文章基本信息

标题：PERFORMANCE EVALUATION AND RISK AVERSION RATE FOR SEVERAL STOCK INDICES IN INDONESIA STOCK EXCHANGE
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作者：Robiyanto Robiyanto
期刊名称：Jurnal Manajemen dan Kewirausahaan (Journal of Management and Entrepreneurship)
印刷版ISSN：1411-1438
出版年度：2017
卷号：19
期号：1
页码：60-64
语种：English
出版社：Institute of Research and Community Outreach - Petra Christian University
摘要：There are numerous stock indices in Indonesia Stock Exchange. Several of them are LQ-45, MBX, DBX, JII, SRI-KEHATI, PEFINDO-25, BISNIS-27, IDX-30 and KOMPAS-100. Unfortunately there are limited researches which have been done to measure those indices performance specifically. The same condition also occurs on risk aversion level usage in Indonesia Stock Exchange, only few numbers of researches use this measurement in the portfolio valuation. Based on that, this research measured the performance and risk aversion rate of those indices in Indonesia Stock Exchange. The results of this study were SRI-KEHATI becomes the best performer with the highest risk aversion rate, while Jakarta Islamic Index (JII) produces the lowest positive performance with the lowest risk aversion rate. This finding shows that sharia stocks’ characters (i.e. usury free) could give relieveness and convenience regardless its performance.
其他摘要：There are numerous stock indices in Indonesia Stock Exchange. Several of them are LQ-45, MBX, DBX, JII, SRI-KEHATI, PEFINDO-25, BISNIS-27, IDX-30 and KOMPAS-100. Unfortunately there are limited researches which have been done to measure those indices performance specifically. The same condition also occurs on risk aversion level usage in Indonesia Stock Exchange, only few numbers of researches use this measurement in the portfolio valuation. Based on that, this research measured the performance and risk aversion rate of those indices in Indonesia Stock Exchange. The results of this study were SRI-KEHATI becomes the best performer with the highest risk aversion rate, while Jakarta Islamic Index (JII) produces the lowest positive performance with the lowest risk aversion rate. This finding shows that sharia stocks’ characters (i.e. usury free) could give relieveness and convenience regardless its performance.
关键词：Portfolio performance evaluation;sharpe ratio;treynor ratio;risk aversion rate.