Analisis Kinerja Saham Individual pada Industri Farmasi di Bursa Efek Indonesia tahun 2016

Authors

  • M. Nazori Madjid Fakultas Ekonomi dan Bisnis Islam UIN Sulthan Thaha Saifuddin Jambi
  • Melisa Oktavina Fakultas Ekonomi dan Bisnis Islam UIN Sulthan Thaha Saifuddin Jambi

DOI:

https://doi.org/10.30631/innovatio.v16i2.21

Keywords:

kinerja saham, sharpe index performance, treynor mance

Abstract

Penelitian ini bertujuan untuk mengetahui kinerja saham individual industri farmasi yang terdaftar di Bursa Efek Indonesia (BEI) tahun 2016.  Metode analisis yang digunakan adalah Geometric Mean Return, Standar Deviasi, Sharpe Indeks Performance dan Treynor Indeks Performance. Hasil penelitian ini menunjukkan tingkat return saham industri farmasi dari yang tertinggi yang dicapai oleh Indofarma Tbk (1.333%) sampai return terendah pada Merck Sharp Dohme Pharma Tbk (0.000%). Tingkat resiko (standar deviasi) tertinggi ada pada tiga perusahaan yaitu Indofarma Tbk, Kimia Farma Tbk dan Pyridam Pharma Tbk. Perusahaan dengan kinerja terbaik pada penelitian ini menurut pengukur Sharpe adalah Indofarma Tbk, sedangkan menurut pengukur Treynor kinerja terbaik dicapai oleh Kimia Farma Tbk. Perbedaan peringkat kinerja ini menunjukkan jika saham-saham dalam industri farmasi belum termasuk potofolio yang optimal

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Published

2016-12-30

Issue

Vol. 16 No. 2 (2016)

Section

Articles

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