SKRIPSI DIGITAL
Stock Performance: Sharpe, Treynor, and Jensen Approaches In Business27 Index 2019-2023 = Stock Performance: Sharpe, Treynor, and Jensen Approaches In Business27 Index 2019-2023
              Emmanuella Anandita Kurniadewi, “Stock Performance: Sharpe, Treynor, and Jensen Approach in BUSINESS27 Index 2019-2023”, Bachelor of Applied Thesis, Majoring in Accounting, Polytechnic State of Semarang, under the guidance of Muhammad Rois, S.E., M.Sc., and Winarni, S.E., M.M.,
January 2025, 89 pages.
This research aims to analyze the stock performance of companies in the BUSINESS27 index from 2019 to 2023 using the Sharpe, Treynor, and Jensen index as a basis for investment evaluation. This research is a descriptive quantitative research. The data used are time series secondary data of stock prices taken from the closing price of each stock at the end of the month, BUSINESS27 index, Jakarta Stock Exchange Composite Index (JKSE), and BI Rate during 2019-2023. Samples were obtained through purposive sampling and 12 companies were obtained. The results of the analysis show that there are 5 stocks that have positive performance according to the Sharpe, Treynor, and Jensen indices. These stocks are ADRO, BBCA, BBNI, BBRI, and BMRI.
Keywords: Stock Performance, Sharpe Index, Treynor Index, Jensen Index, BUSINESS27 Index            
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