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Analisis perbandingan kinerja portofolio income stock dengan portofolio growth stock menggunakan optimalisasi nilai reward to volatility ratio di IHSG periode tahun 2004 - 2008

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This research is conducted to compare performance of incme stock with growth stocks. Performance comparison is done by annual and monthly periods over five years to see the consistency of the benefits of one type of stock. A measurement performed by optimizing the value of reward to volatility ratio as the highest value of the tradeoff between return with risk. Object to be studied are the stocks belonging to Jakarta Composite Index in the period of 2001-2008. The period of research is started in March 2004 to March 2008. This period is divided into two periods to see the performance of the portfolio with the long holding period of one year and short period of one month to see average monthly return performance between these two portfolios statistically. Based on annual data processing results can be seen that the performance of income stocks outperform growth stocks both for the category of big capitalization or small capitalization during the period 2004 through 2008 as measured from the rate of optimal return to variability ratio every year, and growth stocks outperform income stocks only in the year 2008 during the global economic crisis. While the result of data processing monthly was found that the performance of income stock portfolio outperform growth stock portfolio is not statistically significant with 95% confidence level.Ada tabel

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Ketersediaan

Call Number	Location	Available
7011	PSB lt.2 - Karya Akhir	1

Penerbit	Depok Progran Studi Departemen Ilmu Manajemen Fakultas Ekonomi Universitas Indonesia., 2010
Edisi	-
Subjek	Share valuation Performance Stock return Portfolio investment Dividends
ISBN/ISSN	-
Klasifikasi	-
Deskripsi Fisik	xiii, 79 p. :diagr., il. ; 30 cm & lamp
Info Detail Spesifik	-
Other Version/Related	Tidak tersedia versi lain
Lampiran Berkas	Tidak Ada Data