نتایج جستجو برای: sharpe index
تعداد نتایج: 397312 فیلتر نتایج به سال:
This study evaluates the performance of fixed-income mutual funds in Indonesia 2015-2017 using 123 research samples. Mutual fund evaluation is done through three measurement models: Sharpe, Treynor, and Jensen's Alpha. compared to market (Indonesia Composite Bond Index/ICBI) assess whether better (outperforming), same as market, or worse (underperforming). The test results show that models cons...
Pada tahun 2021, perbankan syariah sudah mulai berkembang pesat dan tidak kalah dengan konvensional. Perbedaan paling mendasar adalah di mana menggunakan prinsip bagi hasil (profit and loss sharing) bunga sebagai alat untuk memperoleh pendapatan karena dalam agama Islam riba itu diharamkan. Penelitian ini bertujuan menganalisis kinerja 3 saham bank masa pandemi COVID-19 dari Januari 2020 hingga...
The predictability of funds returns has always been a hot topic in academic circles. Relevant scholars have carried out lot empirical studies and found that prices tend to revert the mean after rising falling for while. In view fund long-term return forecast problem, this study investigates performances three underlying assets, i.e ., ZhongOu Medical And Health Hybrid A, Fullgoal China Securiti...
The volatility phenomenon of stock returns shows the return and risk faced by investors in investment activities. One method that can be used to get maximum profit while compressing into minimum level is diversifying its investments through portfolios. This study aims determine simulation results optimal portfolio establishment with active passive strategy using Price Book Value Earning Growth ...
Performance measurement is an integral part of investment analysis and risk management. The goal of performance measurement is to build a ranking of different investments on the basis of risk-adjusted returns in order to evaluate the relative success of these investments. The Sharpe Ratio is the best-known measure of this type. It considers the first two moments of the return distribution (expe...
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