Stock performance of Jakarta Islamic Index based on sharpe, Treynor and Jensen method
This study aims to analyse stock performance using the Sharpe, Treynor and Jensen methods at Jakarta Islamic Index during 2014-2016. This research is a descriptive and quantitative research. The object of the research is the stocks listed on Jakarta Islamic Index in the period of 2014 to 2016. The...
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| Format: | Article |
| Language: | English |
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Center for Islamic Economics Studies and Development
2018-11-01
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| Series: | Jurnal Ekonomi dan Keuangan Islam |
| Online Access: | http://journal.uii.ac.id/JEKI/article/view/11525 |
| _version_ | 1818498920868741120 |
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| author | Edi Susilo Ainun Najah |
| author_facet | Edi Susilo Ainun Najah |
| author_sort | Edi Susilo |
| collection | DOAJ |
| description |
This study aims to analyse stock performance using the Sharpe, Treynor and Jensen methods at Jakarta Islamic Index during 2014-2016. This research is a descriptive and quantitative research. The object of the research is the stocks listed on Jakarta Islamic Index in the period of 2014 to 2016. The sample selection is determined by purposive sampling technique with the criteria of stocks consistently listed on Jakarta Islamic Index during 2014-2016. By this criteria, this study used 19 stocks as a sample. The result shows that there is no stock that consistently performed positively or consistently outperformed Jakarta Islamic Index against market benchmark.
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| first_indexed | 2024-12-10T20:22:08Z |
| format | Article |
| id | doaj.art-5d4f43ab514c45f28aced1e5a2a07f3a |
| institution | Directory Open Access Journal |
| issn | 2088-9968 2614-6908 |
| language | English |
| last_indexed | 2024-12-10T20:22:08Z |
| publishDate | 2018-11-01 |
| publisher | Center for Islamic Economics Studies and Development |
| record_format | Article |
| series | Jurnal Ekonomi dan Keuangan Islam |
| spelling | doaj.art-5d4f43ab514c45f28aced1e5a2a07f3a2022-12-22T01:35:01ZengCenter for Islamic Economics Studies and DevelopmentJurnal Ekonomi dan Keuangan Islam2088-99682614-69082018-11-014210.20885/jeki.vol4.iss2.art28346Stock performance of Jakarta Islamic Index based on sharpe, Treynor and Jensen methodEdi Susilo0Ainun Najah1Universitas Islam Nahdlatul Ulama Jepara, Jepara, IndonesiaUniversitas Islam Nahdlatul Ulama Jepara, Jepara, Indonesia This study aims to analyse stock performance using the Sharpe, Treynor and Jensen methods at Jakarta Islamic Index during 2014-2016. This research is a descriptive and quantitative research. The object of the research is the stocks listed on Jakarta Islamic Index in the period of 2014 to 2016. The sample selection is determined by purposive sampling technique with the criteria of stocks consistently listed on Jakarta Islamic Index during 2014-2016. By this criteria, this study used 19 stocks as a sample. The result shows that there is no stock that consistently performed positively or consistently outperformed Jakarta Islamic Index against market benchmark. http://journal.uii.ac.id/JEKI/article/view/11525 |
| spellingShingle | Edi Susilo Ainun Najah Stock performance of Jakarta Islamic Index based on sharpe, Treynor and Jensen method Jurnal Ekonomi dan Keuangan Islam |
| title | Stock performance of Jakarta Islamic Index based on sharpe, Treynor and Jensen method |
| title_full | Stock performance of Jakarta Islamic Index based on sharpe, Treynor and Jensen method |
| title_fullStr | Stock performance of Jakarta Islamic Index based on sharpe, Treynor and Jensen method |
| title_full_unstemmed | Stock performance of Jakarta Islamic Index based on sharpe, Treynor and Jensen method |
| title_short | Stock performance of Jakarta Islamic Index based on sharpe, Treynor and Jensen method |
| title_sort | stock performance of jakarta islamic index based on sharpe treynor and jensen method |
| url | http://journal.uii.ac.id/JEKI/article/view/11525 |
| work_keys_str_mv | AT edisusilo stockperformanceofjakartaislamicindexbasedonsharpetreynorandjensenmethod AT ainunnajah stockperformanceofjakartaislamicindexbasedonsharpetreynorandjensenmethod |