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  • Angriana Lakaba
    Universitas Kristen Satya Wacana
  • Robiyanto Robiyanto
    Universitas Kristen Satya Wacana

Abstract

Severals studies on the performance of stocks, especially those that examine the constituent of social responsibility in the Indonesia Stock Exchange, in general still focus on the performance assessment of the SRI-Kehati index, have not specifically reviewed the performance of the constituent stocks of the SRI-Kehati index. Therefore, this study specifically examines constituent stocks of the SRI-Kehati index. The study period used is 2009 to 2017. The sample in this study are 13 stocks that consistently enter into the calculation of SRI-Kehati Index during the study period. The stock performance assessment will be performedusing Sharpe Index, Jensen Alpha, Treynor Ratio, Sortino Ratio, Information Ratio. Overall, the consistent stocks listed in the SRI-Kehati Index may not necessarily indicate good stock performance. From 13 stocks, some have negative results which can be classified as non-performing stock.


Berbagai penelitianterkait kinerja saham-saham bertanggungjawab sosial di Bursa Efek Indonesia secara umum masih berfokus pada penilaian kinerja indeks SRI-Kehati, namun belum secara khusus mengkaji kinerja saham-saham pembentuk indeks SRI-Kehati. Oleh sebab itu penelitian ini scara khusus mengkaji saham-saham pembentuk indeks SRI-Kehati. Periode penelitian yang digunakan adalah periode tahun 2009 hingga tahun 2017. Sampel dalam penelitian ini adalah 13 saham yang secara konsisten masuk ke dalam perhitungan Indeks SRI-Kehati selama periode penelitian. Penilaian kinerja saham akan dilakukan dengan menggunakan Indeks Sharpe, Jensen Alpha, Rasio Treynor, Rasio Sortino, Information Ratio. Secara keseluruhan, saham-saham yang konsisten terdaftar dalam Indeks SRI-Kehati belum semua menunjukkan kinerja saham yang baik. Dari 13 saham yang diteliti masih ada beberapa saham dengan hasil negatif yang berarti masih mempunyai kinerja saham yang buruk.


 

Keywords

Indeks Sharpe, Information Ratio, Jensen Alpha, Rasio Sortino, Rasio Treynor, Sharpe Index, Sortino Ratio, SRI-Kehati, Treynor Ratio

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How to Cite
LAKABA, Angriana; ROBIYANTO, Robiyanto. EVALUASI KINERJA SAHAM BERTANGGUNGJAWAB SOSIAL (STUDI PADA SAHAM-SAHAM YANG MASUK PERHITUNGAN INDEKS SRI-KEHATI). Jurnal Organisasi Dan Manajemen, [S.l.], v. 14, n. 2, p. 94-106, oct. 2018. ISSN 2442-9155. Available at: <http://jurnal.ut.ac.id/index.php/JOM/article/view/631>. Date accessed: 13 nov. 2018. doi: https://doi.org/10.20885/vol14ino2pp94-106.
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