Saudi Journal of Economics and Finance (SJEF)
Volume-5 | Issue-02 | 36-42
Original Research Article
The Evaluation of Portfolio Performance with Jensen Index Method toward Samuel Securities in January-December 2020
C.H. Asta Nugraha
Published : Feb. 10, 2021
Abstract
This research aims to evaluate the portfolio performance which recommended by PT. Samuel Sekuritas Indonesia in January-December 2020 with Jensen Index by testing whether alpha (α) gained from the result of regression on excess return portofolio Samuel toward excess return market does not equal zero significantly. The research result showed that alpha (α) significantly does not equal zero.
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