ANALISA RISIKO DAN IMBAL HASIL SAHAM - SAHAM SEKTOR TELEKOMUNIKASI DIBANDING SAHAM LQ 45 DI BURSA EFEK JAKARTA (BEJ)

JUWITA, RATNA and Hamdan AJ, Umar and Sulastri, Sulastri (2007) ANALISA RISIKO DAN IMBAL HASIL SAHAM - SAHAM SEKTOR TELEKOMUNIKASI DIBANDING SAHAM LQ 45 DI BURSA EFEK JAKARTA (BEJ). Undergraduate thesis, Sriwijaya University.

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Abstract

Before investing money in stocks, the investor must analyze about risk and return in order to measure stock performance which can be measured by using several methods. Theoretically, stocks can be measured by using Sharpe index and Jensen index. This research will analyze risk and return on the stocks of telecommunicating sector and will analyze stock performance between the stocks of telecommunicating sector and LQ 45 index- The objectives of this research are 1) to know the risk and return on the stocks of telecommunicating sector, 2) to know the stock which has the best performance in telecommunicating sector and 3) to know stock performance on the stocks of telecommunicating sector compared with LQ 45 index. This research uses 409 samples which are obtained by using tim e series data for two years with weekly data and cross section data of five stocks in telecommunicating sector. Research finding shows that the TLKM stock has high rate of return and low rate of risk, the BTEL stock has the best performance measured by Sharpe index and Jensen index, and the stocks of telecommunicating sector has better performance than the LQ 45 index’s. Analyzing risk and retum is beneficial for investors in measuring stock performance and choosing stocks. According to this analysis, investors can invest in stocks which give high rate of return and low rate of risk.

Item Type: Thesis (Undergraduate)
Uncontrolled Keywords: Risk, Return, Sharpe Index and Jensen Index
Subjects: H Social Sciences > HG Finance > HG4501-6051 Investment, capital formation, speculation
H Social Sciences > HG Finance > HG4530 Investment companies. Investment trusts. Mutual funds
Divisions: 01-Faculty of Economics > 61201-Management (S1)
Depositing User: Tiara Hilda Safitri Rts
Date Deposited: 21 Jul 2021 01:14
Last Modified: 21 Jul 2021 01:14
URI: http://repository.unsri.ac.id/id/eprint/50000

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