ANALISIS KINERJA REKSA DANA SAHAM MENGGUNAKAN METODE SHARPE, METODE TREYNOR, DAN METODE JENSEN (Studi Pada Reksa Dana Saham Periode 2016-2017)
| Main Author: | ANDREAS, DICKY |
|---|---|
| Format: | Thesis NonPeerReviewed Book |
| Bahasa: | eng |
| Terbitan: |
, 2018
|
| Subjects: | |
| Online Access: |
http://repository.fe.unj.ac.id/6139/1/Cover.pdf http://repository.fe.unj.ac.id/6139/2/Table_Of_Content.pdf http://repository.fe.unj.ac.id/6139/3/Chapter1.pdf http://repository.fe.unj.ac.id/6139/4/Chapter2.pdf http://repository.fe.unj.ac.id/6139/5/Chapter3.pdf http://repository.fe.unj.ac.id/6139/6/Chapter4.pdf http://repository.fe.unj.ac.id/6139/7/Bibliography.pdf http://repository.fe.unj.ac.id/6139/ |
| ctrlnum |
6139 |
|---|---|
| fullrecord |
<?xml version="1.0"?>
<dc schemaLocation="http://www.openarchives.org/OAI/2.0/oai_dc/ http://www.openarchives.org/OAI/2.0/oai_dc.xsd"><relation>http://repository.fe.unj.ac.id/6139/</relation><title>ANALISIS KINERJA REKSA DANA SAHAM MENGGUNAKAN METODE SHARPE, METODE TREYNOR, DAN METODE JENSEN (Studi Pada Reksa Dana Saham Periode 2016-2017)</title><creator>ANDREAS, DICKY</creator><subject>Manajemen Umum (General Management)</subject><subject>Analisis Data Manajemen (Data Processing and Analysis of Management)</subject><subject>Manajemen Sumber Daya Manusia (Personnel Management)</subject><subject>Manajemen Kontrol dan Kualitas (Control and Quality Management)</subject><description>DICKY ANDREAS. 2018. 8323154629. Analysis of The Performance of Equity
Funds with The Sharpe Method, Treynor Method, and Jensen Method.
Program Studi D3 Akuntansi Fakultas Ekonomi Universitas Negeri Jakarta.

This study aims to determine the performance of Equity Funds based
on Risk-Adjusted Return wirh Sharpe, Treynor, Jensen method, and to
compare the performance of Equity Funds with the performance of
benchmark. Bencmark’s performance in this study uses IHSG. This study
uses quantitaive descriptive design. The population in this study includes all
Equity Funds that registered and actived in Bursa Efek Indonesia until
December 31st, 2017. Sampling technique in this study uses purposive
sampling and obtains 3 Equity Funds as samples. Variables in this study are
Equity Funds return, market return, and risk free. Analysis method uses
Sharpe, Treynor,and Jensen methods. 
Based on analysis data uses Sharpe, Terynor, Jensen method show the
same results, in 2016 and 2017 all Equity Funds have positive performance.
Based on comparison between the performance of Equity Funds with
benchmark performance in 2016 and 2017, all Equity Funds able to have
performance above the benchmark performance (Outperfrom) 

Key Words : Risk Adjusted Return, Sharpe, Treynor, Jensen Method</description><date>2018</date><type>Thesis:Thesis</type><type>PeerReview:NonPeerReviewed</type><type>Book:Book</type><language>eng</language><identifier>http://repository.fe.unj.ac.id/6139/1/Cover.pdf</identifier><type>Book:Book</type><language>eng</language><identifier>http://repository.fe.unj.ac.id/6139/2/Table_Of_Content.pdf</identifier><type>Book:Book</type><language>eng</language><identifier>http://repository.fe.unj.ac.id/6139/3/Chapter1.pdf</identifier><type>Book:Book</type><language>eng</language><identifier>http://repository.fe.unj.ac.id/6139/4/Chapter2.pdf</identifier><type>Book:Book</type><language>eng</language><identifier>http://repository.fe.unj.ac.id/6139/5/Chapter3.pdf</identifier><type>Book:Book</type><language>eng</language><identifier>http://repository.fe.unj.ac.id/6139/6/Chapter4.pdf</identifier><type>Book:Book</type><language>eng</language><identifier>http://repository.fe.unj.ac.id/6139/7/Bibliography.pdf</identifier><identifier> ANDREAS, DICKY (2018) ANALISIS KINERJA REKSA DANA SAHAM MENGGUNAKAN METODE SHARPE, METODE TREYNOR, DAN METODE JENSEN (Studi Pada Reksa Dana Saham Periode 2016-2017). D3 thesis, Universitas Negeri Jakarta. </identifier><recordID>6139</recordID></dc>
|
| language |
eng |
| format |
Thesis:Thesis Thesis PeerReview:NonPeerReviewed PeerReview Book:Book Book |
| author |
ANDREAS, DICKY |
| title |
ANALISIS KINERJA REKSA DANA SAHAM MENGGUNAKAN METODE SHARPE, METODE TREYNOR, DAN METODE JENSEN (Studi Pada Reksa Dana Saham Periode 2016-2017) |
| publishDate |
2018 |
| topic |
Manajemen Umum (General Management) Analisis Data Manajemen (Data Processing and Analysis of Management) Manajemen Sumber Daya Manusia (Personnel Management) Manajemen Kontrol dan Kualitas (Control and Quality Management) |
| url |
http://repository.fe.unj.ac.id/6139/1/Cover.pdf http://repository.fe.unj.ac.id/6139/2/Table_Of_Content.pdf http://repository.fe.unj.ac.id/6139/3/Chapter1.pdf http://repository.fe.unj.ac.id/6139/4/Chapter2.pdf http://repository.fe.unj.ac.id/6139/5/Chapter3.pdf http://repository.fe.unj.ac.id/6139/6/Chapter4.pdf http://repository.fe.unj.ac.id/6139/7/Bibliography.pdf http://repository.fe.unj.ac.id/6139/ |
| contents |
DICKY ANDREAS. 2018. 8323154629. Analysis of The Performance of Equity
Funds with The Sharpe Method, Treynor Method, and Jensen Method.
Program Studi D3 Akuntansi Fakultas Ekonomi Universitas Negeri Jakarta.
This study aims to determine the performance of Equity Funds based
on Risk-Adjusted Return wirh Sharpe, Treynor, Jensen method, and to
compare the performance of Equity Funds with the performance of
benchmark. Bencmark’s performance in this study uses IHSG. This study
uses quantitaive descriptive design. The population in this study includes all
Equity Funds that registered and actived in Bursa Efek Indonesia until
December 31st, 2017. Sampling technique in this study uses purposive
sampling and obtains 3 Equity Funds as samples. Variables in this study are
Equity Funds return, market return, and risk free. Analysis method uses
Sharpe, Treynor,and Jensen methods.
Based on analysis data uses Sharpe, Terynor, Jensen method show the
same results, in 2016 and 2017 all Equity Funds have positive performance.
Based on comparison between the performance of Equity Funds with
benchmark performance in 2016 and 2017, all Equity Funds able to have
performance above the benchmark performance (Outperfrom)
Key Words : Risk Adjusted Return, Sharpe, Treynor, Jensen Method |
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Universitas Negeri Jakarta |
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