Performance Evaluation of Stock Price Indexes in the Indonesia Stock Exchange
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. The stock price indexes evaluated are the Jakarta Composite Index (JCI), Sectoral Index cons...
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| Format: | Article |
| Language: | English |
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Prasetiya Mulya Publishing
2018-03-01
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| Series: | International Research Journal of Business Studies |
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| Online Access: | http://irjbs.com/index.php/jurnalirjbs/article/view/1254 |