dan Jasa di Indonesia, Amerika Serikat dan China dengan Metode Sharpe dan Metode Calmar. Masters thesis, Universitas Tarumanagara.

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Abstract

Stocks are investment instruments that offer the highest returns compared to other investment options and are among the most popular among investors. With proper analysis and understanding of the stock market, investors can achieve significant returns in both short-term and long-term investments. Today, many platforms such as Yahoo Finance provide stock price information, company profiles, and historical performance analysis to support investors’ decision making stocks from Indonesia, the United States, and China have recently gained interest among Indonesian investors who are becoming more aware of diversification beyond traditional instruments like deposits. This study aims to compare the portfolio performance of trading and service sector stocks from Indonesia, the United States, and China during the 2022–2024 period. The research is a descriptive quantitative study using a comparative method with purposive sampling the analysis methods used are the Sharpe and Calmar ratios, with results further tested using an independent t-test. The findings show that portfolios consisting solely of one sector either trading or services consistently outperform mixed portfolios that combine both sectors.

Keywords: Stock portfolio performance, Sharpe ratio, Calmar ratio.

Item Type:	Thesis (Masters)
Additional Information:	Dosen Pembimbing: Dr. Indra Widjaja, S.E., M.M.
Uncontrolled Keywords:	Keywords: Stock portfolio performance, Sharpe ratio, Calmar ratio
Subjects:	Tesis Tesis > Pascasarjana
Divisions:	Pascasarjana
Depositing User:	Pasca Perpus
Date Deposited:	06 May 2026 08:22
Last Modified:	06 May 2026 08:22
URI:	https://repository.untar.ac.id/id/eprint/49033

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