数字化时代的替代投资选择分析

Meitta Adiyono, Rossje V. Suryaputri, Efan Efan, H. Kumala
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引用次数: 4

摘要

本研究的目的是确定和分析在数字化时代可以作为替代投资的股票、加密货币和黄金的绩效比较。本研究的人口为2015年1月- 2020年12月LQ45股票、JKII股票、比特币和黄金的月度收盘价,每次比较为72个数据。本研究的采样技术为饱和采样。使用的分析方法是比较方法,使用的数据是二手数据。根据各变量的公式,使用Microsoft Excel程序进行数据计算。数据采用SPSS应用程序Kruskall-Wallis检验进行统计处理。本研究结果表明,从风险、夏普绩效指标和特雷纳绩效指标衡量,LQ45股票、伊斯兰股票、比特币和黄金之间存在显著差异。那么,从收益和jensen的绩效衡量指标来看,LQ45股票、伊斯兰股票、比特币和黄金之间没有显著差异。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
ANALISIS ALTERNATIF PILIHAN INVESTASI PADA ERA DIGITALISASI
The purpose of this study is to determine and analyze the performance comparison of stocks, cryptocurrencies and gold that can be used as an alternative investment in the era of digitalization. The population in this study is the monthly closing price of LQ45 shares, JKII shares, bitcoin and gold from January 2015 - December 2020, which is 72 datas in each comparison. The sampling technique of this research is saturated samples. The analytical method used is the comparative method and the data used are secondary data. Data is calculated using the Microsoft Excel program based on the formula of each variable. The data was processed statistically using the SPSS application, the Kruskall-Wallis Test. The results of this study indicate that there are significant differences between LQ45 stocks, Syariah stocks, bitcoin, and gold when measured from risk, sharpe performance’s measure, and treynor’s performance’s measure. Then, there are no significant difference between LQ45 stocks, Syariah stocks, bitcoin, and gold when measured from return and jensen's performance measure.
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