Results 21 to 30 of about 1,201 (194)
PERFORMANCE EVALUATION OF LQ45 STOCKS IN THE INDONESIA STOCK EXCHANGE DURING PERIOD OF 2016-2018
Journal of Management and Entrepreneurship Research, 2020 Objective: This study investigates the performance evaluation of each LQ45 stock in the Indonesia Stock Exchange conducted by using the Sharpe Index, Treynor Ratio, Jensen Alpha, Sortino Ratio, and Information Ratio.
Happy Catherine, Robiyanto Robiyanto
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Portofolio Optimal Investasi Saham dari 6 Sektor pada Indeks LQ45 Periode 2015-2018
Jurnal Aplikasi Bisnis dan Manajemen, 2020 The purpose of this research is to build an optimum investment portfolio of stocks using Single Index Model (SIM) from 31 stocks of 8 sectors LQ45 indices (trade, mining, infrastructure, consumer, industry, agriculture, finance, and properti) during ...
Benyamin Verkino +2 more
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The Impact of Turnover Ratio and Fund Size on Mutual Funds Performance in Egypt [PDF]
Mağallaẗ Rāyaẗ Al-Dawliyyaẗ Lil ʿulūm Al-TiğāriyyaẗThis research investigates the relationship between mutual fund performance and key fund characteristics.By examining factors such as fund size, age, type, expenses, and trading activity (turnover ratio), we aim to identify their impact on investment ...
Dr.Lamees Alagamy +2 more
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Measuring the performance of mutual funds: A case study [PDF]
Industrija, 2015 In this paper we evaluate the performance of eight open-end mutual funds in the Republic of Serbia for the period 2009-2012, with the aim of testing the justification of active portfolio management of mutual funds, and determining the selection ...
Jakšić Milena +2 more
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The Performance of Portfolio Management Companies in Terms of Pension Funds: Evidence from Turkey
Pamukkale Üniversitesi İşletme Araştırmaları Dergisi, 2021 Private Pension System (PPS) which has been in practice for many countries began its operations on 27 October 2003 in Turkey, and Pension Fund Companies (PFCs), Portfolio Management Companies (PMCs), and government authorities are three main actors in ...
Göksal Selahatdin Kelten
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Zakah Rate In Islamic Stock Performance Models: Evidence From Indonesia
Iqtishadia, 2020 There are three models commonly used to measure the performance of Islamicstocks, named Treynor Ratio, Sharpe Ratio, and Jansen Index. One component of the three models is risk-free returns which are usually approached with interest rates, whereas ...
Mohammad Farhan Qudratullah
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Mutual Fund Performance: Evidence From South Africa
Emerging Markets Journal, 2015 This paper aims to evaluate the performance of South African equity funds between January 2009 and November 2014. This study period overlaps with the study period of quantitative easing during which developing economies in financial markets have been ...
Ömer Faruk Tan
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Does Voracious Behavior favor Efficient Market Hypothesis? Role of Performance Measures
Scientific Annals of Economics and Business, 2022 Greed plays an important in the fluctuations of stock prices because investors want profits irrespective of the risk taken by them. This study aims to determine, whether, in times of rising trends in the market, greediness is good for the investor or not.
Attayah Shafique +3 more
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Performance Evaluation of Stock Price Indexes in the Indonesia Stock Exchange
International Research Journal of Business Studies, 2018 This study evaluates the performance of stock price indexes in the Indonesia Stock Exchange by using Sharpe Index, Treynor Ratio, Jensen Alpha, Adjusted Sharpe Index, Adjusted Jensen Index and Sortino Ratio.
Robiyanto
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Annales Universitatis Mariae Curie-Skłodowska Sectio H, Oeconomia, 2023 Theoretical background: Retail investors in the financial market have nowadays access to a wide range of investment products. One of the types of such products are open-end investment funds, which by design are asset masses managed by professional ...
Filip Lisak
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