strategi menentukan portofolio saham menggunakan price earning growth (PEG) pada indeks LQ45 tahun 2011-2015

putro, dewanto (2017) strategi menentukan portofolio saham menggunakan price earning growth (PEG) pada indeks LQ45 tahun 2011-2015. Other thesis, Universitas Sebelas Maret.

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    Abstract

    ABSTRACT THE STRATEGY DETERMINES THE SHARE PORTFOLIO USING A PRICE EARNING GROWTH (PEG) APPROACH TO LQ45 INDEX YEAR 2011-2015 Dewanto Putra Hutama F1215023 The purpose of this research is to gain empirical evidence difference return the portfolio formed based on Price Earning Growth (PEG) with market return (JCI) as well as obtaining empirical evidence portfolio performance differences are established by using the PEG than market performance (JCI) using indicators sharpe ratio on index LQ45 years 2011-2015. Research methods used in the preparation of this thesis is descriptive and quantitative approach method by using the techniques of analysis Test Sample Paired t-test.. From the results it can be concluded that there exists a significant positive difference between the return generated by A portfolio (PEG between the value zero to with one) and the market return (JCI) over a period of 6 months of ownership up to 4 years. While portfolio B (value of the PEG more than one) there was no difference in the resulting return portfolio B with market return (JCI) there is no difference even on the portfolio C (value of the PEG that is less than zero) return generated by the portfolio C with market return (JCI) there is a significant difference but negative in the period of 6 months of ownership up to 4 years. The results of the research there is a second problem i.e. the appropriateness of investment portfolio against A (PEG between the value zero to with one) in the period up to 6 months of ownership four years using the sharpe ratio approach. Portfolio B (value of the PEG more than one) indicates there is feasibility investment in the period up to 6 months of ownership four years using the sharpe ratio approach. On the portfolio C (value of the PEG that is less than zero) indicates there is no feasibility of investments in the period up to 6 months of ownership four years using the sharpe ratio approach. Advice based on this research community expected (investors) can add information in investing in Indonesia capital market to get better profits. Key words: Fundamentally, the PEG ratio, portfolio, Sharpe ratio

    Item Type: Thesis (Other)
    Subjects: H Social Sciences > HB Economic Theory
    Divisions: Fakultas Ekonomi > Manajemen
    Depositing User: Taufik A
    Date Deposited: 29 Sep 2017 22:28
    Last Modified: 29 Sep 2017 22:28
    URI: https://eprints.uns.ac.id/id/eprint/34655

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