UI - Tesis Membership :: Kembali

UI - Tesis Membership :: Kembali

Aplikasi strategi pembentukan portofolio berdasarkan EPS growth momentum dan revenue growth pada saham LQ45 di bursa efek indonesia = Application of portfolio construction stretagies based on EPS growth momentum dan revenue growth in LQ45 shares in the indonesian stock exchange / Hasjuddin Hamka

Hasjuddin Hamka; Irwan Adi Ekaputra, supervisor; Viverita, examiner; Eko Rizkianto, examiner ([Publisher not identified] , 2015)

 Abstrak

[ABSTRAK
Penelitian ini bertujuan untuk menguji aplikasi strategi pembentukan portofolio
saham berdasarkan model penilaian aset Fama-French three-factors, Carhart
four-factors dan Fama-French five-factors yang didasarkan pada pertumbuhan
Earning Per Share /EPS, Momentum dan pertumbuhan pendapatan dari saham
LQ45. Setiap portofolio yang dibentuk selanjutnuya di-hold selama 1 bulan, 3
bulan dan 6 bulan dengan mencari strategi manakah yang memberikan abnormal
return positif. Hasilnya diperoleh abnormal return positif dengan menggunakan
EPS Growth dan Revenue Growth. Sedangkan berdasarkan momentum tidak
diperoleh abnormal return yang positif.

ABSTRACT
The study aims to examine the application of stock portfolio construction
strategies based on the asset valuation models Fama-French three-factors,
Carhart four-factors and Fama-French five-factors focus on variables EPS
growth, momentum and earnings growth of LQ45. Each constructed portfolio is
held for 1 month, 3 months and 6 months to find strategy that produce a positive
abnormal return. The result found positive abnormal return using EPS growth
and revenue growth, while based on momentum is not obtained positive
abnormal return., The study aims to examine the application of stock portfolio construction
strategies based on the asset valuation models Fama-French three-factors,
Carhart four-factors and Fama-French five-factors focus on variables EPS
growth, momentum and earnings growth of LQ45. Each constructed portfolio is
held for 1 month, 3 months and 6 months to find strategy that produce a positive
abnormal return. The result found positive abnormal return using EPS growth
and revenue growth, while based on momentum is not obtained positive
abnormal return.]

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 Metadata

Jenis Koleksi : UI - Tesis Membership
No. Panggil : T-Pdf
Entri utama-Nama orang :
Entri tambahan-Nama orang :
Entri tambahan-Nama badan :
Program Studi :
Subjek :
Penerbitan : [Place of publication not identified]: [Publisher not identified], 2015
Bahasa : ind
Sumber Pengatalogan : LibUI ind rda
Tipe Konten : text
Tipe Media : computer
Tipe Carrier : online resource
Deskripsi Fisik : xiii, 81 pages : illustration ; 28 cm + appendix
Naskah Ringkas :
Lembaga Pemilik : Universitas Indonesia
Lokasi : Perpustakaan UI, Lantai 3
  • Ketersediaan
  • Ulasan
  • Sampul
No. Panggil No. Barkod Ketersediaan
T-Pdf 15-17-223005405 TERSEDIA
Ulasan:
Tidak ada ulasan pada koleksi ini: 20415729
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