Investors need to do proper analysis before making a decision in investing. If the investor does not right analysis, will experience significant losses. One of analyzes used is CAPM, and for next step researcher evaluates performance stock portfolio. This study aims analyze evaluation portfolios during covid 19 pandemic. The research objects were companies registered IDX 30 period January 2020 ...

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 pandemi...

This research is intended for informative purposes and adds insight regarding the capital market, Islamic growth of market in Indonesia which analyzed based on its correlation with performance index compared to conventional tested through 3 test analyzes using Sharpe, Treynor, Jensen. was conducted data from 2007 2019. study aims provide information related relationship between over time (2013-...

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...

Considerable attention has recently been given to general equilibrium models of the pricing of capital assets. Of these, perhaps the best known is the mean-variance formulation originally developed by Sharpe (1964) and Treynor (1961), and extended and clarified by Lintner (1965a; 1965b), Mossin (1966), Fama (1968a; 1968b), and Long (1972). In addition Treynor (1965), Sharpe (1966), and Jensen (...