伊斯兰股票指数的表现:印尼与马来西亚的比较研究

Signifikan Pub Date : 2016-04-08 DOI:10.15408/SJIE.V5I1.3127

Tulasmi Tulasmi, Rianto Rinda Trihariyanto

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引用次数: 3

摘要

本研究的目的是比较马来西亚和印度尼西亚伊斯兰股票指数的表现使用夏普方法，特雷纳方法和詹森方法。结果表明，如果使用Treynor和Jensen方法，以雅加达伊斯兰指数衡量的印度尼西亚伊斯兰股票指数的表现优于马来西亚。否则，使用夏普方法表明马来西亚伊斯兰股票指数优于印度尼西亚伊斯兰股票指数。这一结果的含义是，建议资金充足的投资者投资印尼，但小投资者可以做投资马来西亚伊斯兰股票指数。DOI: 10.15408 / sjie.v5i1.3127

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Performance of Islamic Stocks Index: Comparative Studies Between Indonesia and Malaysia

The aim of this research is to compare the Islamic stocks index performance between Malaysia and Indonesia using Sharpe method, Treynor method, and Jensen method. The result show that the Islamic stocks index performance in Indonesia –measured by Jakarta Islamic Index- is better than Malaysia if using Treynor and Jensen methods. Otherwise, using the Sharpe method show that Islamic stock index in Malaysia is better than Islamic stocks index in Indonesia. The implication from this result is the investor with enough funds recommended to invest in Indonesia, but the small investor can do the investment to Islamic stocks index in Malaysia. DOI: 10.15408/sjie.v5i1.3127

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