Treynor Ratio to Measure Islamic Stock Performance in Indonesia
نویسندگان
چکیده
منابع مشابه
Foreign Interest Rates and the Islamic Stock Market Integration between Indonesia and Malaysia
Abstract T his study aimed to examine the Islamic stock market integration between Indonesia and Malaysia, and the effect of foreign interest rates on both stock markets. This study used the monthly time series of Jakarta Islamic Index, Hijrah Syariah Index, and foreign interest rates within a period from August 2000 to January 2016. Result of cointegration test demonstrat...
متن کاملRisk Management and Performance Empirical Study of Islamic Rural Banking in Indonesia
Article History Received: 10 July 2017 Revised: 6 November 2017 Accepted: 16 November 2017 Published: 20 November 2017
متن کاملThe P/E Ratio and Stock Market Performance
The U.S. stock market enters the new millennium with five consecutive years of exceptional gains. The S&P 500 index has gained more than 18 percent each of these five years and its value has tripled since 1995. Whether these hefty gains will continue is an important question for many people. Investors obviously care because stock price movements directly affect their wealth. More generally, lar...
متن کاملQuantifying Vulnerability to Poverty: A Proposed Measure, Applied to Indonesia
Vulnerability is an important aspect of households’ experience of poverty. Many households, while not currently “in poverty” recognize that they are vulnerable to events that could easily push them into poverty — a bad harvest, a lost job, an unexpected expense, an illness, an economic downturn. Most operational measures define poverty as some function of the shortfall of current income or cons...
متن کاملThe Best Gain-Loss Ratio is a Poor Performance Measure
The gain-loss ratio is known to enjoy very good properties from a normative point of view. As a confirmation, we show that the best market gain-loss ratio in the presence of a random endowment is an acceptability index, and we provide its dual representation for general probability spaces. However, the gain-loss ratio was designed for finite Ω and works best in that case. For general Ω and in m...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Jurnal Fourier
سال: 2019
ISSN: 2541-5239,2252-763X
DOI: 10.14421/fourier.2019.81.1-13