PENGARUH SISTEM KEUANGAN DAN KEBIJAKAN MONETER TERHADAP PERTUMBUHAN EKONOMI PADA ERA ORDE BARU DALAM PERSPEKTIF EKONOMI ISLAM
Vol 3 No 10 (2021): Syntax Idea

Treynor, Sharpe, and Jensen Ratio of Health Sector Companies on The Indonesia Stock Exchange Before and During Covid-19 Pandemic Period

Dewi Tamara (Management Department, Binus Business School Master Program, Bina Nusantara University, Jakarta, Indonesia)
Ashuri Ashuri (Management Department, Binus Business School Master Program, Bina Nusantara University, Jakarta, Indonesia)
Satria Katon Bagaskara (Management Department, Binus Business School Master Program, Bina Nusantara University, Jakarta, Indonesia)
Sulhadi Sulhadi (Management Department, Binus Business School Master Program, Bina Nusantara University, Jakarta, Indonesia)

Article Info

Publish Date
20 Oct 2021

Abstract

This research aims to compare the return and risk in investment at the stock portfolio of Health Sector Companies in period before the COVID-19 pandemic and during the COVID-19 pandemic in Indonesia. This research conducted using quantitative method with descriptive approach with secondary data with samples of the stock of Health Sector Companies listed in the Indonesia Stock Exchange ("IDX") which then formulated into a stock portfolio. The research period used is the period March 2019-Feb 2020 for before COVID19 pandemic, and the period March 2020 - Feb 2021 for during the COVID19 pandemic. The stock portfolio return and risk measurement is measured by Sharpe, Treynor, and Jensen Ratio which then will be statistically tested to see if there are significant differences of ratios between the two conditions.

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Journal Info
PENGARUH SISTEM KEUANGAN DAN KEBIJAKAN MONETER TERHADAP PERTUMBUHAN EKONOMI PADA ERA ORDE BARU DALAM PERSPEKTIF EKONOMI ISLAM
Website

Abbrev

syntax-idea

Publisher

Universitas Islam Negeri Syarif Hidayatullah Jakarta

Subject

Economics, Econometrics & Finance

Description

In various literatures on the economy is divided into two sectors: the real sector which includes the service market and the market for goods, and the monetary sector which consists of the money market and the capital market (wealth). In some economic systems, the monetary (financial) flowing in a ...