RISK-ADJUSTED PERFORMANCE PADA SAHAM SYARI'AH DAN SAHAM KONVENSIONAL DI BURSA EFEK INDONESIA

Wulandari, Asih Marini (2009) RISK-ADJUSTED PERFORMANCE PADA SAHAM SYARI'AH DAN SAHAM KONVENSIONAL DI BURSA EFEK INDONESIA. Jurnal Administrasi Bisnis, 6 (1). pp. 1-8. ISSN 1829-7277

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Abstract

The aim of this study is to know the performance of syari'ah stocks and conventional stocks with risk, return and risk adjusted performance approach. Results of this study shows that performance everage syari'ah stocks is better than conventional stocks in 2007 and 2008.
That is supported by risk adjusted performance approach in Sharpe Index, Treynor Index, and Jensen Index shows that Syari'ah performance is better than conventional stocks.
This Study will give input for investor about ethical investment to judge their investment.
Keywords: Syari'ah stocks, conventional stocks, Risk Adjusted Performance, Ethical Investment

Item Type: Article
Subjects: H Social Sciences > HG Finance
Depositing User: Dr. M.Si ASIH MARINI WULANDARI
Date Deposited: 07 Apr 2023 07:22
Last Modified: 07 Apr 2023 07:22
URI: http://eprints.upnyk.ac.id/id/eprint/33379

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