EFISIENSI PASAR MODAL BENTUK KUAT DI INDONESIA SELAMA PANDEMI COVID-19

https://doi.org/10.36441/mae.v5i2.790

Authors

Keywords:

Sharpe Index, Jensen Alpha, Treynor Ratio, Sortino Ratio, Information Ratio

Abstract

Tujuan dari penelitian ini untuk menganalisis tingkat efisiensi pasar modal bentuk kuat di Indonesia dengan melakukan perbandingan antara kinerja pasar saham dengan kinerja reksa dana saham. Jenis data pada penelitian ini adalah data kuantitatif yaitu data sekunder dalam bentuk harian pada tahun 2021. Metode yang digunakan adalah Jensen Index, Sharpe Index, Treynor Ratio, Information Ratio dan Sortino Ratio. Hasil penelitian menunjukkan bahwa pasar modal Indonesia tidak berada pada efisiensi dalam bentuk kuat. Maka implikasi managerial yang akan berinvestasi disarankan untuk memilih Reksa Dana Saham karena berpotensi memiliki kinerja yang lebih baik dibandingkan pasar saham secara umum.

Published

2023-01-05

Issue

Vol. 5 No. 2 (2022): Management and Accounting Expose 2022

Section

Artikel
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