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Abstract

This study aims to analyse stock performance using the Sharpe, Treynor and Jensen methods at Jakarta Islamic Index during 2014-2016. This research is a descriptive and quantitative research. The object of the research is the stocks listed on Jakarta Islamic Index in the period of 2014 to 2016. The sample selection is determined by purposive sampling technique with the criteria of stocks consistently listed on Jakarta Islamic Index during 2014-2016. By this criteria, this study used 19 stocks as a sample. The result shows that there is no stock that consistently performed positively or consistently outperformed Jakarta Islamic Index against market benchmark.

Article Details

Author Biography

Edi Susilo, Universitas Islam Nahdlatul Ulama Jepara, Jepara, Indonesia

Ekonomi Syariah
How to Cite
Susilo, E., & Najah, A. (2018). Stock performance of Jakarta Islamic Index based on sharpe, Treynor and Jensen method. Jurnal Ekonomi & Keuangan Islam, 4(2), 67–74. https://doi.org/10.20885/jeki.vol4.iss2.art2