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Evaluate The Performance Of The Stock Portfolio By Oil Palm Companies Using Sharpe, Treynor And Jensen Index

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Evaluate The Performance Of The Stock Portfolio By Oil Palm Companies Using Sharpe, Treynor And Jensen Index
Abstract: This research is intended to evaluate the performance of palm oil company stock portfolio using the Sharpe, Treynor and Jensen index methods. Stock performance of palm oil companies needs to be evaluated because they have experienced price fluctuations in times of turmoil in world oil prices. The population of this study are all stocks of the palm oil companies listed on the Indonesia Stock Exchange in the period July 2012 to June 2016. While the sample is the stocks that are consistently active in the Indonesian Stock Exchange during the study period. The formation of a stock portfolio is done by the Single Index Model. Stock portfolios formed in the period before the crisis.....

Key Words: stock portfolio, single index model, sharpe index, treynor index, jensen index.

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Series Title

Evaluate The Performance Of The Stock Portfolio By Oil Palm Companies Using Sharpe, Treynor And Jensen Index

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Publisher

IOSR : OSR Journal of Economics and Finance (IOSR-JEF)., 2020

Collation

7-14

Language

English

ISBN/ISSN

ISSN: e-ISSN: 2321-5933

Classification

Pertanian

Content Type

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Edition

Vol 11-Issue4 Series-3

Subject(s)

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Specific Detail Info

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Statement of Responsibility

OSR Journal of Economics and Finance (IOSR-JEF)

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