Analisis kinerja reksa dana saham berdasarkan model Jensen Alfa = Performance analysis of equity fund based on Jensen’s Alfa model
Apitri Yansyah Tayeir;
(Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2012)
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[ABSTRAK Tujuan utama penelitian ini adalah untuk menganalisis kinerja reksadana saham yang tidak mengungguli portofolio pasar sebagai benchmark(IHSG) di Indonesia. Sampel penelitian ini menggunakan 23 reksa dana sahamdi Indonesia periode Juli 2006-Juni 2011. Kinerja reksa dana saham diukurdengan menggunakan model Jensen Alfa. Hasil analisis menunjukkan bahwa 1dari 23 reksa dana saham berkinerja underperformance. Kinerja reksa danasaham tersebut dipengaruhi secara positif oleh faktor return market. ABSTRAK The main purpose of this study is to examine the underperformance ofequity fund to market portfolio benchmark (IHSG) in Indonesia. The sample ofthe study using twenty three Indonesia’s equity fund in July 2006-June 2011. Theequity fund performance measure by Jensen’s Alfa model. The analysis showsthat 1 of the 23 sample underperformance to portfolio (IHSG). Performance ofequity funds is influenced positively by the market return factor., The main purpose of this study is to examine the underperformance ofequity fund to market portfolio benchmark (IHSG) in Indonesia. The sample ofthe study using twenty three Indonesia’s equity fund in July 2006-June 2011. Theequity fund performance measure by Jensen’s Alfa model. The analysis showsthat 1 of the 23 sample underperformance to portfolio (IHSG). Performance ofequity funds is influenced positively by the market return factor.] |
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No. Panggil : | S-Pdf |
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Penerbitan : | [Place of publication not identified]: Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2012 |
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Bahasa : | ind |
Sumber Pengatalogan : | LibUI ind rda |
Tipe Konten : | text |
Tipe Media : | unmediated ; computer |
Tipe Carrier : | volume ; online resource |
Deskripsi Fisik : | xiii, 40 pages ; 28 cm + appendix |
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Lembaga Pemilik : | Universitas Indonesia |
Lokasi : | Perpustakaan UI, Lantai 3 |
No. Panggil | No. Barkod | Ketersediaan |
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S-Pdf | TERSEDIA |
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