Analisa Perbandingan Kinerja Portofolio Kompas100 Dengan Dan Tanpa Penambahan Cryptocurrency Selama Periode Pandemi Covid-19

Wijaya, Cyntia Apriani (2021) Analisa Perbandingan Kinerja Portofolio Kompas100 Dengan Dan Tanpa Penambahan Cryptocurrency Selama Periode Pandemi Covid-19. Undergraduate thesis, Universitas Katolik Musi Charitas.

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Abstract

Investment is an alternatives for someone to get benefits in the future. People can invest their capital in various types of investment instruments, such as stocks, bonds, mutual funds, currencies, commodity like gold, and others. With the industrial revolution 4.0, there has been a new type of investment instrument, that is Cryptocurrency. This study aims to examine the performance of a portfolio consisting of Kompas100 and a portfolio which was formed from a combination of Kompas100 stocks and Cryptocurrency assets during the Covid-19 pandemic period. Sampling is done by purposive sampling technique with a total sample of 77 Kompas100 stocks and 5 Cryptocurrency assets. Hypothesis testing is done by using the Mann-Whitney analysis. The result of this study is that there is a difference in portfolio performance between the Kompas100 portfolio and the Kompas100 + Cryptocurrency portfolio during the Covid-19 pandemic period and the portfolio of Kompas100+Cryptocurrency assets has a better performance. Based on this, investors can consider Cryptocurrency assets into portofolio during the unstable economic period of the Covid-19 pandemic. Keywords: Mean Variance Portfolio, Kompas100, Cryptocurrency, Covid-19 Pandemic, Sharpe Ratio.

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