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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Bibliographic Details
Main Authors: Edi Susilo, Ainun Najah
Format: Article
Language:English
Published: Center for Islamic Economics Studies and Development 2018-11-01
Series:Jurnal Ekonomi dan Keuangan Islam
Online Access:http://journal.uii.ac.id/JEKI/article/view/11525