ANALISIS RETURN SEKURITAS BERDASARKAN PERINGKAT RISIKO PORTOFOLIO INVESTASI
| Main Author: | Pujihastuti, Isti |
|---|---|
| Format: | Article application/pdf eJournal |
| Bahasa: | eng |
| Terbitan: |
Jurnal LPPM : PARADIGMA
, 2011
|
| Online Access: |
http://www.ejournal-unisma.net/ojs/index.php/paradigma/article/view/615 |
Daftar Isi:
- There are some investment alternative’s in the world and the investors need to analize the risk and return. Reksa Dana (RD) or Mutual Fund is the one of investment alternative’s that is the portfolio investment. Portfolio is a combination of assets (underlying assets). Net Assets Value or Nilai Aktiva Bersih (NAB) is being used to value the performance of RD. The other tools are Treynor’s measure index, Jensen’s measure index and Sharpe’s measure index. And the raw performance, arithmetic mean are the empirical test of RD performance. We value the RD performance by this measure. We need statistical tool’s like Chi Square test to know the comparable and consistency of performance among the RD. Industrial NAB decrease 0,98% from 2005 to 2006. The investors should be know to analize the risk and return of investment, so there is not conflict about the realize investment especially Reksa Dana Century. Keywords: mutual fund, portfolio investment, Net Assets Value, risk and return of investment.