Investasi adalah suatu bentuk penanaman dana guna memberikan keuntungan tingkat pengembalian (return) baik pada masa sekarang atau dan dimasa depan. Saham sebuah bukti kepemilikian nilai perusahaan. merupakan salah satu instrumen investasi yang paling menarik karena memiliki mobilitas tinggi. Indeks kinerja keuangan dimaksud Sharpe, Treynor Jensen dimana metode digunakan untuk mengukur saham, s...

Penelitian ini bertujuan untuk mengetahui kinerja reksa dana saham berdasarkan metode sharpe, Treynor, dan Jensen. Selain itu, penelitian memiliki tujuan mana yang outperform underperform terhadap IHSG. Periode digunakan adalah tahun 2013-2016. merupakan kuantitatif deskriptif. Populasi seluruh terdaftar di Bursa Efek Indonesia Pemilihan sampel ditentukan dengan teknik purposive sampling kriter...

Greed plays an important in the fluctuations of stock prices because investors want profits irrespective risk taken by them. This study aims to determine, whether, times rising trends market, greediness is good for investor or not. Secondly, can get high beating market The already formed deciles portfolios listed companies on NYSE, AMEX, and NASDAQ based size book value are from Kenneth R. Fren...

mutual funds are the best tool to mobilize savings and investments in an economy and pakistan is the pioneer in south asia, but this industry is not as much mature in comparison to its age in pakistan. this paper examines the performance of closed ended mutual funds in pakistan by using five different ranking measures during a period of january 2009 to december 2013 and the sample consists of o...

The volatility phenomenon of stock returns shows the return and risk faced by investors in investment activities. One method that can be used to get maximum profit while compressing into minimum level is diversifying its investments through portfolios. This study aims determine simulation results optimal portfolio establishment with active passive strategy using Price Book Value Earning Growth ...

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...

We focus on the equity mutual funds offered by three Malaysian banks, namely Public Bank Berhad, CIMB, and Malayan Banking Berhad. The equity mutual funds or equity trust is grouped into four clusters based on their characteristics and categorized as inferior, stable, good performing, and aggressive funds based on their return rates, variance and treynor index. Based on the cluster analysis, th...