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All Journal Majalah Ilmiah Teknologi Elektro Vokasi: Jurnal Riset Akuntansi Jurnal Pendidikan Bahasa Bali Undiksha JUIMA : Jurnal Ilmu Manajemen JIIP (Jurnal Ilmiah Ilmu Pendidikan) Journal of Tourism Economics and Policy

Komang Tri Wahyuni .

Fakultas Ekonomi Universitas Mahasaraswati Denpasar

Author-ID : 2647870

Humanities Economics, Econometrics & Finance Education Electrical & Electronics Engineering Languange, Linguistic, Communication & Media Mathematics Public Health Social Sciences Other

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ANALISIS PERBANDINGAN KINERJA PORTOFOLIO BERDASARKAN PRICE EARNING RATIO (PER)DI BURSA EFEK INDONESIA Wahyuni, Komang Tri
JUIMA : JURNAL ILMU MANAJEMEN Vol 8 No 1 (2018): JUIMA : JURNAL ILMU MANAJEMEN
Publisher : Program Studi Manajemen Fakultas Ekonomi dan Bisnis Universitas Mahasaraswati Denpasar

Research of stock portfolio performance based on Price Earning Ratio (PER) is still a debate. The purpose of this research is to analyze the performance of stock portfolio based on PER at Indonesian Stock Exchange during period 2014 - 2016, in addition of these reaserch is to test the comparison of stock portfolio performance between high PER and low PER. Performance stock portfolio based on PER is measured by Risk Adjusted Return (index of Sharpe, Treynor and Jensen), and comparison stock portfolio performance between high PER and low PER is tested by using statistic analysis independent sample t-test. The result of these research are low PER is outperform than high PER measured by index Sharpe and index Treynor, but high PER outperform if measured by index Jensen during periode 2014 â€“ 2016 at Indonesia Stock Exchange and t-test analysis between high PER and low PER is founding that stock portfolio high PER and low PER measured by index Treynor and index Jensen is difference significantly, but measured by index Sharpe is not difference significantly.

STUDI PERBANDINGAN KINERJA PORTOFOLIO SAHAM BERDASARKAN KAPITALISASI PASAR DI BURSA EFEK INDONESIA DENGAN RISK ADJUSTED RETURN Wahyuni, Komang Tri
JUIMA : JURNAL ILMU MANAJEMEN Vol 9 No 1 (2019): JUIMA : JURNAL ILMU MANAJEMEN
Publisher : Program Studi Manajemen Fakultas Ekonomi dan Bisnis Universitas Mahasaraswati Denpasar

The debate about the formation of a portfolio based on market capitalization (firm size) is common in several empirical studies. The purpose of this research is to analyze the performance of stock portfolio based on market capitalization at Indonesian Stock Exchange during period January â€“ December 2017. These reaserch is also to test the comparison of stock portfolio performance between big, middle and small market capitalizations. Performance of stock portfolio based on market capitalization is measured by Risk Adjusted Return (index of Sharpe, Treynor and Jensen), and to test the comparison of stock portfolio performance between big, middle and small market capitalizations is tested by using statistic analysis independent sample t-test. The result of these research are stock portfolio of small market capitalization (small caps) is outperform than big caps and middle caps measured by index Sharpe, but big caps outperform if measured by index Treynor and middle caps by index Jensen at Indonesia Stock Exchange during periode 2017. T-test analysis of stock portfolio based on market capitalization is founding that stock portfolio big caps vs middle caps, big caps vs small caps and middle caps vs small caps are not difference signiï€cantly

ANALISIS PERBANDINGAN KINERJA PORTOFOLIO BERDASARKAN PRICE EARNING RATIO (PER)DI BURSA EFEK INDONESIA Komang Tri Wahyuni
JUIMA : JURNAL ILMU MANAJEMEN Vol. 8 No. 1 (2018): JUIMA : JURNAL ILMU MANAJEMEN
Publisher : Program Studi Manajemen Fakultas Ekonomi dan Bisnis Universitas Mahasaraswati Denpasar

Research of stock portfolio performance based on Price Earning Ratio (PER) is still a debate. The purpose of this research is to analyze the performance of stock portfolio based on PER at Indonesian Stock Exchange during period 2014 - 2016, in addition of these reaserch is to test the comparison of stock portfolio performance between high PER and low PER. Performance stock portfolio based on PER is measured by Risk Adjusted Return (index of Sharpe, Treynor and Jensen), and comparison stock portfolio performance between high PER and low PER is tested by using statistic analysis independent sample t-test. The result of these research are low PER is outperform than high PER measured by index Sharpe and index Treynor, but high PER outperform if measured by index Jensen during periode 2014 – 2016 at Indonesia Stock Exchange and t-test analysis between high PER and low PER is founding that stock portfolio high PER and low PER measured by index Treynor and index Jensen is difference significantly, but measured by index Sharpe is not difference significantly.

STUDI PERBANDINGAN KINERJA PORTOFOLIO SAHAM BERDASARKAN KAPITALISASI PASAR DI BURSA EFEK INDONESIA DENGAN RISK ADJUSTED RETURN Komang Tri Wahyuni
JUIMA : JURNAL ILMU MANAJEMEN Vol. 9 No. 1 (2019): JUIMA : JURNAL ILMU MANAJEMEN
Publisher : Program Studi Manajemen Fakultas Ekonomi dan Bisnis Universitas Mahasaraswati Denpasar

The debate about the formation of a portfolio based on market capitalization (firm size) is common in several empirical studies. The purpose of this research is to analyze the performance of stock portfolio based on market capitalization at Indonesian Stock Exchange during period January – December 2017. These reaserch is also to test the comparison of stock portfolio performance between big, middle and small market capitalizations. Performance of stock portfolio based on market capitalization is measured by Risk Adjusted Return (index of Sharpe, Treynor and Jensen), and to test the comparison of stock portfolio performance between big, middle and small market capitalizations is tested by using statistic analysis independent sample t-test. The result of these research are stock portfolio of small market capitalization (small caps) is outperform than big caps and middle caps measured by index Sharpe, but big caps outperform if measured by index Treynor and middle caps by index Jensen at Indonesia Stock Exchange during periode 2017. T-test analysis of stock portfolio based on market capitalization is founding that stock portfolio big caps vs middle caps, big caps vs small caps and middle caps vs small caps are not difference signicantly

Co-Authors Ak. S.E. Desak Nyoman Sri Werastuti . I Gusti Agung Krisna LESTARI I Made Oka Widyantara Ni Made Ary Esta Dewi Wirastuti Prof. Dr. I Nengah Suandi,M.Hum . Wisnu, I Wayan Gede

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