Analisis Kinerja Portofolio Saham Migas yang Terdaftar di BEI Sebelum dan Setelah Kebijakan Pemangkasan Supply Minyak Mentah oleh OPEC dengan Faktor Risiko
Abstract:. This study aims to determine the performance of the MIGAS stock portfolio before and after OPEC's crude oil supply cut policy with risk factors. The research method uses a single index model to form an optimal portfolio and the Sharpe Index, Treynor Index and Jensen to measure portfolio performance, followed by hypothesis testing using the Paired Sample T-test. The research uses secondary data on shares of oil and gas companies (MIGAS) that are actively transacting on the Indonesia Stock Exchange from August… Show more
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