Treynor, Sharpe, and Jensen Ratio of Health Sector Companies on The Indonesia Stock Exchange Before and During Covid-19 Pandemic Period
نویسندگان
چکیده
This research aims to compare the return and risk in investment at stock portfolio of Health Sector Companies period before COVID-19 pandemic during Indonesia. conducted using quantitative method with descriptive approach secondary data samples listed Indonesia Stock Exchange ("IDX") which then formulated into a portfolio. The used is March 2019-Feb 2020 for COVID19 pandemic, - Feb 2021 pandemic. measurement measured by Sharpe, Treynor, Jensen Ratio will be statistically tested see if there are significant differences ratios between two conditions.
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ژورنال
عنوان ژورنال: Syntax Idea
سال: 2021
ISSN: ['2684-6853', '2684-883X']
DOI: https://doi.org/10.36418/syntax-idea.v3i10.1525