This research aims to test and empirically analyze industrial performance as reflected in the of stocks listed Jakarta Islamic Index using risk adjusted return ratio, Sharpe, Treynor Jensen alpha.Analysis for hypothesis testing purposive sampling method. The population this is all sharia indexes on (JII) Indonesia. period information that object weekly index from April 2019 December 2020, total...

Portfolio asset management must minimize risk exposure for the investor. Measuring performance of any instrument can be done by looking at risk-reward. Observe stock listed in BUMN 20 Index with measurement analytical tools like Sharpe ratio, Treynor Ratio, and Sortino ratio. This study is descriptive quantitative research as this aims to explain how ratio between 2018 2021. All population focu...

The most commonly used measures for evaluating the competing mutual funds are “Treynor Ratio”, “Sharpe Ratio” and “Jensen’s Alpha”. One also uses another measure called the “Information Ratio”. However, it is not clear which measure is the most robust. The purpose of our study is to evaluate the performance of mutual funds under the broad framework of Multi-Attribute Decision Analysis approach ...

This research aims to evaluate whether dynamic portfolios consisting of bitcoin and LQ45 stocks outperform composed solely stocks, especially during the Covid-19 pandemic. Accordingly, we use time-series data eight from January 1, 2020, December 31, 2020. We then run DCC-GARCH method analyze better correlation between assets abnormalities stock return distributions. The findings demonstrate tha...

The data envelopment analysis (DEA) is an optimization based technique that has been proposed by Charnes, Cooper and Rhodes (1978) to measure the relative efficiency of public sector activities and no profit organizations, such as for example educational institutions and health services. The DEA efficiency measure is computed by solving a fractional linear programming model that can be converte...

Investors need to do proper analysis before making a decision in investing. If the investor does not right analysis, will experience significant losses. One of analyzes used is CAPM, and for next step researcher evaluates performance stock portfolio. This study aims analyze evaluation portfolios during covid 19 pandemic. The research objects were companies registered IDX 30 period January 2020 ...

Depressive rumination, as assessed by Nolen-Hoeksema's Response Styles Questionnaire (RSQ), predicts the onset, chronicity, and duration of depressed mood. However, some RSQ items contain depressive content and result in a heterogeneous factor structure. After the a priori elimination of items potentially confounded with depressed item content, Treynor, Gonzalez, and Nolen-Hoeksema identified t...

We have carried out a detailed comparison of the statistical properties and the relationships between a set of five performance measures using 14 UK based Investment Trusts over a sample period ranging from 1980 to 2001. Our results suggest very clearly that there is almost no difference between Jensen’s Alpha, the Treynor-Mazuy (TM) measure and the Positive Period Weighting(PPW) measure over o...