Apssai Accounting Review (ApAR)
Vol 1 No 1 (2021): Oktober

PERBEDAAN PENERAPAN STANDAR ISLAMIC STOCK SCREENING DAN SOCIAL ENVIRONMENT INDEX TERHADAP KINERJA PORTOFOLIO SAHAM BEI

Putri Dona Balgis (Fakultas Ekonomi dan Bisnis, Universitas Padjajaran)
Tettet Fitrijanti (Fakultas Ekonomi dan Bisnis, Universitas Padjajaran)
Citra Sukmadilaga (Fakultas Ekonomi dan Bisnis, Universitas Padjajaran)

Article Info

Publish Date
02 Oct 2021

Abstract

This research examined differences of portfolio performance before adding indicator of social environment index from five standards (ISSI, FTSE, MSCI, DJIM and S&P) and differences of portfolio performance before and after adding indicator of social environment index.The result concludes portfolio performance using the Sharpe measure significantly different, while Treynor and Jensen Alpha did not show a significant difference of performance, there is also no significant difference of portfolio performance (Sharpe, Treynor and Jensen Alpha) before and after adding indicator social environment index. It shows that addition of indicator social environment index is not affected portfolio performance.

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Journal Info
Apssai Accounting Review (ApAR)
Website

Abbrev

apar

Publisher

Asosiasi Program Studi S2 Akuntansi Indonesia

Subject

Economics, Econometrics & Finance Education Environmental Science Social Sciences

Description

Covering various fields of accounting and finance, ApAR publishes research papers, viewpoint, conceptual paper, case study, literature review, and general review that address significant issues focusing on Indonesia. Coverage includes but not limited to: 1. Financial accounting 2. Managerial ...