Widiawira, Bryan Yafet (2023) Analisis Kinerja Pada Aset Cryptocurrency, Saham LQ45, Dan Emas Sebagai Instrumen Investasi. Undergraduate thesis, UPN Veteran Jawa Timur.
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Abstract
This study aims to analyze the performance comparison of Bitcoin, LQ45 stock index, and spot gold as investment instruments using the performance measurement variables return, risk, Sharpe, Treynor, and Jensen. This type of research is quantitative. The population used is the monthly closing price of Bitcoin, LQ45 stock index, and spot gold. The sample selection technique is purposive sampling, totaling 72 data for each Bitcoin investment instrument, LQ45 stock index, and spot gold during the period January 1 2017-December 31 2022. The data analysis technique used is the Kruskal-Wallis test. The results of this study indicate that Bitcoin, the LQ45 stock index, and gold do not have significant differences regarding returns, while there are significant differences in the risk, Sharpe, Treynor, and Jensen aspects. In addition, the investment instrument with the highest return, risk, Sharpe, and Treynor performance is owned by Bitcoin, while the Jensen performance measurement with the highest value is owned by the LQ45 stock index. The conclusion in this study is that the best investment instrument performance is owned by Bitcoin. This research is expected to be used as a source of reference and consideration for investors or the general public in choosing investment instruments.
| Item Type: | Thesis (Undergraduate) | ||||||||
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| Subjects: | H Social Sciences > HG Finance > HG4501-6051 Investment, capital formation, speculation | ||||||||
| Divisions: | Faculty of Economic > Departement of Accounting | ||||||||
| Depositing User: | Bryan Yafet Widiawira | ||||||||
| Date Deposited: | 25 May 2023 03:58 | ||||||||
| Last Modified: | 25 May 2023 03:58 | ||||||||
| URI: | http://repository.upnjatim.ac.id/id/eprint/13638 |
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