Analisis konsistensi kinerja sektor industri di BEI terhadap horizon investasi periode 2004-2007

Dewi, Agnes Rosita (2009) Analisis konsistensi kinerja sektor industri di BEI terhadap horizon investasi periode 2004-2007. Masters thesis, Widya Mandala Catholic University Surabaya.

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Abstract

Investment is conducted in order to gain profit in the future by burdening some amount of risk. The higher the preferred return, the higher the risk that has to be burdened by the investor. In Indonesia, the investor uses diverse investment horizon depends on the characteristic of investor himself. Generally, each of investment products in Indonesia contain different investment horizon, which is the level of investment return progressively higher in longer investment period. In order to minimalizing the risk, the investor has to manage/control his investment performance continously by measuring his market investment performance, which is using Sharpe Ratio, Treynor Ratio and Jensen Ratio. This analyst uses daily, weekly and monthly investment horizon for period of 2004 until 2007. The writer uses each two corporate from five industrial sectors that is classified by JASICA for the object of analysis. This research is intended to analyze the consistency of investment horizon and the consistency of industrial performance in five industrial sectors by using W-test method. Overall, the result of this research gives consistent result, except for the year of 2005 that shows insignificant result for the overall calculation. As well, the calculation of weekly period using Treynor Ratio also gives inconsistent result.

Item Type: Thesis (Masters)
Department: ["eprint_fieldopt_department_Graduate School" not defined]
Uncontrolled Keywords: Investment horizon, market performance
Subjects: Business
Business > Financial Management
Divisions: Graduate School > Master Program in Management
Depositing User: Sri Kusuma Dewi
Date Deposited: 31 Mar 2015 01:10
Last Modified: 31 Mar 2015 01:10
URI: http://repository.wima.ac.id/id/eprint/1695

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