Analisis Kinerja Perusahaan dan Kinerja Portofolio Berdasarkan Model Indeks Tunggal

., Melita (2015) Analisis Kinerja Perusahaan dan Kinerja Portofolio Berdasarkan Model Indeks Tunggal. Undergraduate thesis, Universitas Katolik Musi Charitas.

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Abstract

This study aimed to analyze the company's performance and the performance of the portfolio based on the single index model. This study population which shares belonging to the LQ 45 period February 2013-January 2015. The research sample was taken by purposive sampling method and as many as 31 companies may be sampled. This type of research is a comparative type of an average of two independent samples. Before testing the hypotheses, the analysis carried out by a single index model with the aim to differentiate groups of stocks candidate and non-candidate portfolio. Hypothesis testing using the Mann-Whitney Test with SPSS version 17. The results show that the first hypothesis which states there is a difference between the performance of a portfolio of stocks included in the portfolio with a non-candidate candidate portfolio, accepted. The second hypothesis which states there is a difference between the stock performance of companies that entered the portfolio candidates with non-candidate portfolio, was rejected.

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