衡量印度尼西亚和美国股票指数的风险与收益

H. Soegoto, Felicia Apsarini, Nazar Mustapha
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引用次数: 0

摘要

本研究调查了部分印尼和美国股票市场指数的收益与风险之间的关系,以指导新投资者如何明智地选择投资。研究采用定量描述法,利用三个印尼和三个美国股票指数十年来的表现数据计算平均回报率。夏普指数用于衡量每个指数的风险。结果显示,美国各指数的平均股票回报率高于印尼指数,而美国的平均风险水平较低。建议投资者投资于收益较高而风险较低的指数类别,以增加获得更高回报的机会,同时将风险控制在尽可能低的水平。
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Measuring the risk and return of Indonesia's and United States Stock Index
This research investigates the relationship between the returns of selected Indonesian and US stock market indexes and their risks so as to guide new investors on how to choose their investments wisely. A quantitative descriptive method was used using performance data from three Indonesian and three US stock indexes over ten years to calculate an average return. The Sharpe Index was used to measure each index's risk. The results show that the average stock return for each index in the US is higher than the Indonesia indexes, while the level of risk in the US, on average, is lower. Investors are advised to invest in index categories with higher returns and low risk to increase the chance of gaining better returns while managing their risk to be as low as possible.
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