Syntax Idea
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
Syntax Idea
Website

Abbrev

syntax-idea

Publisher

Ridwan Institute

Subject

Aerospace Engineering Agriculture, Biological Sciences & Forestry Automotive Engineering Chemical Engineering, Chemistry & Bioengineering Computer Science & IT

Description

Syntax Idea. Jurnal Ilmiah Indonesia adalah jurnal yang diterbitkan oleh Ridwan Institute. Syntax Idea akan menerbitkan artikel-artikel ilmiah dalam cakupan bidang ilmu umum. Artikel yang dimuat adalah artikel hasil penelitian, kajian atau telaah ilmiah kritis dan komprehensif atas isu penting dan ...