CD Tesis

Analisis Perbandingan Kinerja Saham Berdasarkan Markowitz Model Dan Treynor-Black Model

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The study aims to analyze stock performance based on the Markowitz Model and
Treynor-black Model during the period 2011 to 2018. The study used a population
of stocks on the Indonesia Stock Exchange (IDX) classified into LQ45 shares with
a sample of 20 companies. Sampling techniques using purposive sampling, Data
analysis is mann whitney test. The results showed that the return of the Markowitz
Model was higher than the average rank (mean) of the Treynor-Black Model. The
results of the Mann Whitney Test also showed differences in stock performance in
the Markowitz Model and Treynor-Black Model (Case Study on LQ45 Shares
listed on the Indonesia Stock Exchange).
Keywords : Risk, Return, Markowitz Model and Treynor-Black Model

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Ketersediaan

Informasi Detail

Judul Seri

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No. Panggil

10 03. 220 (0089)

Penerbit

Pekanbaru : Universitas Riau – Pascasarjana – Tesis Manajemen., 2020

Deskripsi Fisik

xii, 76 hlm,; ill.: 29 cm

Bahasa

Indonesia

ISBN/ISSN

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Klasifikasi

10 03. 220 (0089)

Tipe Isi

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Tipe Media

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Tipe Pembawa

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Edisi

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Subjek

MANAJEMEN

Info Detail Spesifik

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Pernyataan Tanggungjawab

FATAH

Versi lain/terkait

Lampiran Berkas

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