KINERJA PASAR DAN INFORMASI AKUNTANSI SEBAGAI PEMBENTUK PORTOFOLIO SAHAM

Kinerja Pasar dan Informasi AkuntansiRowland Bismark Fernando Pasaribu

This study aimed to a stock portfolio formed with composite of companies market and accounting performance also their market capitalization in Indonesia Stock Exchange period 2003-2006. Some clarification need to achieved, such as: real difference among variable refer to their market capitalization and influence of predictor to stock return. The result show; a) Levenne-test confirmed there is no significant influence relatively to variable refer to their market capitalization; b) Simultaneously, the predictors have a significant influence to stock return in each period, but partially only 4 variable having an significant effect to return. Hereinafter, the performance of selected portfolio (based on their rank) were evaluated. The evaluation result conclude that stock portfolio formed refer to their market capitalization and composite of market and accounting performance do not at moment’s notice guarantee will yield an consensus of subject about reliable accepted risk versus expected return.

Keyword: Indonesia Stock Exchange, portfolio performance, value at risk, sharpe ratio, treynor-index, jensen alpha.

Silahkan download disini JEB Vol 3 No 3 Nov 2009 KINERJA PASAR DAN INFORMASI AKUNTANSI SEBAGAI PEMBENTUK PORTOFOLIO SAHAM

Citation:

Pasaribu, Rowland Bismark, Kinerja Pasar dan Informasi Akuntansi Sebagai Pembentuk Portofolio Saham (Jurnal Ekonomi dan Bisnis, Vol 3, No. 3, November 2009, 203-223)

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