PERFORMANCE EVALUATION OF LQ45 STOCKS IN THE INDONESIA STOCK EXCHANGE DURING PERIOD OF 2016-2018

PERFORMANCE EVALUATION OF LQ45 STOCKS IN THE INDONESIA STOCK EXCHANGE DURING PERIOD OF 2016-2018

Objective: This study investigates the performance evaluation of each LQ45 stock in the Indonesia Stock Exchange conducted by using the Sharpe Index, Treynor Ratio, Jensen Alpha, Sortino Ratio, and Information Ratio. Stocks evaluated are those that consistently listed in the LQ45 index during 2016-2...

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Bibliographic Details
Main Authors: Happy Catherine, Robiyanto Robiyanto
Format: Article
Language:English
Published: Universitas Islam Nahdlatul Ulama Jepara 2020-06-01
Series:Journal of Management and Entrepreneurship Research
Subjects:
information ratio
jensen alpha
sharpe index
sortino ratio
treynor ratio
Online Access:https://journal.unisnu.ac.id/jmer/article/view/2020.6.01.1-4

Internet

https://journal.unisnu.ac.id/jmer/article/view/2020.6.01.1-4

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