Perpustakaan Digital ITB

In the high recession of economy, many people are unfortunate enough to experience financial difficulties. Stock investment is one of many strategies to overcome those problems. However, to be successful in stock investment, or in fact any investment, strategy and depth analysis are important. Both Sharpe and Treynor ratio provide help and guidance for those who seek strategies for stock investment. These measurements calculate risk level of the targeted stock and compare it to the return earned. This research uses Sharpe and Treynor ratio as a measurement of risk and return of stocks and uses Kompas100 list as the object of analysis. This research also use IHSG or Indonesian composite index as a comparison to see whether the portfolio obtained from the research is better than the Indonesian market index or otherwise.