ANALISIS KINERJA REKSA DANA SAHAM MENGGUNAKAN METODE SHARPE, METODE TREYNOR, DAN METODE JENSEN (Studi Pada Reksa Dana Saham Periode 2016-2017)

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.

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Abstract

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

Item Type: Thesis (D3)
Additional Information: Pembimbing : Tri Hesti Utaminingtyas, SE, M.Sa
Subjects: Teknologi dan Ilmu-Ilmu Terapan (Technology and Applied Science) > Manajemen (Management and Auxiliary Service) > Manajemen Umum (General Management)
Teknologi dan Ilmu-Ilmu Terapan (Technology and Applied Science) > Manajemen (Management and Auxiliary Service) > Manajemen Umum (General Management) > Analisis Data Manajemen (Data Processing and Analysis of Management)
Teknologi dan Ilmu-Ilmu Terapan (Technology and Applied Science) > Manajemen (Management and Auxiliary Service) > Manajemen Umum (General Management) > Manajemen Sumber Daya Manusia (Personnel Management)
Teknologi dan Ilmu-Ilmu Terapan (Technology and Applied Science) > Manajemen (Management and Auxiliary Service) > Manajemen Umum (General Management) > Manajemen Kontrol dan Kualitas (Control and Quality Management)
Divisions: Fakultas Ekonomi > D3 Akuntansi
Depositing User: Budi Siswanto
Date Deposited: 21 Sep 2018 06:48
Last Modified: 21 Sep 2018 06:48
URI: http://repository.fe.unj.ac.id/id/eprint/6139

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