SELPIYAH, PUTRI (2021) ANALISIS KINERJA REKSA DANA SAHAM DI INDONESIA DENGAN MENGGUNAKAN METODE SHARPE, TREYNOR DAN JENSEN (Studi Kasus Pada Reksa Dana Saham yang Terdaftar Di Otoritas Jasa Keuangan Tahun 2015-2017). S1 thesis, Universitas Mercu Buana Jakarta.
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Abstract
Penelitian ini bertujuan untuk mengetahui kinerja masing – masing Reksa Dana Saham berdasarkan metode Sharpe, Jensen, dan Treynor, serta melakukan perbandingan terhadap kinerja IHSG periode 2015 – 2017. Penelitian ini menggunakan metode kuantitatif dan sampelnya berjumlah 44 perusahaan Reksa Dana Saham dengan menggunakan aplikasi Micorsoft Excel. Hasil penelitian ini menunjukkan bahwa terdapat 1 Reksa Dana Saham dengan hasil konsisten yang memiliki kinerja positif baik dari metode Sharpe, Treynor, dan Jensen serta memiliki status outperform terhadap kinerja benchmark. Reksa Dana tersebut adalah HPAM Ultima Ekuitas dari Manajer Investasi Henan Putihrai Asset Management, PT. Artinya, Reksa Dana HPAM Ultima Ekuitas selalu konsisten dalam menghasilkan keuntungan. Kata Kunci: Sharpe, Jensen, Treynor, Reksa Dana Saham, IHSG This study aims to determine the performance of each mutual fund based on the Sharpe, Jensen, and Treynor methods, and to make a comparison performance on IHSG period 2015 – 2017. This research uses quantitative method, with sample of 44 mutual fund companies, analyzed by Microsoft Excel application. The result of this study indicates, there is 1 mutual fund with consistent results, that have positive performance both from the Sharpe, Treynor, and Jensen methods and have an outperform status to benchmark performance. The mutual fund is the Ultima Equity HPAM from Henan Putihrai Asset Management, PT. That is, Ultima Equity HPAM Mutual Funds are always consistent in generating profits. Keywords: Sharpe, Jensen, Treynor, Mutual Fund, IHSG
| Item Type: | Thesis (S1) |
|---|---|
| Call Number CD: | FE/MJ. 20 304 |
| Call Number: | SE/31/21/275 |
| NIM/NIDN Creators: | 43113110345 |
| Uncontrolled Keywords: | Sharpe, Jensen, Treynor, Reksa Dana Saham, IHSG |
| Subjects: | 300 Social Science/Ilmu-ilmu Sosial > 330 Economics/Ilmu Ekonomi > 332 Financial Economics, Finance/Ekonomi Keuangan dan Finansial, Ekonomi Biaya dan Pembiayaan 500 Natural Science and Mathematics/Ilmu-ilmu Alam dan Matematika > 510 Mathematics/Matematika > 515 Analysis, Theory of Functions/Analisis, Teori Fungsi |
| Divisions: | Fakultas Ekonomi dan Bisnis > Manajemen |
| Depositing User: | Dede Muksin Lubis |
| Date Deposited: | 14 Apr 2022 01:53 |
| Last Modified: | 14 Apr 2022 01:53 |
| URI: | http://repository.mercubuana.ac.id/id/eprint/53334 |
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