Windayasari, Chitra (2023) Imbal hasil portofolio saham strategi dogs of dow dibandingan indeks lq-45 dan IHSG periode 2017-2022. Masters thesis, Universitas Pelita Harapan.
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Abstract
Investasi di pasar saham merupakan hal penting yang dapat mendorong perekonomian suatu negara. Di Indonesia saat ini tercatat memiliki lebih dari 900 emiten perusahaan publik, sehingga diperlukan sebuah metode yang efektif untuk dapat menentukan emiten mana yang akan dipilih oleh investor. Penelitian ini menguji perbedaan kinerja portofolio menggunakan metode dogs of dow dengan kinerja IHSG dan LQ45. Penelitian ini dilakukan pada 10 perusahaan terpilih dengan menggunakan uji beda melalui Eviews. Hasil penelitian menunjukan rata-rata return portofolio dogs of dow dari periode Januari 2017- Desember 2022 adalah sebesar 1.54%/minggu, sedangkan return LQ45 adalah sebesar 1.27%/minggu dan return IHSG adalah 0.98%/minggu. Hasil penelitian juga menunjukan bahwa terdapat perbedaan signifikan antara kinerja portofolio menggunakan metode dogs of dow dan IHSG menggunakan pendekatan varians dan terdapat perbedaan signifikan antara kinerja portofolio menggunakan metode dogs of dow dan LQ45 menggunakan pendekatan varians. / Investment in the stock market is an important thing that can boost a country's economy. Indonesia currently has more than 900 public company, so an effective method is needed to determine which company investors will choose. This research examines differences in portfolio performance using the Dogs of Dows method with the performance of the IHSG and LQ45. This research was conducted on 10 selected companies using a different test via Eviews. The research results show that the average return of the Dogs of Dow portfolio for the period January 2017-December 2022 is 1.54%/week, while the LQ45 return is 1.27%/week and the IHSG return is 0.98%/week. The research results also show that there is a significant difference between portfolio performance using the dogs of dow method and IHSG using the variance approach and there is a significant difference between portfolio performance using the dogs of dow method and LQ45 using the variance approach.
Item Type: | Thesis (Masters) |
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Creators: | Creators NIM Email ORCID Windayasari, Chitra NIM01619190091 01619190091@student.uph.edu UNSPECIFIED |
Contributors: | Contribution Contributors NIDN/NIDK Email Thesis advisor Hulu, Edison NIDN0315085902 edison.hulu@lecturer.uph.edu |
Uncontrolled Keywords: | Dogs of Dow ; Indeks Harga Saham Gabungan ; LQ45 ; Pasar Saham ; Investasi |
Subjects: | H Social Sciences > HD Industries. Land use. Labor > HD28 Management. Industrial Management |
Divisions: | University Subject > Current > Faculty/School - UPH Karawaci > Business School > Master of Management Current > Faculty/School - UPH Karawaci > Business School > Master of Management |
Depositing User: | Users 3883 not found. |
Date Deposited: | 10 Jan 2024 04:51 |
Last Modified: | 10 Jan 2024 04:51 |
URI: | http://repository.uph.edu/id/eprint/59886 |