Stock portfolio and optimal return

Sartika, Sartika

doi:10.58784/cfabr.24

Cited by 3 publications

(1 citation statement)

References 12 publications

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“…Secara alternatif, GZCO merupakan aset yang memiliki β dan R relatif tinggi sehingga memberikan kinerja pengembalian yang paling optimal sesuai analisis TR. Temuan-temuan dari riset ini konsisten dengan bukti-bukti dari Lestari dan Erdiana (2021), Sunaryo (2021), Adicandra et al (2022), Rahmi (2022), Kuada dan Mamonto (2023), Budiarso dan Pontoh (2023), Liwe (2023), dan Sartika (2023). Temuan-temuan ini mengimplikasikan bahwa risiko sistematis memiliki hubungan relatif dengan tingkat pengembalian terkait fenomena kejadian ekonomi yang terjadi dalam sebuah periode tertentu.…”

Section: Tinjauan Pustakaunclassified

Risiko sistematis emiten pangan dalam isu krisis pangan

Lumenta,

Ruus

2023

RAPI

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The issue of the global food crisis since the COVID-19 pandemic is still rife in the Indonesian capital market until early 2023. The purpose of this study is to analyze systematic risk and stock return performance. The sample for this study is stocks in the food sub-sector in Indonesia with an observation period from 1 January 2023 to 30 April 2023. This study finds that the performance of returns on risk is still not optimal for all samples where the average stock returns and systematic risk are still low. Individually, GZCO is a high-risk and return asset and has optimal stock performance.

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Section: Tinjauan Pustakaunclassified

Risiko sistematis emiten pangan dalam isu krisis pangan

Lumenta,

Ruus

2023

RAPI

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Risiko sistematis dan pengembalian saham sektor kesehatan pasca pencabutan PPKM

Budiman,

Tiwang

2024

MBKK

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The revocation of PPKM in Indonesia on December 30 2022 has a positive impact on the country's economy. This study aims to examine the market response to policies when revoking PPKM, especially for stocks in the health sector. Observations were carried out from December 2022 to January 2023 or the period before and after the revocation of PPKM with stocks from the health sector as samples. Hypothesis testing from this study uses several procedures, namely normality tests, descriptive statistics, and difference tests. This study finds that health sector stocks experienced an increase in returns and systematic risk after the lifting of PPKM. However, this study also finds that the increase in the rate of return and systematic risk did not differ from the period before the lifting of PPKM. This finding implies that the repeal of the PPKM policy did not have a significant impact, especially on stocks from the health sector.

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Portofolio saham teknologi “ekonomi baru” berbasis distribusi probabilitas

Rolos,

Onibala

2023

RAPI

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Global issues are a challenge, especially for stocks in the technology sector. Tech stocks, especially on the “new economy” trading boards, are stocks that investors tend to be interested in because they are on par with the main trading boards. This study aims to examine the probability of return and risk-return tradeoff from BELI, BUKA, and GOTO in order to determine optimal returns with measured risk. This study finds that GOTO has the highest Sharpe Ratio. The result indicates that GOTO has a better risk-return tradeoff compared to other firms. In addition, the results of the probability distribution analysis show that GOTO tends to have a small chance of obtaining a low rate of return compared to other firms.

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Stock portfolio and optimal return

Cited by 3 publications

References 12 publications

Risiko sistematis emiten pangan dalam isu krisis pangan

Risiko sistematis emiten pangan dalam isu krisis pangan

Risiko sistematis dan pengembalian saham sektor kesehatan pasca pencabutan PPKM

Portofolio saham teknologi “ekonomi baru” berbasis distribusi probabilitas

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