Analisis Kinerja saham dan Kinerja Portofolio Saham-saham Sektor Industri Dasar Kimia dan Aneka Industri

Yudistira Astana Kusuma, Dr. Suad Husnan, MBA

2012 | Tesis | S2 Magister Manajemen

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Investment is an act of investing a specific fund or thing which are expected to provide a higher return in the future. Aside from the expected returen, investmen also contains a risk that is the possibility of the result would deviate from the expected result. To minimize risk, investors need to make a portofolio so that the risks contained can be distributed. This study analyzes stock and stock portfolio performance of the Basic Chemical Industry and Various Industries Sectors by using weekly data within the period of 2008 to 2011. The model used in creating the portfolio is the Equal Weight model and the performance measurement instrument used is Treynor Measure. The portfolio performance of the Basic Chemical Industry and Various Industries Sectors from the year 2008 to 2011 has a better performance from the Composite Stock Price Index (IHSG).

Kata Kunci : Stock Performance Analysis, Portfolio Analysi