KRISIS HARGA MINYAK DUNIA DAN KINERJA PORTOFOLIO SAHAM PERUSAHAAN PERKEBUNAN INDONESIA

Berkala Ilmiah AGRIDEVINA Pub Date : 2020-06-23 DOI:10.33005/adv.v9i1.2210

Khoirul Anam

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引用次数: 1

Abstract

This study aims to compare the stock portfolio of plantation companies and their performance in the period before and after the crisis of world oil prices. The research method uses the single index model to form a stock portfolio and the index of sharpe, treynor and jensen to measure its portfolio performance . The research uses secondary data of plantation companies listed in the Indonesian Stock Exchange from July 2012 to June 2016. The results showed that there were two plantation company stocks categorized as portfolio candidates in the period before the crisis of world oil prices, namely PT. Astra Agro Lestari Tbk. (AALI) and PT. Tunas Baru Lampung, Tbk. (TBLA), while in the period after the crisis of world oil prices portfolio stocks cannot be established. The stock portfolio of plantation companies in the period before the crisis of wortd oil prices have a higher rate of return and performance index compared to after the crisis of world oil prices. Investors who want to invest in the stock market are advised to make a selection and form an optimal stock portfolio. Investors should observe the movement of stock prices if occur a crisis situation in the national and global levels. DOI : https://doi.org/10.33005/adv.v9i1.2210

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世界石油价格危机和印尼种植园公司股票投资组合的表现

本研究旨在比较全球油价危机前后种植公司的股票投资组合及其表现。研究方法采用单指数模型形成股票投资组合，并采用夏普、特雷纳和詹森指数来衡量其投资组合绩效。本研究使用2012年7月至2016年6月在印尼证券交易所上市的种植园公司的二手数据。结果显示，在国际油价危机之前，有两家种植园公司股票被列为候选投资组合，分别是PT. Astra Agro Lestari Tbk。(AALI)和PT. Tunas Baru Lampung, Tbk。(TBLA)，而在世界石油价格危机后的时期，投资组合股票无法建立。国际油价危机前种植园公司的股票组合收益率和业绩指标均高于国际油价危机后的水平。建议想要投资股市的投资者进行选择，形成最优的股票投资组合。如果在国家和全球层面发生危机，投资者应该观察股价的走势。DOI: https://doi.org/10.33005/adv.v9i1.2210

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